# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001635073-25-000197
**Filing Date:** 2025-12
**Character Count:** 990731
**Document Hash:** 90967d3c7c00cc02a9f77a70ad0d3098
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001635073-25-000197.hdr.sgml**: 20251230

**ACCESSION NUMBER**: 0001635073-25-000197

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251230

**DATE AS OF CHANGE**: 20251230

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23161
- **FILM NUMBER:** 251611280

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

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

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

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

## Series and Classes Contracts Data

### Nuveen ESG U.S. Aggregate Bond ETF (Series ID: S000059077)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000193700 | Nuveen ESG U.S. Aggregate Bond ETF | NUBD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

- **b. EDGAR series identifier (if any):** S000059077

- **c. LEI of Series:** 549300JPDKPHQSPVGM75

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $455885929.00

**Total Liabilities:** $5863541.00

**Net Assets:** $450022388.00

**Delayed Delivery Securities:** $950649.00

**Cash Not Reported:** $4180299.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -288.90000000 | **1-Year:** -18705.77000000 | **5-Year:** -52324.55000000 | **10-Year:** -78170.13000000 | **30-Year:** -108239.50000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** -40.17000000 | **30-Year:** -0.02000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000193700 | 0.97%                | 1.02%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-176758.50              | $3623793.14                                |
| Month 2  | $-21213.24               | $2936880.16                                |
| Month 3  | $-138101.85              | $1185110.40                                |

