# EDGAR Filing Document

**Accession Number:** 0001479026
**File Stem:** 0001752724-25-174051
**Filing Date:** 2025-7
**Character Count:** 572880
**Document Hash:** 0ca0f64e8c1793fef9032ab8ed1087ce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-174051.hdr.sgml**: 20250722

**ACCESSION NUMBER**: 0001752724-25-174051

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250722

**DATE AS OF CHANGE**: 20250722

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Goldman Sachs ETF Trust
- **CENTRAL INDEX KEY:** 0001479026

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23013
- **FILM NUMBER:** 251140946

**BUSINESS ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282-2198
- **BUSINESS PHONE:** (312) 655-4400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282-2198

## Series and Classes Contracts Data

### Goldman Sachs Access U.S. Aggregate Bond ETF (Series ID: S000066919)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000215322 | Goldman Sachs Access U.S. Aggregate Bond ETF | GCOR            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs ETF Trust

- **b. Investment Company Act file number:** 811-23013

- **c. CIK number of Registrant:** 0001479026

- **d. LEI of Registrant:** 549300VEZF7K2ES5WL82

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

  - **Street Address 1:** 200 West Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs Access U.S. Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000066919

- **c. LEI of Series:** 549300ECJ6IPOGEJ9870

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $636011938.73

**Total Liabilities:** $82575824.91

**Net Assets:** $553436113.82

**Stand-by Commitments:** $70465485.68

**Cash Not Reported:** $9367437.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 132.57000000 | **1-Year:** 6417.57000000 | **5-Year:** 23037.21000000 | **10-Year:** 50962.94000000 | **30-Year:** 105271.15000000

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

- **3-Month:** 0.00000000 | **1-Year:** 69.20000000 | **5-Year:** 500.59000000 | **10-Year:** 529.73000000 | **30-Year:** 358.20000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215322 | -0.03%               | 0.37%                | -0.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-146140.87              | $-1421381.51                               |
| Month 2  | $14199.49                | $2337625.86                                |
| Month 3  | $82293.46                | $-6002675.47                               |

**Designated Index Information**

- **Index Name:** FTSE USBIG Index

- **Index Identifier:** CITIETFCOR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $79921.92     | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                      | Wyeth LLC                                                                       | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    102000 | PA      | $112044.65    | 0.02%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50902.03     | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     75000 | PA      | $64943.85     | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88697.13     | 0.02%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50259.50     | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84844.50     | 0.02%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12377.91     | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41431.11     | 0.01%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                       | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 29246QAE5<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    201000 | PA      | $160650.86    | 0.03%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $306210.80    | 0.06%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104843.25    | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586677 | PA      | $487512.44    | 0.09%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56406.30     | 0.01%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137163.46    | 0.02%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145390.80    | 0.03%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                 | Phillips 66 Co                                                                  | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294031.05    | 0.05%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     70000 | PA      | $73019.94     | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99091.45     | 0.02%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    850000 | PA      | $850753.10    | 0.15%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    268000 | PA      | $274958.49    | 0.05%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15958.33     | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219457.38    | 0.04%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33252.30     | 0.01%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                   | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50604.05     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84019.05     | 0.02%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239752.50    | 0.04%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12889.12     | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                        | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $195673.10    | 0.04%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    476000 | PA      | $283475.85    | 0.05%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    392000 | PA      | $358124.14    | 0.06%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                                           | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39235.96     | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34704.10     | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                        | California Institute of Technology                                              | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9196.00      | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172224.60    | 0.03%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     79000 | PA      | $48086.79     | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79262.96     | 0.01%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101144.65    | 0.02%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103994.25    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    128000 | PA      | $118105.15    | 0.02%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12012.88     | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    600000 | PA      | $562246.80    | 0.10%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69461.24     | 0.01%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    135000 | PA      | $106837.11    | 0.02%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                       | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95859.35     | 0.02%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    104000 | PA      | $93097.99     | 0.02%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381521.20    | 0.07%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101857.65    | 0.02%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195224.40    | 0.04%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                          | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87875.00     | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $150929.84    | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14831.19     | 0.00%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111264.40    | 0.02%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F012460<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1755625.00   | 0.32%             | 2040-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89602.90     | 0.02%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418C6A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38404 | PA      | $37014.78     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                      | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $28288.61     | 0.01%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  1 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                      | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61625.58     | 0.01%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179VHV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84431 | PA      | $79719.25     | 0.01%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9906.81      | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85675 | PA      | $71160.02     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $98109.15     | 0.02%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37362.30     | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                                             | CUSIP: 291011AQ7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15986.18     | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43332 | PA      | $42783.48     | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49161.53     | 0.01%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15507.03     | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                      | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     77000 | PA      | $58229.75     | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $60757.75     | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                                            | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147130.05    | 0.03%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87703.30     | 0.02%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                          | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95875.05     | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                       | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $84599.75     | 0.02%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                    | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60995.90     | 0.01%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                             | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     95000 | PA      | $94102.01     | 0.02%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $426292.00    | 0.08%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    246000 | PA      | $140524.79    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                                                | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     94000 | PA      | $75641.61     | 0.01%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48986.10     | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                                           | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207810.72    | 0.04%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42951.88     | 0.01%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $4118962.29   | 0.74%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                          | Arrow Electronics Inc                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202098.50    | 0.04%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278023.20    | 0.05%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206096.10    | 0.04%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    335000 | PA      | $297553.53    | 0.05%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                       | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    300000 | PA      | $264089.85    | 0.05%             | 2045-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    371000 | PA      | $372653.92    | 0.07%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                       | Wisconsin Electric Power Co                                                     | CUSIP: 976656CE6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37081.13     | 0.01%             | 2042-12-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                    | Revvity Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43286.90     | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                            | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11835.18     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $102869.85    | 0.02%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     76000 | PA      | $55688.24     | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAU1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150048.45    | 0.03%             | 2027-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $28642.18     | 0.01%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36720.60     | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    184000 | PA      | $187575.67    | 0.03%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26398.64     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60137.88     | 0.01%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37066.22     | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99441.65     | 0.02%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55443.93     | 0.01%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85180.25     | 0.02%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130992.38    | 0.02%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    146000 | PA      | $102202.19    | 0.02%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                        | Wisconsin Power and Light Co                                                    | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38474.78     | 0.01%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184458.20    | 0.03%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     94000 | PA      | $95063.85     | 0.02%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                         | Regions Financial Corp                                                          | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122826.94    | 0.02%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84660.25     | 0.02%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                            | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $121534.50    | 0.02%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98732.40     | 0.02%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200495.50    | 0.04%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    144000 | PA      | $127847.59    | 0.02%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67738.72     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    188000 | PA      | $201239.05    | 0.04%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                             | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245253.45    | 0.04%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                          | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16000 | PA      | $13373.06     | 0.00%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                       | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21518.90     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    154000 | PA      | $119807.92    | 0.02%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506960.00    | 0.09%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296504.10    | 0.05%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179794.20    | 0.03%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                   | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90940.90     | 0.02%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27039.20     | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78521.28     | 0.01%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151601.60    | 0.03%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $202091.40    | 0.04%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022469<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1846875.00   | 0.33%             | 2039-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                             | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    300000 | PA      | $296647.05    | 0.05%             | 2034-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DNRD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202220 | PA      | $167984.10    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248610.30    | 0.04%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    458000 | PA      | $462596.95    | 0.08%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                       | W R Berkley Corp                                                                | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34261.28     | 0.01%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                 | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117759.68    | 0.02%             | 2042-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15747.26     | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                       | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85115.50     | 0.02%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81005.91     | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89611.25     | 0.02%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49938.78     | 0.01%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                | Best Buy Co Inc                                                                 | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190057.38    | 0.03%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $45545.68     | 0.01%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93427.95     | 0.02%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162755.19    | 0.03%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95622.65     | 0.02%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                                           | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6743.89      | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292733.55    | 0.05%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254972.75    | 0.05%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $42918.30     | 0.01%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3212308 | PA      | $2774964.03   | 0.50%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    188000 | PA      | $111798.62    | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75005.80     | 0.01%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10840000 | PA      | $7458444.01   | 1.35%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  1 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                                            | CUSIP: 29364DAT7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87376.40     | 0.02%             | 2044-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97217.55     | 0.02%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    188000 | PA      | $176873.97    | 0.03%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356094.73    | 0.06%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40774.78     | 0.01%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    206000 | PA      | $198444.64    | 0.04%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40323.13     | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                             | CUSIP: 459058EP4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |      8000 | PA      | $7975.33      | 0.00%             | 2025-07-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198400.00    | 0.04%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F012668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $736406.25    | 0.13%             | 2054-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3128X74S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $358706.95    | 0.06%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     76000 | PA      | $64642.26     | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96540.75     | 0.02%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XKG20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1165775 | PA      | $1035923.55   | 0.19%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312772.08    | 0.06%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2182217 | PA      | $2064631.05   | 0.37%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    206000 | PA      | $121556.89    | 0.02%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                | Yale University                                                                 | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $167376.23    | 0.03%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276859.65    | 0.05%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                                                     | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    280000 | PA      | $192453.66    | 0.03%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     98000 | PA      | $68169.49     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $189641.70    | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $203610.75    | 0.04%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105845.24    | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                 | Phillips 66 Co                                                                  | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75010.94     | 0.01%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                     | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $94421.35     | 0.02%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    292000 | PA      | $285775.87    | 0.05%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116737.50    | 0.02%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    180000 | PA      | $139921.11    | 0.03%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20184.42     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    272000 | PA      | $278710.51    | 0.05%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96865.80     | 0.02%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                        | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213579.70    | 0.04%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $50957.20     | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    267000 | PA      | $250267.68    | 0.05%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                    | Revvity Inc                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91637.25     | 0.02%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                          | CUSIP: 77586RAF7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     76000 | PA      | $55424.10     | 0.01%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     92000 | PA      | $81510.11     | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     