### Schedule of Portfolio Investments

| Name                                                         | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ECOLAB INC                                                   | Ecolab Inc                                                                  | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8627.70      | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                           | Grupo Televisa SAB                                                          | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     20000 | PA      | $18355.85     | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                         | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66083.43     | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19227.95     | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                  | PepsiCo Inc                                                                 | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50557.80     | 0.01%             | 2026-11-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                           | Voya Financial Inc                                                          | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19102.42     | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1564207 | PA      | $1278097.28   | 0.28%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                          | Quanta Services Inc                                                         | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8832.10      | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                        | PACCAR Financial Corp                                                       | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30397.88     | 0.01%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                     | Sabine Pass Liquefaction LLC                                                | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6013.82      | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61241.01     | 0.01%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                  | Equifax Inc                                                                 | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51014.76     | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418E4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159289 | PA      | $164904.08    | 0.04%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                            | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8767.93      | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                   | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     70000 | PA      | $68949.66     | 0.02%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                      | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     65000 | PA      | $56563.00     | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138728.85    | 0.03%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                 | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     10000 | PA      | $9914.05      | 0.00%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                     | Toyota Motor Credit Corp                                                    | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    390000 | PA      | $399891.65    | 0.09%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151851.56    | 0.03%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                     | Export Development Canada                                                   | CUSIP: 30216BKB7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    180000 | PA      | $180495.79    | 0.04%             | 2026-06-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                     | Archer-Daniels-Midland Co                                                   | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19770.90     | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222193 | PA      | $189514.32    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324392 | PA      | $309513.20    | 0.07%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $499062.50    | 0.11%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                              | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204176.62    | 0.05%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $2877484.38   | 0.64%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                 | Barclays PLC                                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206287.36    | 0.05%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881033 | PA      | $811321.87    | 0.18%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                               | Fairfax Financial Holdings Ltd                                              | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104651.33    | 0.02%             | 2035-05-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                     | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71321.14     | 0.02%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                 | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119200.07    | 0.03%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                            | Hormel Foods Corp                                                           | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89791.28     | 0.02%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                     | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    260000 | PA      | $274049.92    | 0.06%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                         | PNC Financial Services Group Inc/The                                        | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50728.38     | 0.01%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                          | Carrier Global Corp                                                         | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    112000 | PA      | $91248.19     | 0.02%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                      | Laboratory Corp of America Holdings                                         | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91491.29     | 0.02%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                  | Paychex Inc                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113098.88    | 0.03%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                  | American Honda Finance Corp                                                 | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123348.57    | 0.03%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| AEGON NV                                                     | Aegon Ltd                                                                   | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10138.52     | 0.00%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                         | Boston Properties LP                                                        | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    132000 | PA      | $123092.84    | 0.03%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102183.56    | 0.02%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp                                      | John Deere Capital Corp                                                     | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111745.32    | 0.02%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249143 | PA      | $222424.95    | 0.05%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                              | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16864.98     | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                              | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39615.56     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                               | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76886.26     | 0.02%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                            | Take-Two Interactive Software Inc                                           | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31053.21     | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                           | Union Pacific Corp                                                          | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50653.07     | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                   | FedEx Corp                                                                  | CUSIP: 31428XCX2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8808.78      | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                   | AbbVie Inc                                                                  | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202033.23    | 0.04%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                     | Automatic Data Processing Inc                                               | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75888.86     | 0.02%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    301000 | PA      | $302781.35    | 0.07%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                      | Bank of Nova Scotia/The                                                     | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10646.77     | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                               | Solventum Corp                                                              | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31242.65     | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                     | Broadridge Financial Solutions Inc                                          | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54372.27     | 0.01%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     64000 | PA      | $63941.83     | 0.01%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                          | ABB Finance USA Inc                                                         | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20077.38     | 0.00%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                             | Genuine Parts Co                                                            | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43970.55     | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                      | Landwirtschaftliche Rentenbank                                              | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    110000 | PA      | $110401.68    | 0.02%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                     | International Flavors & Fragrances Inc                                      | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6237.46      | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                     | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29881.58     | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                   | Verizon Communications Inc                                                  | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     98000 | PA      | $99195.32     | 0.02%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3798000 | PA      | $3819957.19   | 0.85%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                    | ORIX Corp                                                                   | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $49995.78     | 0.01%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                       | Aptiv Swiss Holdings Ltd                                                    | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     92000 | PA      | $71495.24     | 0.02%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73508.96     | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                     | Regeneron Pharmaceuticals Inc                                               | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18819.91     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                            | HSBC Holdings PLC                                                           | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199868.80    | 0.04%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                              | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13396.68     | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390731 | PA      | $351258.44    | 0.08%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EZ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308309 | PA      | $292751.21    | 0.07%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                      | Arthur J Gallagher & Co                                                     | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58283.90     | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222197 | PA      | $189725.57    | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                            | Eversource Energy                                                           | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52829.20     | 0.01%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                  | PepsiCo Inc                                                                 | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61409.37     | 0.01%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                | Citigroup Commercial Mortgage Trust 2016-C1                                 | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $178786.85    | 0.04%             | 2049-05-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DX49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420993 | PA      | $396624.19    | 0.09%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                       | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50683.48     | 0.01%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    614990 | PA      | $511997.54    | 0.11%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53311.53     | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31642.88     | 0.01%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                              | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10062.57     | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    188492 | PA      | $188091.66    | 0.04%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                      | CenterPoint Energy Houston Electric LLC                                     | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144077.95    | 0.03%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                               | Mastercard Inc                                                              | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71142.67     | 0.02%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1422668 | PA      | $1160118.20   | 0.26%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development               | European Bank for Reconstruction & Development                              | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |     70000 | PA      | $70868.74     | 0.02%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                     | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $110821.15    | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                             | Carlisle Cos Inc                                                            | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19935.40     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                      | HCA Inc                                                                     | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51919.20     | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Nomura Holdings Inc                                          | Nomura Holdings Inc                                                         | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10214.83     | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                  | Corning Inc                                                                 | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68603.97     | 0.02%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                          | Emerson Electric Co                                                         | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51473.93     | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                | Southern California Edison Co                                               | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50040.66     | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                           | Analog Devices Inc                                                          | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46930.15     | 0.01%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                 | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29174.73     | 0.01%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    187953 | PA      | $173653.33    | 0.04%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                    | Toronto-Dominion Bank/The                                                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51097.09     | 0.01%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $30609.69     | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                 | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15140.56     | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                  | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38678.15     | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                      | Illinois Tool Works Inc                                                     | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8546.22      | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4843962 | NS      | $4843962.41   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                       | CenterPoint Energy Inc                                                      | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10452.28     | 0.00%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                     | Province of British Columbia Canada                                         | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $148489.44    | 0.03%             | 2026-06-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159212 | PA      | $123078.82    | 0.03%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1280172 | PA      | $1044534.36   | 0.23%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                       | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15986.79     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                               | Landwirtschaftliche Rentenbank                                              | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $106373.77    | 0.02%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                       | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     68000 | PA      | $62980.86     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                            | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22576.04     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                          | Caterpillar Financial Services Corp                                         | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50560.37     | 0.01%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                              | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183201.82    | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387948 | PA      | $344330.99    | 0.08%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                        | Fomento Economico Mexicano SAB de CV                                        | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $8824.45      | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                   | FedEx Corp                                                                  | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8654.02      | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                             | Public Service Co of New Hampshire                                          | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44777.11     | 0.01%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                     | Microchip Technology Inc                                                    | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71407.63     | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                              | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133400.72    | 0.03%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp            | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102104.24    | 0.02%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V11 Mortgage Trust                            | Benchmark 2024-V11 Mortgage Trust                                           | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52652.48     | 0.01%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V12 Mortgage Trust                            | Benchmark 2024-V12 Mortgage Trust                                           | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $36658.22     | 0.01%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50888.05     | 0.01%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                         | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89151.15     | 0.02%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                              | Weyerhaeuser Co                                                             | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36527.15     | 0.01%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Chase Issuance Trust                                         | Chase Issuance Trust                                                        | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100869.84    | 0.02%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231514 | PA      | $234366.13    | 0.05%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294903 | PA      | $294832.32    | 0.07%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                             | Kilroy Realty LP                                                            | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19988.54     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                             | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    110000 | PA      | $102894.63    | 0.02%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312384 | PA      | $279849.31    | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112691 | PA      | $115442.74    | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                             | Genuine Parts Co                                                            | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31608.95     | 0.01%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $7870375.00   | 1.75%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                 | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90182.73     | 0.02%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                               | Salesforce Inc                                                              | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    152000 | PA      | $99172.35     | 0.02%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                  | Prologis LP                                                                 | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48574.16     | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1496953.13   | 0.33%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                    | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $16772.54     | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9988.30      | 0.00%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                          | Cardinal Health Inc                                                         | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50269.37     | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                        | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118577.14    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Cigna Group/The                                              | Cigna Group/The                                                             | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19595.54     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                       | Bunge Ltd Finance Corp                                                      | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19911.54     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                                          | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9852.56      | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FPH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1656829 | PA      | $1695162.03   | 0.38%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                     | Agilent Technologies Inc                                                    | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72718.34     | 0.02%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    517000 | PA      | $512592.54    | 0.11%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                           | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90411.68     | 0.02%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                    | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19993.31     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                  | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69109.31     | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                     | Southwestern Public Service Co                                              | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19262.02     | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HH5X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $203201.60    | 0.05%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                      | O'Reilly Automotive Inc                                                     | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99002.63     | 0.02%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                    | Mylan Inc                                                                   | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8683.57      | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                          | Caterpillar Financial Services Corp                                         | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50711.15     | 0.01%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    135000 | PA      | $139921.28    | 0.03%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $609095.70    | 0.14%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                         | Federal Realty OP LP                                                        | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57733.25     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                       | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69935.95     | 0.02%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                      | NOV Inc                                                                     | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47295.43     | 0.01%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                       | Toll Brothers Finance Corp                                                  | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49016.46     | 0.01%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    138000 | PA      | $124674.52    | 0.03%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                  | American Water Capital Corp                                                 | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51392.34     | 0.01%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                              | Ross Stores Inc                                                             | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26206.00     | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52035.35     | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9 Mortgage Trust                                  | BMO 2025-5C9 Mortgage Trust                                                 | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $26233.43     | 0.01%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                   | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27826.20     | 0.01%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                         | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88006.55     | 0.02%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HKDD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101963.52    | 0.02%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                       | CenterPoint Energy Inc                                                      | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108254.94    | 0.02%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10218.08     | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                     | Stewart Information Services Corp                                           | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8935.40      | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612211 | PA      | $609902.32    | 0.14%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $973529.29    | 0.22%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                        | Accenture Capital Inc                                                       | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99823.24     | 0.02%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586158 | PA      | $479357.46    | 0.11%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803654 | PA      | $803462.32    | 0.18%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                         | BA Credit Card Trust                                                        | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50526.06     | 0.01%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                           | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10704.58     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                    | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27714.25     | 0.01%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1627895 | PA      | $1333196.80   | 0.30%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1709599.61   | 0.38%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                         | National Fuel Gas Co                                                        | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20218.58     | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                             | Bank of Montreal                                                            | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49824.17     | 0.01%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                       | Marvell Technology Inc                                                      | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57587.95     | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                      | Essential Utilities Inc                                                     | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98664.30     | 0.02%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564103 | PA      | $537810.01    | 0.12%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                     | KLA Corp                                                                    | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20319.93     | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                           | Ally Financial Inc                                                          | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50209.06     | 0.01%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    235601 | PA      | $235293.70    | 0.05%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                     | Everest Reinsurance Holdings Inc                                            | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35328.43     | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                         | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $88008.96     | 0.02%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                       | Svensk Exportkredit AB                                                      | CUSIP: 01021NAF9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $199417.10    | 0.04%             | 2030-07-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    570000 | PA      | $560481.67    | 0.12%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                      | PPL Capital Funding Inc                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51263.43     | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                          | Province of Alberta Canada                                                  | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $35633.46     | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $3804207.02   | 0.85%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AID-ISRAEL                                                   | Israel Government AID Bond                                                  | CUSIP: 46513EFG2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     10000 | PA      | $10821.31     | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                               | Idaho Power Co                                                              | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51729.87     | 0.01%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                               | PECO Energy Co                                                              | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    190000 | PA      | $168506.23    | 0.04%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $17624.45     | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                  | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9899.85      | 0.00%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                   | Kellanova                                                                   | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26429.83     | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                | Citigroup Inc                                                               | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50279.42     | 0.01%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                      | GlaxoSmithKline Capital Inc                                                 | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56383.99     | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95000 | PA      | $100234.46    | 0.02%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    187938 | PA      | $162800.14    | 0.04%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                     | European Investment Bank                                                    | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $102798.19    | 0.02%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                       | Province of Manitoba Canada                                                 | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $99673.06     | 0.02%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $108734.38    | 0.02%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2575000.00   | 0.57%             | 2045-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                   | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49275.88     | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                   | Mondelez International Inc                                                  | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102023.51    | 0.02%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                             | Lazard Group LLC                                                            | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50894.57     | 0.01%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2021-B27 Mortgage Trust                                           | CUSIP: 08163HAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $74483.50     | 0.02%             | 2054-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                        | Micron Technology Inc                                                       | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52485.14     | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                              | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54074.06     | 0.01%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                        | PACCAR Financial Corp                                                       | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50799.39     | 0.01%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                  | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172209.92    | 0.04%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development          | International Bank for Reconstruction & Development                         | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $104811.99    | 0.02%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BlackRock Funding Inc                                        | BlackRock Funding Inc                                                       | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59824.34     | 0.01%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179908.33    | 0.04%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                     | Host Hotels & Resorts LP                                                    | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51735.67     | 0.01%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                          | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7578.03      | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                              | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    566000 | PA      | $381708.79    | 0.08%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                      | O'Reilly Automotive Inc                                                     | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29853.06     | 0.01%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2799409.37   | 0.62%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                | Blackrock Inc                                                               | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48913.06     | 0.01%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                      | John Deere Capital Corp                                                     | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50441.34     | 0.01%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                      | CGI Inc                                                                     | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19546.10     | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                             | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    260000 | PA      | $280779.48    | 0.06%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                   | Masco Corp                                                                  | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8959.11      | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95617.56     | 0.02%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                          | Elevance Health Inc                                                         | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49774.16     | 0.01%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                  | MetLife Inc                                                                 | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10575.97     | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                   | AbbVie Inc                                                                  | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102320.34    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                         | Waste Management Inc                                                        | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50928.22     | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                     | American Airlines 2016-1 Class AA Pass Through Trust                        | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11439 | PA      | $11232.94     | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                          | LYB International Finance III LLC                                           | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    160000 | PA      | $118743.60    | 0.03%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                              | General Motors Financial Co Inc                                             | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105467.24    | 0.02%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 3618N5KV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    251751 | PA      | $251210.16    | 0.06%             | 2055-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                               | Phillips 66 Co                                                              | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39809.89     | 0.01%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2340000 | PA      | $2383417.97   | 0.53%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DUE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374880 | PA      | $353189.54    | 0.08%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                         | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27428.37     | 0.01%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $8755.46      | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                   | Fiserv Inc                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30448.30     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                    | Toronto-Dominion Bank/The                                                   | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52166.64     | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                       | Nordic Investment Bank                                                      | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $200104.89    | 0.04%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $103967.84    | 0.02%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                   | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    152000 | PA      | $149512.46    | 0.03%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                   | Kenvue Inc                                                                  | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50655.37     | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2021-B28 Mortgage Trust                                           | CUSIP: 08163GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90692.34     | 0.02%             | 2054-08-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                            | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9473.38      | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62614.39     | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                  | Viatris Inc                                                                 | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76180.90     | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179X2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    167872 | PA      | $160113.54    | 0.04%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                   | Kellanova                                                                   | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36398.27     | 0.01%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                   | Nasdaq Inc                                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141622.14    | 0.03%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                       | Commonwealth Edison Co                                                      | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    121000 | PA      | $136529.09    | 0.03%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                  | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $31867.27     | 0.01%             | 2034-05-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                           | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10796.47     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                            | GXO Logistics Inc                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21465.06     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                     | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20648.91     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                        | Interpublic Group of Cos Inc/The                                            | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53661.22     | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $93597.66     | 0.02%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137FYZK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62000 | PA      | $59155.36     | 0.01%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                               | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    280000 | PA      | $249002.70    | 0.06%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14076.85     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                          | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9856.77      | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                             | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39033.08     | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    420000 | PA      | $413012.14    | 0.09%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                           | PPG Industries Inc                                                          | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49815.60     | 0.01%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1100816.41   | 0.24%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                            | Lam Research Corp                                                           | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27174.17     | 0.01%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                               | AutoNation Inc                                                              | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40127.16     | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF KOREA                                            | Korea International Bond                                                    | CUSIP: 50064FAU8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     70000 | PA      | $62216.30     | 0.01%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                               | Starbucks Corp                                                              | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51027.50     | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284335 | PA      | $284106.42    | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353995 | PA      | $366457.34    | 0.08%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    652000 | PA      | $581013.92    | 0.13%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                        | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98024.76     | 0.02%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40517.64     | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                               | Eli Lilly & Co                                                              | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104408.56    | 0.02%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220762 | PA      | $188125.69    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    131000 | PA      | $127109.39    | 0.03%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co Inc                              | General Motors Financial Co Inc                                             | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49878.44     | 0.01%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697870 | PA      | $645739.43    | 0.14%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                           | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49023.04     | 0.01%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520975 | PA      | $444028.65    | 0.10%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                          | Caterpillar Financial Services Corp                                         | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10105.84     | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                              | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     70000 | PA      | $79629.14     | 0.02%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280045 | PA      | $266992.32    | 0.06%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185897.23    | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                        | Truist Financial Corp                                                       | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51337.42     | 0.01%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                               | Merck & Co Inc                                                              | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    230000 | PA      | $145973.25    | 0.03%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                       | Puget Sound Energy Inc                                                      | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49898.45     | 0.01%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YYT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    201905 | PA      | $191313.78    | 0.04%             | 2054-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                   | Fiserv Inc                                                                  | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49626.98     | 0.01%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                        | PACCAR Financial Corp                                                       | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50563.00     | 0.01%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                         | Panama Government International Bond                                        | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $232580.00    | 0.05%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                       | Asian Development Bank                                                      | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    120000 | PA      | $122732.63    | 0.03%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                      | Bank of Nova Scotia/The                                                     | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49713.40     | 0.01%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                      | Bristol-Myers Squibb Co                                                     | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54631.54     | 0.01%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10206.74     | 0.00%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                       | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20421.02     | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                        | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    290000 | PA      | $263238.58    | 0.06%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                         | Canada Government International Bond                                        | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     35000 | PA      | $35400.47     | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MARTIN MARIETTA MATERIAL                                     | Martin Marietta Materials Inc                                               | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    142000 | PA      | $97775.63     | 0.02%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                    | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22085.86     | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                       | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141474.20    | 0.03%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332441 | PA      | $270777.58    | 0.