70000 | PA      | $44937.13     | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224760.03    | 0.04%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497729.25    | 0.09%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148939.88    | 0.03%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                          | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    100000 | PA      | $81273.00     | 0.01%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $62409.51     | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52367.98     | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                           | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50013.13     | 0.01%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79327.08     | 0.01%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     92000 | PA      | $78273.69     | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95881.25     | 0.02%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORM                       | Fidelity National Information Services Inc                                      | CUSIP: 31620MAZ9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82778.10     | 0.01%             | 2048-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    282000 | PA      | $233944.80    | 0.04%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     80000 | PA      | $47922.60     | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    188000 | PA      | $191036.11    | 0.03%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234033.90    | 0.04%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42146.90     | 0.01%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                         | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38428.52     | 0.01%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QMAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2306619 | PA      | $1917045.41   | 0.35%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                                             | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     94000 | PA      | $101632.99    | 0.02%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                      | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98088.60     | 0.02%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115237.18    | 0.02%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $74056.36     | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198774.10    | 0.04%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                      | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8933.07      | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    127000 | PA      | $123246.58    | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273195.45    | 0.05%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137709.10    | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53369.47     | 0.01%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081GX9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    133000 | PA      | $131524.70    | 0.02%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                       | Abu Dhabi Developmental Holding Co PJSC                                         | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    448000 | PA      | $404055.90    | 0.07%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     42000 | PA      | $29124.23     | 0.01%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $54095.95     | 0.01%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49517.88     | 0.01%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91967.06     | 0.02%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311720.10    | 0.06%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWP0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90074.03     | 0.02%             | 2026-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101409.50    | 0.02%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19002.81     | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X7AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22333 | PA      | $21455.31     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47948.08     | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43205.20     | 0.01%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199410.10    | 0.04%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $372818.66    | 0.07%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3700374 | PA      | $2892410.56   | 0.52%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | Federal National Mortgage Association                                           | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     92000 | PA      | $91160.59     | 0.02%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                 | Albemarle Corp                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49416.35     | 0.01%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1987951 | PA      | $1894519.37   | 0.34%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     90000 | PA      | $86549.58     | 0.02%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96767.40     | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397731.66    | 0.07%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                       | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $103255.80    | 0.02%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                 | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32213.80     | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                          | RPM International Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119116.95    | 0.02%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                          | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    450000 | PA      | $440610.53    | 0.08%             | 2027-01-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $194646.20    | 0.04%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16559.15     | 0.00%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    212000 | PA      | $214339.10    | 0.04%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    164000 | PA      | $111743.73    | 0.02%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87735.50     | 0.02%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $86937.15     | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93358.25     | 0.02%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179VMH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44665 | PA      | $44624.29     | 0.01%             | 2050-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224858.13    | 0.04%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14777.91     | 0.00%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                        | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148810.05    | 0.03%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119504.85    | 0.02%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37667.88     | 0.01%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297281.59    | 0.05%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3004657 | PA      | $2416037.24   | 0.44%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                      | Spire Inc                                                                       | CUSIP: 505597AD6<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41237.05     | 0.01%             | 2044-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105203.23    | 0.02%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    262000 | PA      | $236537.79    | 0.04%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    954000 | PA      | $943000.17    | 0.17%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40239.80     | 0.01%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242449.68    | 0.04%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    478000 | PA      | $479129.51    | 0.09%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                         | Church & Dwight Co Inc                                                          | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42677.38     | 0.01%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3921000 | PA      | $3851641.98   | 0.70%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $283471.95    | 0.05%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    185000 | PA      | $179986.50    | 0.03%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518427.50    | 0.09%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12880.00     | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                       | Tucson Electric Power Co                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    118000 | PA      | $100873.83    | 0.02%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443511.20    | 0.08%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48595.18     | 0.01%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39913.18     | 0.01%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    242000 | PA      | $238380.29    | 0.04%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81135.54     | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    239000 | PA      | $245229.89    | 0.04%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427654.76    | 0.08%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39781.88     | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93478.05     | 0.02%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293914.86    | 0.05%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                 | Phillips 66 Co                                                                  | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88591.22     | 0.02%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46737.55     | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                             | Grupo Televisa SAB                                                              | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $107215.50    | 0.02%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85911.71     | 0.02%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $36596.07     | 0.01%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QQ6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    734913 | PA      | $712586.94    | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    190000 | PA      | $153051.08    | 0.03%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14610.25     | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5003823 | PA      | $4194680.44   | 0.76%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194595.30    | 0.04%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46507.15     | 0.01%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300085.65    | 0.05%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39234.24     | 0.01%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166519.82    | 0.03%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     70000 | PA      | $44873.22     | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4486772.70   | 0.81%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93295.35     | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    115000 | PA      | $73716.78     | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $286193.55    | 0.05%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    188000 | PA      | $159887.75    | 0.03%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    292000 | PA      | $295046.29    | 0.05%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CA0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     70000 | PA      | $68123.14     | 0.01%             | 2026-03-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41935.56     | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100295.10    | 0.02%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $62094.90     | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88626.66     | 0.02%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $204077.20    | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    223000 | PA      | $144699.11    | 0.03%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $38527.97     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    300000 | PA      | $264428.25    | 0.05%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261181.65    | 0.05%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                      | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75306.12     | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BQ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38387.58     | 0.01%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                                  | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    376000 | PA      | $373280.77    | 0.07%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                              | Healthpeak OP LLC                                                               | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91953.10     | 0.02%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12072.04     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82323.20     | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                                            | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $18648.35     | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100972.14    | 0.02%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11343.05     | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6027.45      | 0.00%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    224000 | PA      | $224922.88    | 0.04%             | 2026-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41086.48     | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     65000 | PA      | $38408.37     | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                                                     | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    270000 | PA      | $230008.28    | 0.04%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11374.97     | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41453.52     | 0.01%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                             | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223404.88    | 0.04%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13052.73     | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36807.38     | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     94000 | PA      | $75352.89     | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    191000 | PA      | $192656.73    | 0.03%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46276.17     | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94380.35     | 0.02%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    304000 | PA      | $208575.92    | 0.04%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82330.00     | 0.01%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                        | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180078.41    | 0.03%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    290000 | PA      | $304906.15    | 0.06%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188282.43    | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418DEV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30324 | PA      | $28936.33     | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $160228.13    | 0.03%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    152000 | PA      | $118358.65    | 0.02%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                 | Idaho Power Co                                                                  | CUSIP: 45138LBD4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36172.65     | 0.01%             | 2045-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     92000 | PA      | $80484.04     | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133813.50    | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X9D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1739419 | PA      | $1431633.22   | 0.26%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11808.19     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    142000 | PA      | $137901.10    | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                              | National Grid USA                                                               | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113660.45    | 0.02%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184520.59    | 0.03%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152570.55    | 0.03%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17043.22     | 0.00%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                       | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10138.17     | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243730.25    | 0.04%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196129.70    | 0.04%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197808.20    | 0.04%             | 2025-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                        | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12185.58     | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                     | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46019.98     | 0.01%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833ES5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83949.05     | 0.02%             | 2026-05-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     84000 | PA      | $89060.16     | 0.02%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                        | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88274.18     | 0.02%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 31329PFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202582 | PA      | $194061.52    | 0.04%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140L5BW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465223 | PA      | $386575.94    | 0.07%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                          | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     55000 | PA      | $66784.14     | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                        | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199936.40    | 0.04%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                  | Owens Corning                                                                   | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47061.50     | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $87269.95     | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203748.00    | 0.04%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $111895.80    | 0.02%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36331.08     | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8078.03      | 0.00%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71858.13     | 0.01%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65563.84     | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                    | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106339.68    | 0.02%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    226000 | PA      | $232112.51    | 0.04%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24683.23     | 0.00%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     88000 | PA      | $78764.97     | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $232067.13    | 0.04%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13605.96     | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                   | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72294.08     | 0.01%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52789.08     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     76000 | PA      | $62465.77     | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                      | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2910000.00   | 0.53%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97086.10     | 0.02%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $92970.18     | 0.02%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042665<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1886875.00   | 0.34%             | 2055-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128969.82    | 0.02%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    242000 | PA      | $202005.75    | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100286.40    | 0.02%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030660<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4253906.25   | 0.77%             | 2055-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43451.60     | 0.01%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                               | MDC Holdings Inc                                                                | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     76000 | PA      | $65857.84     | 0.01%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC RR 2015-1                        | Union Pacific Railroad Co 2015-1 Pass Through Trust                             | CUSIP: 90782JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164163 | PA      | $157144.40    | 0.03%             | 2027-05-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $8912812.50   | 1.61%             | 2055-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                             | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $152209.60    | 0.03%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8152000 | PA      | $7518836.12   | 1.36%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  1 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    122000 | PA      | $105414.34    | 0.02%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     96000 | PA      | $81115.44     | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     52000 | PA      | $40968.88     | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $81033.55     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13679.04     | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362125.08    | 0.07%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234033.45    | 0.04%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $147957.18    | 0.03%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                  | CME Group Inc                                                                   | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81971.60     | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    201000 | PA      | $195124.47    | 0.04%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48957.38     | 0.01%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    112000 | PA      | $81507.38     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134611.04    | 0.02%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     82000 | PA      | $63293.25     | 0.01%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60268.69     | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75452.05     | 0.01%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $56480.60     | 0.01%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185126.88    | 0.03%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                               | MDC Holdings Inc                                                                | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $125742.48    | 0.02%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85450.60     | 0.02%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86103.15     | 0.02%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     95000 | PA      | $57903.40     | 0.01%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    296000 | PA      | $290080.00    | 0.05%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141449.00    | 0.03%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202731.75    | 0.04%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    152000 | PA      | $131013.97    | 0.02%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $72917.90     | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022667<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -4000000 | PA      | $-3258750.00  | -0.59%            | 2055-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    179000 | PA      | $194534.52    | 0.04%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                             | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    300000 | PA      | $300508.50    | 0.05%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    356000 | PA      | $351298.31    | 0.06%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     94000 | PA      | $82646.87     | 0.01%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bond                                            | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $187170.10    | 0.03%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     98000 | PA      | $82331.96     | 0.01%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110998.88    | 0.02%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                        | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    106000 | PA      | $105207.93    | 0.02%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42860.03     | 0.01%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     89000 | PA      | $75839.61     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $38962.25     | 0.01%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                          | Becton Dickinson & Co                                                           | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197832.50    | 0.04%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504122.00    | 0.09%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                              | Transcanada Trust                                                               | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7000.00      | 0.00%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMD4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302544.90    | 0.05%             | 2026-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $81945.19     | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                   | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    118000 | PA      | $103681.53    | 0.02%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43362.16     | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34124.34     | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                             | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    326000 | PA      | $322222.64    | 0.06%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                        | Japan Bank for International Cooperation                                        | CUSIP: 471048CJ5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    400000 | PA      | $398198.24    | 0.07%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64593.90     | 0.01%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                            | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    244000 | PA      | $149927.63    | 0.03%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60354.77     | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                           | Sabra Health Care LP                                                            | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84703.01     | 0.02%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $183175.95    | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130629.81    | 0.02%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     94000 | PA      | $84606.86     | 0.02%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     84000 | PA      | $72313.04     | 0.01%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAM4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44490.15     | 0.01%             | 2045-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    572000 | PA      | $565845.57    | 0.10%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                          | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $388861.80    | 0.07%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21290.95     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    384000 | PA      | $259124.54    | 0.05%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    242000 | PA      | $229117.86    | 0.04%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49145.48     | 0.01%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141318.60    | 0.03%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246334.00    | 0.04%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     79000 | PA      | $70041.04     | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44329.66     | 0.01%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74980.07     | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99980.85     | 0.02%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     42000 | PA      | $27823.15     | 0.01%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81008.85     | 0.01%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOV INC                                        | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10900.23     | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $419949.40    | 0.08%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                             | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    300000 | PA      | $249226.05    | 0.05%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                           | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567PAS9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $175967.40    | 0.03%             | 2031-06-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                 | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42932.50     | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98721.10     | 0.02%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88390.00     | 0.02%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12201.26     | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93261.40     | 0.02%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                       | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51378.73     | 0.01%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298351.86    | 0.05%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131822.53    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3261000 | PA      | $2047409.33   | 0.37%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  1 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $390300.60    | 0.07%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                          | Ahold Finance USA LLC                                                           | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    128000 | PA      | $138720.77    | 0.03%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    112000 | PA      | $111090.78    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                        | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $126595.30    | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92810.25     | 0.02%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    108000 | PA      | $56304.94     | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                           | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAH3<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    300000 | PA      | $284455.20    | 0.05%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $90534.50     | 0.02%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99510.85     | 0.02%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469521.75    | 0.08%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $105886.69    | 0.02%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     99000 | PA      | $53460.00     | 0.01%             | 2036-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1185257 | PA      | $1088005.23   | 0.20%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    232000 | PA      | $176817.06    | 0.03%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                          | Haleon US Capital LLC                                                           | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188308.50    | 0.03%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83728.35     | 0.02%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75542.60     | 0.01%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                 | Qatar Government International Bond                                             | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    270000 | PA      | $262785.33    | 0.05%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42708 | PA      | $40745.27     | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                       | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    440000 | PA      | $377446.96    | 0.07%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202145.60    | 0.04%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25772.10     | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20529000 | PA      | $17341519.86  | 3.13%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253726.75    | 0.05%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                        | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $400216.80    | 0.07%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    194000 | PA      | $109490.98    | 0.02%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                               | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92226.90     | 0.02%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34133.08     | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49097.65     | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100452.85    | 0.02%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46598.48     | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47931.88     | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     98000 | PA      | $83616.83     | 0.02%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9838943 | PA      | $8162963.66   | 1.47%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    188000 | PA      | $206385.46    | 0.04%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                 | TR Finance LLC                                                                  | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93636.90     | 0.02%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8481.07      | 0.00%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41185.59     | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104126.00    | 0.02%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18451000 | PA      | $17815375.78  | 3.22%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12075.92     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97373.60     | 0.02%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                     | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273753.00    | 0.05%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164817.39    | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                      | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90075.90     | 0.02%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    455000 | PA      | $403686.47    | 0.07%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $410907.80    | 0.07%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F032666<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2660156.25   | 0.48%             | 2055-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187454.33    | 0.03%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79649.00     | 0.01%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53705.96     | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49323.68     | 0.01%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBC2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111497.50    | 0.02%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97647.50     | 0.02%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                       | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274932.75    | 0.05%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     57000 | PA      | $49993.59     | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    234000 | PA      | $229413.83    | 0.04%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                       | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122492.20    | 0.02%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83399.80     | 0.02%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72352.64     | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                       | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $107244.18    | 0.02%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140K5MV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54137 | PA      | $54640.12     | 0.01%             | 2050-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                       | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108253.94    | 0.02%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $74794.80     | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4948.56      | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    644071 | PA      | $561951.71    | 0.10%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $78554.22     | 0.01%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                 | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188266.30    | 0.03%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102697.60    | 0.02%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    184000 | PA      | $177857.62    | 0.03%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     94000 | PA      | $84954.52     | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    122000 | PA      | $72560.17     | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     84000 | PA      | $73989.76     | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    290000 | PA      | $218993.79    | 0.04%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     62000 | PA      | $50684.29     | 0.01%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85508.98     | 0.02%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103993.70    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                  | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47510.13     | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99106.60     | 0.02%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $247147.61    | 0.04%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    282000 | PA      | $248938.32    | 0.04%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18010.22     | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    144000 | PA      | $139051.73    | 0.03%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $447674.16    | 0.08%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100860.90    | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8062.80      | 0.00%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89110.34     | 0.02%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14792.97     | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204007.10    | 0.04%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F020463<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -2000000 | PA      | $-1806562.50  | -0.33%            | 2040-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $112553.40    | 0.02%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $123003.93    | 0.02%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $51602.42     | 0.01%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42362.70     | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19560.55     | 0.00%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40901.58     | 0.01%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                 | Clorox Co/The                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14811.60     | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $108452.32    | 0.02%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72728.55     | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    117000 | PA      | $78077.61     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    172000 | PA      | $141898.54    | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    160000 | PA      | $114217.76    | 0.02%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    393000 | PA      | $379391.20    | 0.07%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140Q9H89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304703 | PA      | $292948.01    | 0.05%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                              | Suncor Energy Inc                                                               | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $291604.88    | 0.05%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38604.23     | 0.01%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $415280.80    | 0.08%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56616.51     | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                                  | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151542.15    | 0.03%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296001.41    | 0.05%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47406.90     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34647.64     | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272774.79    | 0.05%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79313.44     | 0.01%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $212983.95    | 0.04%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17891000 | PA      | $16704857.83  | 3.02%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83021.69     | 0.02%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86553.25     | 0.02%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99589.95     | 0.02%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43057.62     | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147915.08    | 0.03%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39708.16     | 0.01%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100393.25    | 0.02%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34971.96     | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBM7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39091.93     | 0.01%             | 2045-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $308815.50    | 0.06%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                      | Kellanova                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83735.95     | 0.02%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                       | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48458.88     | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                           | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567PAP5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $183141.10    | 0.03%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                           | Booking Holdings Inc                                                            | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84516.05     | 0.02%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FE2<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45957.93     | 0.01%             | 2041-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150553.88    | 0.03%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                       | Piedmont Operating Partnership LP                                               | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    493000 | PA      | $545558.24    | 0.10%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VALE CANADA LTD                                | Vale Canada Ltd                                                                 | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $322750.50    | 0.06%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                        | Fidelity National Financial Inc                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    222000 | PA      | $204927.20    | 0.04%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34590.02     | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28921.19     | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    847423 | PA      | $825510.77    | 0.15%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    164000 | PA      | $124065.26    | 0.02%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     92000 | PA      | $66276.02     | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11788.31     | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    234000 | PA      | $226948.53    | 0.04%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46332.38     | 0.01%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52474.81     | 0.01%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    224000 | PA      | $256546.86    | 0.05%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     30000 | PA      | $29730.93     | 0.01%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305925.45    | 0.06%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39374.44     | 0.01%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32392.58     | 0.01%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                         | Diageo Investment Corp                                                          | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82726.55     | 0.01%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    220000 | PA      | $146914.48    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97792.80     | 0.02%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                     | JD.com Inc                                                                      | CUSIP: 47215PAC0<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198796.40    | 0.04%             | 2026-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85790.00     | 0.02%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117434.50    | 0.02%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16248.11     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 50075NAC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109183.20    | 0.02%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                           | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAN0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $104541.10    | 0.02%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $232245.00    | 0.04%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140JWB33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468853 | PA      | $449662.05    | 0.08%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55520.19     | 0.01%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76129.39     | 0.01%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2380512 | PA      | $2028341.60   | 0.37%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120278.33    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F060667<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5052343.75   | 0.91%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89461.65     | 0.02%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     37000 | PA      | $22263.58     | 0.00%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74998.85     | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                             | Trane Technologies Financing Ltd                                                | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $49061.35     | 0.01%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $121334.00    | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86859.55     | 0.02%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297603.75    | 0.05%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73175.44     | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47053.08     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10195.39     | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                       | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $82973.45     | 0.01%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                              | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $419318.00    | 0.08%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $294226.80    | 0.05%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                      | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1886875.00   | 0.34%             | 2055-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325980.73    | 0.06%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    320000 | PA      | $309600.00    | 0.06%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79792.12     | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                 | Qatar Government International Bond                                             | CUSIP: 74727PAL5<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    100000 | PA      | $111879.50    | 0.02%             | 2040-01-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    108000 | PA      | $98874.32     | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                  | Blackrock Inc                                                                   | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140111.30    | 0.03%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137616.99    | 0.02%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175624.90    | 0.03%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                         | Puget Sound Energy Inc                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    173000 | PA      | $135040.86    | 0.02%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                        | Hungary Government International Bond                                           | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    300000 | PA      | $309205.50    | 0.06%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                        | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    229000 | PA      | $249600.84    | 0.05%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43867.05     | 0.01%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $90330.70     | 0.02%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405075.00    | 0.07%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                      | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2020312.50   | 0.37%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75768.90     | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $52325.87     | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3994.10      | 0.00%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMKP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1125052 | PA      | $1033420.41   | 0.19%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    158000 | PA      | $140336.23    | 0.03%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                                       | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60881.95     | 0.01%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5380.79      | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                              | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48074.18     | 0.01%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     44000 | PA      | $34488.48     | 0.01%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                           | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     97000 | PA      | $91187.57     | 0.02%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39250.50     | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                           | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAP5<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $184789.40    | 0.03%             | 2028-06-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     67000 | PA      | $54864.06     | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69803.55     | 0.01%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     42000 | PA      | $29622.87     | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                   | AutoZone Inc                                                                    | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33013.81     | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159624.22    | 0.03%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $71674.21     | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    194000 | PA      | $149124.21    | 0.03%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53783.19     | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     95000 | PA      | $64757.42     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37512.28     | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324973.65    | 0.06%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187096.85    | 0.03%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    172000 | PA      | $149020.46    | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                        | AEP Transmission Co LLC                                                         | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    184000 | PA      | $171869.98    | 0.03%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    396000 | PA      | $413417.47    | 0.07%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     73000 | PA      | $64416.73     | 0.01%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28549.76     | 0.01%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76745.96     | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     79000 | PA      | $74467.97     | 0.01%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33803.58     | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    172000 | PA      | $171288.61    | 0.03%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    187000 | PA      | $176062.65    | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    217000 | PA      | $214051.51    | 0.04%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179X2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1563733 | PA      | $1440952.94   | 0.26%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71591.33     | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13683.07     | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43035.35     | 0.01%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58574.00     | 0.01%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                   | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32638.20     | 0.01%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64253.44     | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79595.88     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F020661<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $6994687.50   | 1.26%             | 2054-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde Inc/CT                                                                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51906.85     | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13892.46     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5868.61      | 0.00%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39240.24     | 0.01%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38863.84     | 0.01%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38620.15     | 0.01%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122488.35    | 0.02%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F070666<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1044062.50   | 0.19%             | 2054-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123587.00    | 0.02%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17400.73     | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13267.85     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     84000 | PA      | $72997.22     | 0.01%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90649.44     | 0.02%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                                        | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     84000 | PA      | $90443.93     | 0.02%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2614000 | PA      | $2642405.24   | 0.48%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                         | Old Republic International Corp                                                 | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17789.93     | 0.00%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $43427.18     | 0.01%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                      | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4449218.75   | 0.80%             | 2055-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42173.90     | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp                                                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17990.14     | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                                                         | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2150322.00   | 0.39%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48731.41     | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92051.90     | 0.02%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87727.45     | 0.02%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                       | Uruguay Government International Bond                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     15000 | PA      | $14893.97     | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $184225.10    | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1703.15      | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97825.85     | 0.02%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     81000 | PA      | $78660.36     | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                       | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $98749.60     | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    188000 | PA      | $104795.24    | 0.02%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50983.77     | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5887.68      | 0.00%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12748.93     | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102468.45    | 0.02%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                   | NNN REIT Inc                                                                    | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41570.95     | 0.01%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    144000 | PA      | $142146.29    | 0.03%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105778.60    | 0.02%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    118000 | PA      | $130385.75    | 0.02%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     49000 | PA      | $48345.48     | 0.01%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                  | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  59587070 | NS      | $59587069.72  | 10.77%            |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45493.00     | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    252000 | PA      | $165118.97    | 0.03%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $437819.98    | 0.08%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457506.25    | 0.08%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $283671.22    | 0.05%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                 | Kennametal Inc                                                                  | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49752.15     | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137013.16    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14020.18     | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                    | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87312.60     | 0.02%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202327.70    | 0.04%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    245000 | PA      | $217611.82    | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14727.46     | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192775.70    | 0.03%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32678.88     | 0.01%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                          | Louisville Gas and Electric Co                                                  | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40764.05     | 0.01%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68406.24     | 0.01%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                     | CUSIP: 656531AJ9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $217538.00    | 0.04%             | 2029-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                            | Vulcan Materials Co                                                             | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50453.30     | 0.01%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14720.84     | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBL0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32347.98     | 0.01%             | 2054-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194657.30    | 0.04%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7090000 | PA      | $6395720.19   | 1.16%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44922.30     | 0.01%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    350000 | PA      | $340277.18    | 0.06%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82235.30     | 0.01%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39474.43     | 0.01%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18423.38     | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36439.88     | 0.01%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197034.90    | 0.04%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                    | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73238.20     | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38935.36     | 0.01%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    223000 | PA      | $219053.68    | 0.04%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2810555 | PA      | $2259415.44   | 0.41%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307747.50    | 0.06%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276982.67    | 0.05%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404670.60    | 0.07%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96681.25     | 0.02%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     94000 | PA      | $71436.10     | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    317000 | PA      | $319882.96    | 0.06%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     84000 | PA      | $70239.54     | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72860.96     | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17829000 | PA      | $17279374.36  | 3.12%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159008.72    | 0.03%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                            | ABB Finance USA Inc                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85601.15     | 0.02%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $206369.75    | 0.04%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100262.95    | 0.02%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $103062.36    | 0.02%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40624.08     | 0.01%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                       | Uruguay Government International Bond                                           | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100000 | PA      | $100159.30    | 0.02%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90431.96     | 0.02%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                      | Xylem Inc/NY                                                                    | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14733.02     | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     83000 | PA      | $84132.29     | 0.02%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                      | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1021718.75   | 0.18%             | 2054-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                                       | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     94000 | PA      | $93876.72     | 0.02%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                           | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86798.25     | 0.02%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93391.40     | 0.02%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    175000 | PA      | $103084.80    | 0.02%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                             | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $176927.40    | 0.03%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    340000 | PA      | $210778.92    | 0.04%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    114000 | PA      | $111943.21    | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51897.45     | 0.01%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184225.52    | 0.03%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $32291.06     | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15119.18     | 0.00%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83246.60     | 0.02%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand Inc                                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91709.28     | 0.02%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    154000 | PA      | $159681.60    | 0.03%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F050460<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1000625.00   | 0.18%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                                             | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39604.19     | 0.01%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030462<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $942500.00    | 0.17%             | 2039-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YAU4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82858.90     | 0.01%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48854.04     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                | Nevada Power Co                                                                 | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46661.58     | 0.01%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $142538.50    | 0.03%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $81481.25     | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                              | International Finance Corp                                                      | CUSIP: 45950KCX6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    314000 | PA      | $300669.13    | 0.05%             | 2026-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42002.35     | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104219.26    | 0.02%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23364 | PA      | $23011.77     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1895610.00   | 0.34%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65363.72     | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40707.93     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    126000 | PA      | $131747.49    | 0.02%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126265.23    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12645.18     | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                           | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567PAF7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    350000 | PA      | $351424.50    | 0.06%             | 2026-03-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40632.85     | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                              | Entergy Texas Inc                                                               | CUSIP: 29365TAD6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142185.92    | 0.03%             | 2045-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                          | University of Chicago/The                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31368.02     | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     63000 | PA      | $41181.71     | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191149.73    | 0.03%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                          | Finance Department Government of Sharjah                                        | CUSIP: 38381CAB8<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    300000 | PA      | $186882.75    | 0.03%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84561.35     | 0.02%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F040669<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3666250.00   | 0.66%             | 2055-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                      | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $25836.03     | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  1 | On Loan: No      |
| XYLEM INC                                      | Xylem Inc/NY                                                                    | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    420000 | PA      | $395019.03    | 0.07%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57673.88     | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                  | Ingredion Inc                                                                   | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58856.76     | 0.01%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108007.31    | 0.02%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                 | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $83908.30     | 0.02%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                             | CUSIP: 80413TAS8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    300000 | PA      | $297299.40    | 0.05%             | 2025-10-22      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                | DR Horton Inc                                                                   | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     94000 | PA      | $87313.45     | 0.02%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWEA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169559 | PA      | $160346.67    | 0.03%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54155.71     | 0.01%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                          | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129342.01    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97039.10     | 0.02%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $17569.73     | 0.00%             | 2030-06-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73029.26     | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80007.50     | 0.01%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166149.50    | 0.03%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99173.55     | 0.02%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                       | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     90000 | PA      | $89513.55     | 0.02%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $180309.60    | 0.03%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                               | MDC Holdings Inc                                                                | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35394.84     | 0.01%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79883.50     | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60748.65     | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12072000 | PA      | $9049083.56   | 1.64%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F062663<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2054687.50   | 0.37%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37388.17     | 0.01%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38635.98     | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151025.25    | 0.03%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49660.03     | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273941.78    | 0.05%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                             | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $17601.74     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    384000 | PA      | $375368.06    | 0.07%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $32994.24     | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                           | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86500.00     | 0.02%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                      | CUSIP: 21H020667<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $803281.25    | 0.15%             | 2054-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                                                     | CUSIP: 302154CC1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    340000 | PA      | $334321.32    | 0.06%             | 2026-05-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    430000 | PA      | $419425.66    | 0.08%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    137000 | PA      | $128755.48    | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $9873.53      | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                      | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $3971875.00   | 0.72%             | 2054-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    107000 | PA      | $61740.02     | 0.01%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2247547.00   | 0.41%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $214300.43    | 0.04%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     82000 | PA      | $77194.23     | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46046.43     | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                                   | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197827.50    | 0.04%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                              | Healthpeak OP LLC                                                               | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98517.70     | 0.02%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                           | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90868.85     | 0.02%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                | DR Horton Inc                                                                   | CUSIP: 23331ABN8<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89280.00     | 0.02%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                        | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    700000 | PA      | $716360.40    | 0.13%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $139639.70    | 0.03%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99100.45     | 0.02%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70475.16     | 0.01%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     88000 | PA      | $76283.68     | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41806.54     | 0.01%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    172000 | PA      | $169564.39    | 0.03%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                                              | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125555.66    | 0.02%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $35083.06     | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                                                  | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82648.95     | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97757.45     | 0.02%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79582.36     | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83386.32     | 0.02%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61323.61     | 0.01%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96902.00     | 0.02%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92941.25     | 0.02%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                         | Berkshire Hathaway Inc                                                          | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87073.40     | 0.02%             | 2026-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $51954.00     | 0.01%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QCL38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188686 | PA      | $185512.89    | 0.03%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179VTZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183548 | PA      | $170727.39    | 0.03%             | 2050-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5809687.50   | 1.05%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118897.16    | 0.02%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11550.93     | 0.00%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89340.74     | 0.02%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65852.93     | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    886730 | PA      | $787459.87    | 0.14%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    234000 | PA      | $228962.80    | 0.04%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    271000 | PA      | $176597.96    | 0.03%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     92000 | PA      | $81999.28     | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2551147 | PA      | $1994064.55   | 0.36%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201760.70    | 0.04%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    417000 | PA      | $284252.43    | 0.05%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                                             | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44364.75     | 0.01%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83235.00     | 0.02%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAC7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13810.10     | 0.00%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                       | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     72000 | PA      | $65079.86     | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     66000 | PA      | $38671.68     | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171999.00    | 0.03%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                         | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    280000 | PA      | $277397.68    | 0.05%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    300000 | PA      | $182455.05    | 0.03%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14831.25     | 0.00%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    349000 | PA      | $353672.24    | 0.06%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                       | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92897.55     | 0.02%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $131835.59    | 0.02%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8453764 | PA      | $6626303.34   | 1.20%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                                           | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101822.75    | 0.02%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91693.26     | 0.02%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3251092 | PA      | $2943995.56   | 0.53%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112719.90    | 0.02%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46520.54     | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10539.62     | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $293143.80    | 0.05%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     94000 | PA      | $90948.53     | 0.02%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36643.62     | 0.01%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                      | CUSIP: 21H030666<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $3483750.00   | 0.63%             | 2055-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                                           | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49967.95     | 0.01%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                         | Korea Development Bank/The                                                      | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    320000 | PA      | $309624.90    | 0.06%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65258.42     | 0.01%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                        | Cboe Global Markets Inc                                                         | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80980.82     | 0.01%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    220000 | PA      | $138918.89    | 0.03%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204136.50    | 0.04%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33428.40     | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                 | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $92822.66     | 0.02%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                    | Equifax Inc                                                                     | CUSIP: 294429AL9<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39396.82     | 0.01%             | 2026-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $88739.28     | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66386.08     | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 86765BAH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51137.68     | 0.01%             | 2040-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KW0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    312000 | PA      | $311819.82    | 0.06%             | 2026-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                            | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85973.75     | 0.02%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                       | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73588.00     | 0.01%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     76000 | PA      | $60548.67     | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287577.75    | 0.05%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3054600 | PA      | $1819552.80   | 0.33%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  1 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251454.75    | 0.05%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50346.10     | 0.01%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189464.71    | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199145.90    | 0.04%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304AR8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87116.65     | 0.02%             | 2043-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154324.90    | 0.03%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41235.16     | 0.01%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     83000 | PA      | $81166.12     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                         | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $146480.40    | 0.03%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                       | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33385.00     | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                 | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    299000 | PA      | $259372.93    | 0.05%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281626.50    | 0.05%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                              | International Finance Corp                                                      | CUSIP: 45950KDA5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    330000 | PA      | $329157.35    | 0.06%             | 2025-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $49706.67     | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101142.40    | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $206845.70    | 0.04%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                          | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $99875.00     | 0.02%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13815.01     | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301890.75    | 0.05%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    226000 | PA      | $215961.53    | 0.04%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21506.58     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80770.45     | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                                | Cleco Power LLC                                                                 | CUSIP: 185508AG3<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15278.08     | 0.00%             | 2040-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20551000 | PA      | $20599418.98  | 3.72%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $49023.65     | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25587.64     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188389.20    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     79000 | PA      | $67447.71     | 0.01%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $68426.69     | 0.01%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                 | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $143979.42    | 0.03%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XCV6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30729.82     | 0.01%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                       | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59829 | PA      | $56247.90     | 0.01%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    701000 | PA      | $662020.54    | 0.12%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                            | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $228517.38    | 0.04%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    146000 | PA      | $136186.90    | 0.02%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    211000 | PA      | $207476.09    | 0.04%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     94000 | PA      | $74578.52     | 0.01%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46048.40     | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                           | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $57589.08     | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8284.30      | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $145299.37    | 0.03%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                        | Magna International Inc                                                         | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101267.55    | 0.02%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149782.54    | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14714.93     | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128899.20    | 0.02%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63799.05     | 0.01%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73078.39     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                            | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    282000 | PA      | $263838.50    | 0.05%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $75229.69     | 0.01%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    108000 | PA      | $64365.73     | 0.01%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $48532.69     | 0.01%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| XTO ENERGY INC                                 | XTO Energy Inc                                                                  | CUSIP: 98385XAM8<br>LEI: 50TT7TKGF8M78VJRP761 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55106.45     | 0.01%             | 2037-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132CW7B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1889381 | PA      | $1715104.37   | 0.31%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143281.58    | 0.03%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266688.45    | 0.05%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56211 | PA      | $54044.53     | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    244000 | PA      | $201900.48    | 0.04%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     84000 | PA      | $66619.64     | 0.01%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193889.95    | 0.04%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                                             | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99705.45     | 0.02%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181748.10    | 0.03%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    188000 | PA      | $185312.92    | 0.03%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $398631.80    | 0.07%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293198.70    | 0.05%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129133.13    | 0.02%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61817.75     | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99339.95     | 0.02%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XCX2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32674.56     | 0.01%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62030.93     | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $405255.20    | 0.07%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104569.55    | 0.02%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAY8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $304202.10    | 0.05%             | 2026-10-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    198000 | PA      | $128595.95    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101264.25    | 0.02%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54163.02     | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84915.80     | 0.02%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85856.80     | 0.02%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                                             | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154033.58    | 0.03%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                         | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    392000 | PA      | $399527.38    | 0.07%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91727.00     | 0.02%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35910.63     | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    292000 | PA      | $289913.95    | 0.05%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     51000 | PA      | $41344.04     | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109AG9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51325.20     | 0.01%             | 2035-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    125000 | PA      | $95286.81     | 0.02%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33032.11     | 0.01%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     94000 | PA      | $87995.99     | 0.02%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    156000 | PA      | $157115.32    | 0.03%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    262000 | PA      | $147689.66    | 0.03%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47157.78     | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72231.62     | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                      | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101696.35    | 0.02%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1065854 | PA      | $885620.25    | 0.16%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65178.55     | 0.01%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185276.80    | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48096.05     | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     42000 | PA      | $35867.92     | 0.01%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     82000 | PA      | $98621.89     | 0.02%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                           | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81299.65     | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66267.50     | 0.01%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                             | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $59379.39     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129637.89    | 0.02%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157243.00    | 0.03%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101277.00    | 0.02%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55183.84     | 0.01%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11293.33     | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                       | Wisconsin Electric Power Co                                                     | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103567.50    | 0.02%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7857000 | PA      | $7546584.07   | 1.36%             | 2030-02-28      | Fixed         | 1.50%                 | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41110.38     | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     96000 | PA      | $80453.47     | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                      | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    202000 | PA      | $182371.56    | 0.03%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    234000 | PA      | $229502.17    | 0.04%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81070.55     | 0.01%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22109.37     | 0.00%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49321.70     | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                              | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42907.33     | 0.01%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $301580.55    | 0.05%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                   | QatarEnergy                                                                     | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    684000 | PA      | $448732.39    | 0.08%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52504.63     | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282466.35    | 0.05%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37907.20     | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100845.45    | 0.02%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                          | BlackRock Funding Inc                                                           | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $235956.36    | 0.04%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12811.53     | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                             | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    700000 | PA      | $717064.25    | 0.13%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191524.20    | 0.03%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    112000 | PA      | $89290.38     | 0.02%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                          | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    112000 | PA      | $87567.98     | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140JJXC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21815 | PA      | $21524.21     | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178501.96    | 0.03%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                    | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36112.19     | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38447.94     | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $107959.91    | 0.02%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    132000 | PA      | $137775.00    | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                       | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121046.06    | 0.02%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204473.90    | 0.04%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                           | Stanford Health Care                                                            | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62487.40     | 0.01%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20792.23     | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                      | CUSIP: 21H022663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $837656.25    | 0.15%             | 2055-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82654.49     | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196039.10    | 0.04%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91296.37     | 0.02%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16653.42     | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91469.65     | 0.02%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    543000 | PA      | $542456.46    | 0.10%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92054.45     | 0.02%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113379.35    | 0.02%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                                                    | CUSIP: 166764BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13984.04     | 0.00%             | 2025-11-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42928300 | PA      | $39556825.94  | 7.15%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187096.10    | 0.03%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                         | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86920.81     | 0.02%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     84000 | PA      | $73070.38     | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                        | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    220000 | PA      | $228682.96    | 0.04%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114944.72    | 0.02%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                    | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48506.15     | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146761.88    | 0.03%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13421000 | PA      | $13117739.49  | 2.37%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                       | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78890.30     | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                          | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    450000 | PA      | $429437.93    | 0.08%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70754.36     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11168.46     | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79394.56     | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39584.90     | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    384000 | PA      | $408167.42    | 0.07%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132CXC34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1360090 | PA      | $1242024.88   | 0.22%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    188000 | PA      | $161700.40    | 0.03%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50921.72     | 0.01%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36057.84     | 0.01%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    101000 | PA      | $86423.28     | 0.02%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                               | Markel Group Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93381.31     | 0.02%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71680.36     | 0.01%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $192803.50    | 0.03%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $253845.25    | 0.05%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101649.05    | 0.02%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XCM6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34865.80     | 0.01%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    188000 | PA      | $166456.23    | 0.03%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                             | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     70000 | PA      | $47271.28     | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146363.25    | 