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $406505.86    | 0.09%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9911.04      | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50047.06     | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86392 | PA      | $88367.41     | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YW83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    104949 | PA      | $108338.97    | 0.02%             | 2054-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                   | TELUS Corp                                                                  | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49564.50     | 0.01%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                           | Ingersoll Rand Inc                                                          | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50744.13     | 0.01%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                           | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78166.50     | 0.02%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                           | Analog Devices Inc                                                          | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17660.63     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                        | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28395.75     | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                            | DXC Technology Co                                                           | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29332.20     | 0.01%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                            | Kinder Morgan Inc                                                           | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50463.80     | 0.01%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418CWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138581 | PA      | $137474.82    | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                     | Ameriprise Financial Inc                                                    | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3962.33      | 0.00%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                      | GlaxoSmithKline Capital Inc                                                 | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63530.66     | 0.01%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                    | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     62000 | PA      | $48783.06     | 0.01%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $11116.87     | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                | DTE Energy Co                                                               | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    136000 | PA      | $128326.43    | 0.03%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                 | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16533.19     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58790.08     | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315813 | PA      | $269788.87    | 0.06%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                               | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29102.77     | 0.01%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                        | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $9457.76      | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte Ltd                        | Pepsico Singapore Financing I Pte Ltd                                       | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $50478.63     | 0.01%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726369 | PA      | $619759.47    | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                              | Caterpillar Inc                                                             | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $153364.43    | 0.03%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                        | Micron Technology Inc                                                       | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63352.71     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                           | Southwest Gas Corp                                                          | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36440.42     | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $447803.89    | 0.10%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                    | WRKCo Inc                                                                   | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89599.77     | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                  | American Water Capital Corp                                                 | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49291.23     | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                 | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     72000 | PA      | $81915.28     | 0.02%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101429.24    | 0.02%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                  | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $70055.60     | 0.02%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $202515.62    | 0.05%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                        | Applied Materials Inc                                                       | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49604.50     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                                  | Exelon Corp                                                                 | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69383.46     | 0.02%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                        | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181672.28    | 0.04%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                   | BMO 2024-C8 Mortgage Trust                                                  | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $95075.19     | 0.02%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                  | Oracle Corp                                                                 | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48021.93     | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                           | Voya Financial Inc                                                          | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35155.30     | 0.01%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50012.02     | 0.01%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3650000 | PA      | $3725281.25   | 0.83%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                | Citigroup Inc                                                               | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51961.21     | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                          | Consumers Energy Co                                                         | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109392.59    | 0.02%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                       | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16552.90     | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                  | Cencora Inc                                                                 | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50565.22     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173547 | PA      | $159732.49    | 0.04%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                      | Connecticut Light and Power Co/The                                          | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8128.86      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 3140X9JK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1935759 | PA      | $1825765.74   | 0.41%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                     | American Airlines 2017-1 Class AA Pass Through Trust                        | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59125 | PA      | $57744.17     | 0.01%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                  | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10255.01     | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                  | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24039.18     | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    663805 | PA      | $552323.07    | 0.12%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60864.01     | 0.01%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                           | Analog Devices Inc                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78443.66     | 0.02%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                            | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133598.45    | 0.03%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-3 Owner Trust                    | Honda Auto Receivables 2024-3 Owner Trust                                   | CUSIP: 43813YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50338.69     | 0.01%             | 2029-03-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                             | Bank of Montreal                                                            | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39307.12     | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                       | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     15000 | PA      | $15151.50     | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                 | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    690000 | PA      | $646681.85    | 0.14%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                         | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10614.00     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                                 | Barclays PLC                                                                | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $221471.64    | 0.05%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43739.48     | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                                 | ING Groep NV                                                                | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $64862.64     | 0.01%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                    | Mosaic Co/The                                                               | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9975.14      | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                           | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    402000 | PA      | $410139.71    | 0.09%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                     | Ameriprise Financial Inc                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20445.86     | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                     | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221048.49    | 0.05%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| MASCO CORP                                                   | Masco Corp                                                                  | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25543.02     | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                       | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117915.48    | 0.03%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                     | European Investment Bank                                                    | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $102381.79    | 0.02%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112813 | PA      | $116784.68    | 0.03%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                   | Capital One Financial Corp                                                  | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106035.08    | 0.02%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    648867 | PA      | $620091.56    | 0.14%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                        | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50394.91     | 0.01%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                           | Honda Motor Co Ltd                                                          | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $117573.79    | 0.03%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                  | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168853.57    | 0.04%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                         | Kraft Heinz Foods Co                                                        | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51273.99     | 0.01%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                         | Bank of America Corp                                                        | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52309.31     | 0.01%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                            | CBRE Services Inc                                                           | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32079.75     | 0.01%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $741328.13    | 0.16%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                         | Bank of America Corp                                                        | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50891.16     | 0.01%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                         | PNC Financial Services Group Inc/The                                        | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $158535.71    | 0.04%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2950000 | PA      | $2989640.63   | 0.66%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                          | Drive Auto Receivables Trust 2025-2                                         | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99981.01     | 0.02%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                         | Western Union Co/The                                                        | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31281.48     | 0.01%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                         | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18696.29     | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                  | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $75991.19     | 0.02%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                           | BMO Mortgage Trust                                                          | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103089.48    | 0.02%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                         | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    630000 | PA      | $615693.85    | 0.14%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                | BBCMS Mortgage Trust 2025-C32                                               | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $53555.50     | 0.01%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    457087 | PA      | $380322.26    | 0.08%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125443.94    | 0.03%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                     | Baxter International Inc                                                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104911.09    | 0.02%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                 | American Express Credit Account Master Trust                                | CUSIP: 02582JKD1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151645.23    | 0.03%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                        | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $113346.92    | 0.03%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                   | Bell Telephone Co of Canada or Bell Canada                                  | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $60631.73     | 0.01%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                 | WP Carey Inc                                                                | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8975.05      | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26094.43     | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                  | ONE Gas Inc                                                                 | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29708.40     | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                        | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    180000 | PA      | $147027.95    | 0.03%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                             | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    120000 | PA      | $120863.93    | 0.03%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                              | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18806.09     | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                      | Public Service Co of Oklahoma                                               | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17667.94     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                             | Zions Bancorp NA                                                            | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27949.18     | 0.01%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                     | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    210000 | PA      | $179122.84    | 0.04%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $749765.63    | 0.17%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $46565.48     | 0.01%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                      | CarMax Auto Owner Trust 2022-1                                              | CUSIP: 14317CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98513 | PA      | $97800.71     | 0.02%             | 2027-08-16      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                        | Truist Financial Corp                                                       | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51178.95     | 0.01%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    370111 | PA      | $345884.60    | 0.08%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                         | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52598.58     | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                         | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24288.49     | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61028.30     | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    279199 | PA      | $279235.84    | 0.06%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                | Kroger Co/The                                                               | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50409.31     | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                           | Council Of Europe Development Bank                                          | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $101330.59    | 0.02%             | 2027-06-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                             | ERP Operating LP                                                            | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19238.77     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                          | Province of Alberta Canada                                                  | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    160000 | PA      | $158390.96    | 0.04%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                             | Oesterreichische Kontrollbank AG                                            | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     90000 | PA      | $91150.74     | 0.02%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                     | Flex Ltd                                                                    | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     80000 | PA      | $81001.58     | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                    | ONEOK Inc                                                                   | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46783.51     | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2019-C49                              | CUSIP: 95001WBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $295946.07    | 0.07%             | 2052-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                               | Brunswick Corp/DE                                                           | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47507.06     | 0.01%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                         | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9768.73      | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                              | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     23000 | PA      | $12009.93     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17578.83     | 0.00%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                 | Comerica Inc                                                                | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9891.64      | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116543.83    | 0.03%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                     | Tucson Electric Power Co                                                    | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30876.61     | 0.01%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                         | Parker-Hannifin Corp                                                        | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62134.18     | 0.01%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                      | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110031.60    | 0.02%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                    | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    143000 | PA      | $114361.38    | 0.03%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                     | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96414.94     | 0.02%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717874 | PA      | $737267.90    | 0.16%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                   | FedEx Corp                                                                  | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23164.01     | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA CORP                                                  | NVIDIA Corp                                                                 | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    142000 | PA      | $121905.60    | 0.03%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                    | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    190000 | PA      | $184430.17    | 0.04%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                   | Humana Inc                                                                  | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10401.10     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793046 | PA      | $648654.45    | 0.14%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    146919 | PA      | $127222.69    | 0.03%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                           | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45413.80     | 0.01%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    625597 | PA      | $631676.27    | 0.14%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                            | NSTAR Electric Co                                                           | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49412.86     | 0.01%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                 | Tapestry Inc                                                                | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29925.44     | 0.01%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $3117791.01   | 0.69%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                      | Astrazeneca Finance LLC                                                     | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50585.80     | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development          | International Bank for Reconstruction & Development                         | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $103317.59    | 0.02%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492090 | PA      | $497230.89    | 0.11%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $356753.91    | 0.08%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $127273.44    | 0.03%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                               | Legg Mason Inc                                                              | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10087.49     | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                 | Huntington Bancshares Inc/OH                                                | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135169.09    | 0.03%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240028 | PA      | $215774.62    | 0.05%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                   | International Finance Corp                                                  | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |     35000 | PA      | $35234.36     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                   | Sysco Corp                                                                  | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54189.87     | 0.01%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                      | Public Service Co of Colorado                                               | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     18000 | PA      | $20162.42     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    177909 | PA      | $164289.60    | 0.04%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    510776 | PA      | $455146.95    | 0.10%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                              | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9186.92      | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    236512 | PA      | $196791.59    | 0.04%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                            | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153383.28    | 0.03%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                       | IPALCO Enterprises Inc                                                      | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10207.91     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                          | Ford Credit Auto Lease Trust 2025-B                                         | CUSIP: 34533MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50266.42     | 0.01%             | 2028-12-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                           | Honda Motor Co Ltd                                                          | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $18299.07     | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                           | Ameren Illinois Co                                                          | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51205.90     | 0.01%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                           | Grupo Televisa SAB                                                          | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     60000 | PA      | $41574.47     | 0.01%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                             | Ryder System Inc                                                            | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51135.51     | 0.01%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18950.16     | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                         | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    112000 | PA      | $103083.16    | 0.02%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                      | GlaxoSmithKline Capital PLC                                                 | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $78219.88     | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| EUROPEAN BK RECON & DEV                                      | European Bank for Reconstruction & Development                              | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $101578.01    | 0.02%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747045 | PA      | $731588.60    | 0.16%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                   | Cabot Corp                                                                  | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30406.63     | 0.01%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                        | Haleon US Capital LLC                                                       | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24136.49     | 0.01%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                 | Comcast Corp                                                                | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71787.09     | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                              | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89603.65     | 0.02%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                     | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $74838.61     | 0.02%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                | Citigroup Inc                                                               | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101495.57    | 0.02%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: —       |
| Brookfield Finance Inc                                       | Brookfield Finance Inc                                                      | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50356.76     | 0.01%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                   | International Finance Corp                                                  | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |     30000 | PA      | $30539.26     | 0.01%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                              | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28670.65     | 0.01%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                           | Southwest Gas Corp                                                          | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9892.11      | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $35087.63     | 0.01%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232060 | PA      | $189272.22    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2635347 | PA      | $2249089.22   | 0.50%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1608812.50   | 0.36%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                         | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76780.00     | 0.02%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                      | Brookfield Finance I UK Plc / Brookfield Finance Inc                        | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $69776.93     | 0.02%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                     | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10006.18     | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                  | Snap-on Inc                                                                 | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41739.33     | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    949000 | PA      | $848131.68    | 0.19%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70498 | PA      | $61565.65     | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    383718 | PA      | $382902.65    | 0.09%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                            | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11070.26     | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                       | IPALCO Enterprises Inc                                                      | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68511.60     | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | Bank 2019-BNK19                                                             | CUSIP: 06540WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195254 | PA      | $185999.22    | 0.04%             | 2061-08-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                     | Host Hotels & Resorts LP                                                    | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9510.98      | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                         | Boston Properties LP                                                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32315.28     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                | Southern California Edison Co                                               | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51178.74     | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                                | Citigroup Inc                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51166.58     | 0.01%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                    | United Parcel Service Inc                                                   | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261956.57    | 0.06%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                      | Arthur J Gallagher & Co                                                     | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35544.46     | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                   | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9853.48      | 0.00%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                           | Council Of Europe Development Bank                                          | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $51457.94     | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44838.12     | 0.01%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                               | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171697.67    | 0.04%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $681871.09    | 0.15%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                    | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110451.06    | 0.02%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25297.55     | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                            | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131390.88    | 0.03%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                | Mosaic Co/The                                                               | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51507.51     | 0.01%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                 | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121242.61    | 0.03%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                              | DTE Electric Co                                                             | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25153.29     | 0.01%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292383 | PA      | $263754.70    | 0.06%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1995468.76   | 0.44%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                     | Ameriprise Financial Inc                                                    | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31374.52     | 0.01%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                               | Mastercard Inc                                                              | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30695.80     | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                       | Asian Development Bank                                                      | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     25000 | PA      | $25388.68     | 0.01%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                           | Valero Energy Corp                                                          | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55291.17     | 0.01%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                       | Korea Development Bank/The                                                  | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     30000 | PA      | $28921.79     | 0.01%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                   | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    305000 | PA      | $302838.46    | 0.07%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $19847.58     | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                  | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64895.92     | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                             | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10587.47     | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418C6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137800 | PA      | $128643.62    | 0.03%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                  | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36710.45     | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99537.77     | 0.02%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                        | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $39173.23     | 0.01%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                       | PPL Electric Utilities Corp                                                 | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93954.25     | 0.02%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81023.72     | 0.02%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48934.81     | 0.01%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                              | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51508.01     | 0.01%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                              | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45423.35     | 0.01%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     53925 | PA      | $51813.31     | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784286 | PA      | $796047.72    | 0.18%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                          | Fortive Corp                                                                | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39719.90     | 0.01%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                  | Cummins Inc                                                                 | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60422.87     | 0.01%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CORP                                             | Eaton Vance Corp                                                            | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29752.55     | 0.01%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                             | Welltower OP LLC                                                            | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101951.34    | 0.02%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                       | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13186.71     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                       | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65930.96     | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52248.88     | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                        | Province of New Brunswick Canada                                            | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     70000 | PA      | $69680.10     | 0.02%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                          | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41533.68     | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                           | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10329.97     | 0.00%             | 2030-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2021-B24 Mortgage Trust                                           | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $181264.10    | 0.04%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                       | Webster Financial Corp                                                      | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49992.83     | 0.01%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                     | Willis North America Inc                                                    | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30209.07     | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469713 | PA      | $459945.07    | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                               | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16993.84     | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                             | CUSIP: 3136B1K86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176370 | PA      | $172985.62    | 0.04%             | 2028-03-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                  | Hubbell Inc                                                                 | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49792.62     | 0.01%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50667.38     | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                             | Carlisle Cos Inc                                                            | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9390.82      | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                        | Micron Technology Inc                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113703.80    | 0.03%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1122739 | PA      | $958293.14    | 0.21%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D3L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122355 | PA      | $109688.41    | 0.02%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                          | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    299000 | PA      | $308862.29    | 0.07%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233267 | PA      | $241479.78    | 0.05%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $711484.38    | 0.16%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                              | Deere & Co                                                                  | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113174.82    | 0.03%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                        | DuPont de Nemours Inc                                                       | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73998.55     | 0.02%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478536 | PA      | $491723.55    | 0.11%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                     | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58994.66     | 0.01%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605866 | PA      | $525576.24    | 0.12%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    333598 | PA      | $301639.40    | 0.07%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                          | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $73536.07     | 0.02%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269659 | PA      | $241729.37    | 0.05%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                       | Puget Sound Energy Inc                                                      | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10319.23     | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                          | Moody's Corp                                                                | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17626.78     | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                        | PACCAR Financial Corp                                                       | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50855.53     | 0.01%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $202781.25    | 0.05%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                            | Dell International LLC / EMC Corp                                           | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51449.99     | 0.01%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                        | Uber Technologies Inc                                                       | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49621.78     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488250 | PA      | $485880.17    | 0.11%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                   | Biogen Inc                                                                  | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6649.27      | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                               | Halliburton Co                                                              | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    152000 | PA      | $150065.60    | 0.03%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204516 | PA      | $199375.16    | 0.04%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2533821.86   | 0.56%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                             | Bank of Montreal                                                            | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $57024.51     | 0.01%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                           | Republic of Poland Government International Bond                            | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $203547.16    | 0.05%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                           | Vodafone Group PLC                                                          | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $74214.58     | 0.02%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                            | Korea International Bond                                                    | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     30000 | PA      | $29630.36     | 0.01%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                       | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119858.55    | 0.03%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179VBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    176902 | PA      | $169555.40    | 0.04%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $921476.56    | 0.20%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                             | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294476.51    | 0.07%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    297089 | PA      | $267282.19    | 0.06%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development          | International Bank for Reconstruction & Development                         | CUSIP: 459058LY7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $98802.73     | 0.02%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                        | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     90000 | PA      | $70277.40     | 0.02%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ESA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179528 | PA      | $186329.90    | 0.04%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                              | BANK 2025-BNK49                                                             | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $53202.31     | 0.01%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                               | BorgWarner Inc                                                              | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60558.30     | 0.01%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                               | Microsoft Corp                                                              | CUSIP: 594918CN2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19925.71     | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                            | Brown & Brown Inc                                                           | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62116.43     | 0.01%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                | Blackrock Inc                                                               | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18638.14     | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                               | Salesforce Inc                                                              | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19932.42     | 0.00%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                     | Johnson Controls International plc                                          | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $8939.98      | 0.00%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                         | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31178.21     | 0.01%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                        | Cousins Properties LP                                                       | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20891.57     | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                        | Quest Diagnostics Inc                                                       | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9425.08      | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                  | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9937.93      | 0.00%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                           | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $132920.98    | 0.03%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                     | Johnson Controls International plc / Tyco Fire & Security Finance SCA       | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $17787.48     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123415.42    | 0.03%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                           | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20289.66     | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                               | AutoNation Inc                                                              | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28119.34     | 0.01%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    380000 | PA      | $286880.23    | 0.06%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                            | Cisco Systems Inc                                                           | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60569.58     | 0.01%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                             | Welltower OP LLC                                                            | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87955.64     | 0.02%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                           | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $105642.83    | 0.02%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                   | Province of Ontario Canada                                                  | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $103399.65    | 0.02%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                            | Kinder Morgan Inc                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51557.99     | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                              | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119515.57    | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    375213 | PA      | $369129.45    | 0.08%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                        | Arrow Electronics Inc                                                       | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21420.77     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                      | Essential Utilities Inc                                                     | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20536.61     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                         | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112950.57    | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                  | Oracle Corp                                                                 | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96284.58     | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                             | Progressive Corp/The                                                        | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42359.32     | 0.01%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                     | Take-Two Interactive Software Inc                                           | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19885.95     | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    673949 | PA      | $622846.23    | 0.14%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115925 | PA      | $104213.18    | 0.02%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                 | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9503.10      | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418E3G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49588 | PA      | $51885.53     | 0.01%             | 2054-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                  | Workday Inc                                                                 | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69006.03     | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                           | Koninklijke KPN NV                                                          | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $35128.33     | 0.01%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HK2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $102040.42    | 0.02%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                 | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71863.85     | 0.02%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $492070.31    | 0.11%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33315.56     | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                       | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33424.33     | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39292.99     | 0.01%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                       | Japan International Cooperation Agency                                      | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    100000 | PA      | $98356.80     | 0.02%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                        | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8681.27      | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                   | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103572.89    | 0.02%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                 | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9473.41      | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                | AEP Texas Inc                                                               | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20920.83     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206847.16    | 0.05%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $924023.44    | 0.21%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                        | Aon North America Inc                                                       | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62513.37     | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                   | AbbVie Inc                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179054.88    | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                            | Entergy Texas Inc                                                           | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103013.83    | 0.02%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    181094 | PA      | $184763.41    | 0.04%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                          | Nomura Holdings Inc                                                         | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $27189.79     | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                          | Electronic Arts Inc                                                         | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21152.78     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                        | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     40000 | PA      | $37446.00     | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                   | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49650.06     | 0.01%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                     | British Telecommunications PLC                                              | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $73402.64     | 0.02%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                      | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31367.27     | 0.01%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1166666.02   | 0.26%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                    | Export Development Canada                                                   | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    175000 | PA      | $177367.09    | 0.04%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347669 | PA      | $351710.60    | 0.08%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9370.89      | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                     | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90064.83     | 0.02%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                 | Enbridge Inc                                                                | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51326.34     | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                            | Brown & Brown Inc                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51462.32     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1144550 | PA      | $1170329.30   | 0.26%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                  | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33327.47     | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                  | Cummins Inc                                                                 | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34630.44     | 0.01%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                     | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59883.64     | 0.01%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                    | ONEOK Inc                                                                   | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72102.28     | 0.02%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                           | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $114496.65    | 0.03%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738444 | PA      | $570790.48    | 0.13%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99450.06     | 0.02%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1621750.00   | 0.36%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                  | Revvity Inc                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9586.37      | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                      | Duke Energy Indiana LLC                                                     | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14087.84     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                     | COPT Defense Properties LP                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46512.90     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                  | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19855.80     | 0.00%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                              | BANK 2024-BNK48                                                             | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55000 | PA      | $56181.44     | 0.01%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                          | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37054.61     | 0.01%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA INC                                        | Credit Suisse USA LLC                                                       | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11449.42     | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                       | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10080.15     | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                            | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64834.49     | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1              | Capital One Prime Auto Receivables Trust 2024-1                             | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30229.51     | 0.01%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                          | LYB International Finance III LLC                                           | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39959.01     | 0.01%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272788 | PA      | $242739.03    | 0.05%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                         | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37734.31     | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DHE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36788 | PA      | $35702.67     | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                   | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56065.23     | 0.01%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                       | Puget Sound Energy Inc                                                      | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10454.03     | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                              | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15992.88     | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2344000 | PA      | $2300599.39   | 0.51%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                   | Mizuho Financial Group Inc                                                  | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210511.15    | 0.05%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2186000 | PA      | $2134765.63   | 0.47%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                     | Dell Inc                                                                    | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10918.06     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                      | GlaxoSmithKline Capital Inc                                                 | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9990.31      | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                  | Exelon Corp                                                                 | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34738.45     | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HP INC                                                       | HP Inc                                                                      | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106907.88    | 0.02%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                | M&T Bank Corp                                                               | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50645.79     | 0.01%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                              | AstraZeneca PLC                                                             | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     49000 | PA      | $43322.55     | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                           | Banco Santander SA                                                          | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200175.31    | 0.04%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                     | Tucson Electric Power Co                                                    | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37050.41     | 0.01%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305307 | PA      | $316055.42    | 0.07%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                            | Atmos Energy Corp                                                           | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97440.07     | 0.02%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                       | Trane Technologies Financing Ltd                                            | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $9897.73      | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                  | Prologis LP                                                                 | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51039.15     | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                           | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $228560.22    | 0.05%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                          | American International Group Inc                                            | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16894.30     | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                      | Essential Utilities Inc                                                     | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50622.55     | 0.01%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                    | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17296.95     | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                   | CNH Industrial Capital LLC                                                  | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50353.77     | 0.01%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                    | Province of Quebec Canada                                                   | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $101576.60    | 0.02%             | 2035-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                       | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9955.52      | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                | DTE Energy Co                                                               | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10627.69     | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                               | Morgan Stanley Capital I Trust 2021-L5                                      | CUSIP: 61691YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93675 | PA      | $91790.99     | 0.02%             | 2054-05-15      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                       | Equitable Holdings Inc                                                      | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33076.38     | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                           | Verizon Master Trust Series 2024-4                                          | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90703.30     | 0.02%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50091.28     | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                    | Morgan Stanley BAML Trust                                                   | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51331.96     | 0.01%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                         | Westpac Banking Corp                                                        | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $51713.34     | 0.01%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426270 | PA      | $394686.55    | 0.09%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10250.62     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81788.29     | 0.02%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78429 | PA      | $75142.75     | 0.02%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                              | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9154.53      | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                    | Province of Quebec Canada                                                   | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    140000 | PA      | $143305.05    | 0.03%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $257520.25    | 0.06%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                     | Province of British Columbia Canada                                         | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     85000 | PA      | $84679.49     | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-2    | GM Financial Consumer Automobile Receivables Trust 2024-2                   | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50400.86     | 0.01%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                            | State Street Corp                                                           | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51355.44     | 0.01%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                            | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129504.88    | 0.03%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                   | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19014.95     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                            | Korea International Bond                                                    | CUSIP: 50064FAS3<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    120000 | PA      | $105260.89    | 0.02%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                    | Orange SA                                                                   | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    120000 | PA      | $119146.47    | 0.03%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                      | CenterPoint Energy Houston Electric LLC                                     | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10305.17     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                         | National Fuel Gas Co                                                        | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9942.43      | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                              | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40140.10     | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                 | WP Carey Inc                                                                | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43978.25     | 0.01%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                          | Estee Lauder Cos Inc/The                                                    | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17719.94     | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $825812.50    | 0.18%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                               | Air Lease Corp                                                              | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50898.58     | 0.01%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19854.56     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                             | Progressive Corp/The                                                        | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51036.82     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                 | Deutsche Bank AG/New York NY                                                | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    160000 | PA      | $170852.51    | 0.04%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                        | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29860.38     | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool                                                            | CUSIP: 3132DWLH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203825 | PA      | $193434.12    | 0.04%             | 2054-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                         | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25300.15     | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                              | San Diego Gas & Electric Co                                                 | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8052.11      | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                 | Barclays PLC                                                                | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $213061.89    | 0.05%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                    | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55353.97     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                      | HCA Inc                                                                     | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72855.60     | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                   | 3M Co                                                                       | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7613.82      | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1919445.32   | 0.43%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                           | Ameren Illinois Co                                                          | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51081.15     | 0.01%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                              | WW Grainger Inc                                                             | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49478.84     | 0.01%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                       | Brookfield Finance Inc                                                      | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10256.67     | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                          | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11027.57     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                      | Reinsurance Group of America Inc                                            | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48484.83     | 0.01%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1207974 | PA      | $1085912.87   | 0.24%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                           | Home Depot Inc/The                                                          | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49868.67     | 0.01%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2565917.98   | 0.57%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                   | FedEx Corp                                                                  | CUSIP: 31428XCV6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8197.98      | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    648000 | PA      | $654334.85    | 0.15%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                          | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23002.99     | 0.01%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                  | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97646.30     | 0.02%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $282960.94    | 0.06%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                   | AbbVie Inc                                                                  | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155118.56    | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                   | AbbVie Inc                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150225.10    | 0.03%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                     | Southwestern Public Service Co                                              | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    126000 | PA      | $114272.06    | 0.03%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YMJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    274001 | PA      | $273418.86    | 0.06%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond             | Republic of Poland Government International Bond                            | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    120000 | PA      | $125438.20    | 0.03%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                          | Cardinal Health Inc                                                         | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50788.61     | 0.01%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                          | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150432.40    | 0.03%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                              | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96460.19     | 0.02%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                       | Province of Manitoba Canada                                                 | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $93615.12     | 0.02%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                   | Mondelez International Inc                                                  | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49878.47     | 0.01%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1570162.11   | 0.35%             | 2030-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                         | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17723.53     | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    655000 | PA      | $572735.38    | 0.13%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896130 | PA      | $905492.89    | 0.20%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                   | Province of Alberta Canada                                                  | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $49974.38     | 0.01%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                          | Dow Chemical Co/The                                                         | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26938.71     | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                          | Rockwell Automation Inc                                                     | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59577.29     | 0.01%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                    | Export Development Canada                                                   | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $40424.18     | 0.01%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    228103 | PA      | $232599.87    | 0.05%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                              | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    201000 | PA      | $203168.36    | 0.05%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89682 | PA      | $84006.08     | 0.02%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                   | Korea Development Bank/The                                                  | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $208407.16    | 0.05%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                          | Carrier Global Corp                                                         | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75333.86     | 0.02%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18663.54     | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     65681 | PA      | $57028.44     | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                  | PPL Electric Utilities Corp                                                 | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20331.98     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                 | Oklahoma Gas and Electric Co                                                | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10277.88     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                              | Xcel Energy Inc                                                             | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41416.26     | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                    | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $297263.69    | 0.07%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                       | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     10000 | PA      | $11474.89     | 0.00%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                   | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $188390.52    | 0.04%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    661771 | PA      | $678114.71    | 0.15%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    659497 | PA      | $571086.68    | 0.13%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                            | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46151.10     | 0.01%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                              | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    211000 | PA      | $192873.68    | 0.04%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                     | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112719.02    | 0.03%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                         | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15042.70     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                              | WW Grainger Inc                                                             | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9135.47      | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                          | Quanta Services Inc                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51443.73     | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                            | State Street Corp                                                           | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60848.35     | 0.01%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                             | Ryder System Inc                                                            | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49724.83     | 0.01%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $193033.00    | 0.04%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253915 | PA      | $248514.51    | 0.06%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                          | Vulcan Materials Co                                                         | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51159.23     | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                           | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18939.13     | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                     | Lloyds Banking Group PLC                                                    | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20281.92     | 0.00%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                    | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    170000 | PA      | $169108.21    | 0.04%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                       | Marvell Technology Inc                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9252.08      | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                     | European Investment Bank                                                    | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     85000 | PA      | $85557.44     | 0.02%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                        | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123306.84    | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                   | Humana Inc                                                                  | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10328.58     | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1296563 | PA      | $1078812.91   | 0.24%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                        | Cousins Properties LP                                                       | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20437.31     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    227635 | PA      | $208782.92    | 0.05%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                 | Stryker Corp                                                                | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51530.28     | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                      | Bristol-Myers Squibb Co                                                     | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61575.20     | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                          | Synchrony Financial                                                         | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51123.27     | 0.01%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                              | BANK5 2024-5YR9                                                             | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45000 | PA      | $46837.69     | 0.01%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1814257.81   | 0.40%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309915 | PA      | $309840.69    | 0.07%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                             | Ryder System Inc                                                            | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9831.02      | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                                          | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9656.51      | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                        | Applied Materials Inc                                                       | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96049.82     | 0.02%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                   | CNH Equipment Trust 2024-C                                                  | CUSIP: 18978GAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50340.11     | 0.01%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                     | Amcor Flexibles North America Inc                                           | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36414.50     | 0.01%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                     | Teledyne Technologies Inc                                                   | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38287.47     | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                  | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $297789.18    | 0.07%             | 2026-04-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                    | Adobe Inc                                                                   | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71790.51     | 0.02%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    186713 | PA      | $190548.29    | 0.04%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                        | BANK5 Trust 2024-5YR6                                                       | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $52748.36     | 0.01%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $49836.07     | 0.01%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $49510.36     | 0.01%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                     | Cheniere Corpus Christi Holdings LLC                                        | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62634.63     | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                 | VeriSign Inc                                                                | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29990.16     | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                     | CenterPoint Energy Houston Electric LLC                                     | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91777.48     | 0.02%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                 | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68710.17     | 0.02%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                       | Peruvian Government International Bond                                      | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     50000 | PA      | $52537.50     | 0.01%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                            | CF Industries Inc                                                           | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18321.84     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                        | Truist Financial Corp                                                       | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108086.07    | 0.02%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9808.69      | 0.00%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                    | IDEX Corp                                                                   | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27341.89     | 0.01%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                              | Inter-American Development Bank                                             | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     90000 | PA      | $90646.48     | 0.02%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                       | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27724.18     | 0.01%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    198000 | PA      | $140317.03    | 0.03%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                   | Biogen Inc                                                                  | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    130000 | PA      | $85427.53     | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210918 | PA      | $201227.27    | 0.04%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7875.16      | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                 | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57122.60     | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                   | Intuit Inc                                                                  | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17266.96     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                  | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9951.84      | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                       | AXIS Specialty Finance LLC                                                  | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39433.37     | 0.01%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                            | HSBC Holdings PLC                                                           | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204338.40    | 0.05%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                              | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137915.81    | 0.03%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222507 | PA      | $204834.16    | 0.05%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                          | American Express Co                                                         | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51524.03     | 0.01%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                     | American Homes 4 Rent LP                                                    | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51597.72     | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                 | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $154608.52    | 0.03%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                              | Israel Government International Bond                                        | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    180000 | PA      | $167586.22    | 0.04%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                              | Weyerhaeuser Co                                                             | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34273.51     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                          | Estee Lauder Cos Inc/The                                                    | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112080.14    | 0.02%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                         | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $12981.53     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                   | US Bancorp                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179206.83    | 0.04%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                   | Province of Ontario Canada                                                  | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $152019.26    | 0.03%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49290.22     | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                         | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188942.50    | 0.04%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| VULCAN MATERIALS CO                                          | Vulcan Materials Co                                                         | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49892.22     | 0.01%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                   | NetApp Inc                                                                  | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29142.61     | 0.01%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    483890 | PA      | $419016.50    | 0.09%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                      | Japan International Cooperation Agency                                      | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    100000 | PA      | $100363.31    | 0.02%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                     | Triton Container International Ltd / TAL International Container Corp       | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     40000 | PA      | $35849.42     | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16818.93     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    152262 | PA      | $154279.87    | 0.03%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                              | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111540.72    | 