0.03%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                     | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114319.10    | 0.02%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    106000 | PA      | $95639.88     | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87034.20     | 0.02%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     84000 | PA      | $91658.49     | 0.02%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $80345.40     | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37181.74     | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     57000 | PA      | $53365.99     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                          | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     87000 | PA      | $68430.81     | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53815.80     | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79456.77     | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                              | Omnicom Group Inc                                                               | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78205.88     | 0.01%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                   | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83601.45     | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113836.80    | 0.02%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58144.09     | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    194000 | PA      | $165611.11    | 0.03%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75728.48     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393918.40    | 0.07%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84866.05     | 0.02%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192286.94    | 0.03%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54137.34     | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                             | UBS AG/Stamford CT                                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $431040.40    | 0.08%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449832.15    | 0.08%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49906.25     | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131183.48    | 0.02%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    302000 | PA      | $297665.70    | 0.05%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10830.84     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19219000 | PA      | $18768286.20  | 3.39%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74897.15     | 0.01%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92556.44     | 0.02%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111008.85    | 0.02%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $40657.32     | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334443.21    | 0.06%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48157.55     | 0.01%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112862.50    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29195.15     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                    | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34248.62     | 0.01%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9792.32      | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304816.35    | 0.06%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    102000 | PA      | $97029.13     | 0.02%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93936.96     | 0.02%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78522.08     | 0.01%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                 | CUSIP: 4581X0CU0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    354000 | PA      | $346675.56    | 0.06%             | 2026-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                 | Qatar Government International Bond                                             | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $177734.10    | 0.03%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XK6T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1744379 | PA      | $1448904.42   | 0.26%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     76000 | PA      | $57874.34     | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     25000 | PA      | $24391.94     | 0.00%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                              | Omnicom Group Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    163000 | PA      | $147185.90    | 0.03%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    188000 | PA      | $164674.56    | 0.03%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131505.22    | 0.02%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     94000 | PA      | $73968.04     | 0.01%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13728.67     | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $253712.16    | 0.05%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                            | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    338000 | PA      | $334712.11    | 0.06%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $52757.04     | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECH GLOB HOLD                           | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98061.25     | 0.02%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93506.75     | 0.02%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                       | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96460.70     | 0.02%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14618.27     | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                                             | CUSIP: 002824BM1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59787.06     | 0.01%             | 2025-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29902.96     | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426598.50    | 0.08%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                                             | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57760.05     | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    102000 | PA      | $90899.24     | 0.02%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    122000 | PA      | $104665.08    | 0.02%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QGUC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78179 | PA      | $75067.00     | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1003168.00   | 0.18%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125837.86    | 0.02%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                              | Lam Research Corp                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     40000 | PA      | $23886.94     | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                                                | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    168000 | PA      | $156041.17    | 0.03%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40373.40     | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $194387.04    | 0.04%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74217.88     | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                      | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     92000 | PA      | $72990.78     | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    260000 | PA      | $214745.44    | 0.04%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $6056.29      | 0.00%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117068.25    | 0.02%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144007.10    | 0.03%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72258.56     | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $29593.96     | 0.01%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                 | Capital One NA                                                                  | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144844.17    | 0.03%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25623.18     | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $47403.89     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    242824 | PA      | $212460.92    | 0.04%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QMHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1359796 | PA      | $1129956.81   | 0.20%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    127000 | PA      | $100185.35    | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                          | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     85000 | PA      | $62212.31     | 0.01%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    318000 | PA      | $239206.60    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $76583.96     | 0.01%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                           | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125973.68    | 0.02%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                             | Spire Missouri Inc                                                              | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65358.05     | 0.01%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $156217.64    | 0.03%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                            | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $139362.00    | 0.03%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                          | Blue Owl Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46120.80     | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39023.48     | 0.01%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2174864 | PA      | $1976828.93   | 0.36%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                                                         | CUSIP: 3130AK5E2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $197989.70    | 0.04%             | 2025-09-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                     | Dover Corp                                                                      | CUSIP: 260003AG3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54123.38     | 0.01%             | 2038-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    290000 | PA      | $234927.41    | 0.04%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36652.54     | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                         | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $62838.00     | 0.01%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36079000 | PA      | $35972379.34  | 6.50%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     82000 | PA      | $79303.35     | 0.01%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                       | Huntsman International LLC                                                      | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46860.83     | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38220.90     | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $298117.05    | 0.05%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                                         | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43367.50     | 0.01%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $198455.70    | 0.04%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78178.64     | 0.01%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40853.24     | 0.01%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                 | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82247.45     | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    845689 | PA      | $660986.16    | 0.12%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36139.92     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                        | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92674.07     | 0.02%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418DMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95988 | PA      | $91644.69     | 0.02%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                       | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 29246QAF2<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $191070.45    | 0.03%             | 2061-09-13      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94174.28     | 0.02%             | 2045-10-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448CZ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38711.38     | 0.01%             | 2045-07-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104654.38    | 0.02%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14816.90     | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                        | Magna International Inc                                                         | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100625.75    | 0.02%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    155000 | PA      | $110234.46    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169554.60    | 0.03%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94286.19     | 0.02%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    168000 | PA      | $111583.08    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115095.75    | 0.02%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14888.57     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     94000 | PA      | $98465.00     | 0.02%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                        | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    338000 | PA      | $306609.10    | 0.06%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18912.10     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                               | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $154785.17    | 0.03%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                             | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37821.04     | 0.01%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86985.20     | 0.02%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164812.66    | 0.03%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                                         | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53839.48     | 0.01%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                        | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35959.28     | 0.01%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119143.14    | 0.02%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    272000 | PA      | $275512.34    | 0.05%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                          | NYU Langone Hospitals                                                           | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $267253.65    | 0.05%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                        | Wisconsin Power and Light Co                                                    | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93546.75     | 0.02%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    236000 | PA      | $191422.43    | 0.03%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205409.60    | 0.04%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2364816 | PA      | $1947344.24   | 0.35%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    144000 | PA      | $101173.54    | 0.02%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                                                         | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $239879.88    | 0.04%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423695.77    | 0.08%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | Xcel Energy Inc                                                                 | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199929.70    | 0.04%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73597.36     | 0.01%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                             | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158446.58    | 0.03%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70237.86     | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79234.56     | 0.01%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $134128.88    | 0.02%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     92000 | PA      | $76094.49     | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175941.94    | 0.03%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $46834.44     | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88059.38     | 0.02%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                              | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86033.40     | 0.02%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3911.78      | 0.00%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    187000 | PA      | $121098.96    | 0.02%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    103000 | PA      | $100616.37    | 0.02%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $258727.10    | 0.05%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41708.14     | 0.01%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50924.98     | 0.01%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                         | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     40000 | PA      | $40215.98     | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                   | Evergy Metro Inc                                                                | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62299.34     | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98308.10     | 0.02%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73682.48     | 0.01%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                         | Korea Development Bank/The                                                      | CUSIP: 500630DG0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    270000 | PA      | $259307.13    | 0.05%             | 2026-07-19      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                  | Ingredion Inc                                                                   | CUSIP: 219023AC2<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54062.58     | 0.01%             | 2037-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38943.10     | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49140.50     | 0.01%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92589.95     | 0.02%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401937.80    | 0.07%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023BK0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78920.85     | 0.01%             | 2035-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58566.54     | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63093.21     | 0.01%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     92000 | PA      | $69740.74     | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15921.95     | 0.00%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46102.99     | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                         | Puget Sound Energy Inc                                                          | CUSIP: 745332CE4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41093.28     | 0.01%             | 2041-11-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82873.01     | 0.01%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1327240 | PA      | $1102471.34   | 0.20%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39914.36     | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    118000 | PA      | $96161.33     | 0.02%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                              | Suncor Energy Inc                                                               | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $63980.25     | 0.01%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117377.21    | 0.02%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $85267.96     | 0.02%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-22

**Name of Applicant:** Goldman Sachs ETF Trust

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President Assistant Treasurer