0.02%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25990.69     | 0.01%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                     | FactSet Research Systems Inc                                                | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18468.85     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                     | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    142000 | PA      | $127739.87    | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                 | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     30000 | PA      | $23282.08     | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                    | Baidu Inc                                                                   | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $74055.58     | 0.02%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                     | Aon Corp / Aon Global Holdings PLC                                          | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     20000 | PA      | $12639.19     | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                       | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29298.01     | 0.01%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $156409.24    | 0.03%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                    | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81396.63     | 0.02%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623356 | PA      | $607690.97    | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                        | CH Robinson Worldwide Inc                                                   | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40003.81     | 0.01%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                 | Stryker Corp                                                                | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90510.42     | 0.02%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418E4L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484641 | PA      | $472460.30    | 0.10%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                | UBS AG/London                                                               | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $208856.96    | 0.05%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                      | Prudential Funding Asia PLC                                                 | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $28715.69     | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                     | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9713.76      | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                          | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17816.85     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                         | Williams Cos Inc/The                                                        | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50785.17     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                   | Kenvue Inc                                                                  | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9563.65      | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                           | Conagra Brands Inc                                                          | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48111.40     | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179TZ57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     46556 | PA      | $44766.10     | 0.01%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                              | Old Republic International Corp                                             | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41636.74     | 0.01%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HCKV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $103570.44    | 0.02%             | 2029-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137FYZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93079 | PA      | $92259.95     | 0.02%             | 2027-06-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179VZT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    185923 | PA      | $171672.23    | 0.04%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                            | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43972.64     | 0.01%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1181672 | PA      | $1049978.58   | 0.23%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                    | Aptiv Swiss Holdings Ltd                                                    | CUSIP: 03835VAG1<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     40000 | PA      | $40219.49     | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $323949.87    | 0.07%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                           | Regency Centers LP                                                          | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51494.38     | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131371 | PA      | $136154.36    | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                   | Verizon Communications Inc                                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29394.78     | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                              | BANK5 2023-5YR4                                                             | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43281 | PA      | $45617.85     | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                | Synchrony Card Funding LLC                                                  | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100996.10    | 0.02%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $200117.20    | 0.04%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                       | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21028.26     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7214.99      | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42309.60     | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                               | S&P Global Inc                                                              | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21003.19     | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $877253.90    | 0.19%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                        | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $38366.39     | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | Citibank NA                                                                 | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90791.76     | 0.02%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1137826 | PA      | $1152792.52   | 0.26%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                 | Comcast Corp                                                                | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50513.37     | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| DUPONT DE NEMOURS INC                                        | DuPont de Nemours Inc                                                       | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85638.47     | 0.02%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                  | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    260000 | PA      | $257279.78    | 0.06%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                                 | NiSource Inc                                                                | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51419.21     | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                       | Church & Dwight Co Inc                                                      | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69089.13     | 0.02%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                    | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54760.83     | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                          | Synchrony Financial                                                         | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72413.02     | 0.02%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                               | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63527.89     | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                        | Hyundai Auto Receivables Trust 2023-C                                       | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89696 | PA      | $90586.22     | 0.02%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                 | Deutsche Bank AG/New York NY                                                | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151409.22    | 0.03%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    135000 | PA      | $135724.51    | 0.03%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                        | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $90206.18     | 0.02%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                    | Timken Co/The                                                               | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28764.84     | 0.01%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XAB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    359077 | PA      | $360158.39    | 0.08%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                     | LKQ Corp                                                                    | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41324.13     | 0.01%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280261.85    | 0.06%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                  | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $132469.96    | 0.03%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                             | HF Sinclair Corp                                                            | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60050.50     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                            | Ralph Lauren Corp                                                           | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61684.84     | 0.01%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                              | Concentrix Corp                                                             | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50950.97     | 0.01%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Honda Auto Receivables 2024-2 Owner Trust                    | Honda Auto Receivables 2024-2 Owner Trust                                   | CUSIP: 437930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40839.68     | 0.01%             | 2030-07-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    412686 | PA      | $357366.63    | 0.08%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     10000 | PA      | $9418.75      | 0.00%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52364.36     | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1651095.70   | 0.37%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61705.48     | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                      | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     96000 | PA      | $95188.80     | 0.02%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond             | Republic of Poland Government International Bond                            | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    205000 | PA      | $210580.95    | 0.05%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $196917.79    | 0.04%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                   | Province of Alberta Canada                                                  | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $51203.08     | 0.01%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                             | Bank of New York Mellon Corp/The                                            | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51357.51     | 0.01%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                   | Intuit Inc                                                                  | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80809.85     | 0.02%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                     | KLA Corp                                                                    | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102556.34    | 0.02%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418E7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278879 | PA      | $288965.58    | 0.06%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                           | Conagra Brands Inc                                                          | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9157.00      | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HDVA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $104017.34    | 0.02%             | 2031-05-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                  | Exelon Corp                                                                 | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117826.29    | 0.03%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                  | Phillips 66                                                                 | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99313.97     | 0.02%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                     | Piedmont Operating Partnership LP                                           | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18243.79     | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                            | Eversource Energy                                                           | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41437.02     | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                             | BANK5 2024-5YR12                                                            | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52681.85     | 0.01%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                  | Corning Inc                                                                 | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8280.86      | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                    | Sanofi SA                                                                   | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $49908.44     | 0.01%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                               | Eli Lilly & Co                                                              | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50783.80     | 0.01%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                               | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180755.49    | 0.04%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $469406.25    | 0.10%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool                                                            | CUSIP: 3132DS5E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327890 | PA      | $278759.50    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                              | Choice Hotels International Inc                                             | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30509.83     | 0.01%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| IBM International Capital Pte Ltd                            | IBM International Capital Pte Ltd                                           | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     40000 | PA      | $40269.72     | 0.01%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                 | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     20000 | PA      | $18148.75     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Trust 2019-GC38                                      | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196439.34    | 0.04%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106199.94    | 0.02%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: —       |
| HA Sustainable Infrastructure Capital Inc                    | HA Sustainable Infrastructure Capital Inc                                   | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40409.08     | 0.01%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $985312.50    | 0.22%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                       | Valmont Industries Inc                                                      | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37947.00     | 0.01%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                          | Consumers Energy Co                                                         | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102679.70    | 0.02%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                          | Moody's Corp                                                                | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19554.48     | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                    | IQVIA Inc                                                                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52672.35     | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                     | Tucson Electric Power Co                                                    | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33590.16     | 0.01%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30107.00     | 0.01%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                  | San Diego Gas & Electric Co                                                 | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103559.41    | 0.02%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                 | Danaher Corp                                                                | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64591.93     | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                        | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50610.51     | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                    | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22086.61     | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                 | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39469.28     | 0.01%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                     | Lennox International Inc                                                    | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9563.24      | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                   | Intel Corp                                                                  | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47813.51     | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                     | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9923.03      | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    156515 | PA      | $149499.85    | 0.03%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                             | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    240000 | PA      | $217189.27    | 0.05%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HAMS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $102104.44    | 0.02%             | 2028-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                             | FirstEnergy Corp                                                            | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8884.56      | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                  | BMO 2024-C10 Mortgage Trust                                                 | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $36666.00     | 0.01%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300938 | PA      | $306215.77    | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                     | Province of British Columbia Canada                                         | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $107636.40    | 0.02%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                         | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73140.47     | 0.02%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9481.72      | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                      | Raymond James Financial Inc                                                 | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55485.99     | 0.01%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $303046.88    | 0.07%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                        | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $199487.50    | 0.04%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                     | Cooperatieve Rabobank UA                                                    | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $61644.43     | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                          | Cardinal Health Inc                                                         | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103541.09    | 0.02%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                  | Cencora Inc                                                                 | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51284.79     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45486.11     | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210007.45    | 0.05%             | 2034-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                         | Parker-Hannifin Corp                                                        | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29152.11     | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                    | Rogers Communications Inc                                                   | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40730.75     | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                 | FirstEnergy Transmission LLC                                                | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49947.80     | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                       | Peruvian Government International Bond                                      | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     85000 | PA      | $87253.35     | 0.02%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                         | Kyndryl Holdings Inc                                                        | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74444.57     | 0.02%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| American Express Co                                          | American Express Co                                                         | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49427.16     | 0.01%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                              | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39777.49     | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225806 | PA      | $184479.39    | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                  | Oracle Corp                                                                 | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99174.07     | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                            | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20048.71     | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                      | Cboe Global Markets Inc                                                     | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18498.13     | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                  | PNC Bank NA                                                                 | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9837.19      | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                         | Edison International                                                        | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9831.63      | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                    | GATX Corp                                                                   | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32088.78     | 0.01%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                           | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $255121.09    | 0.06%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     60000 | PA      | $59843.03     | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                               | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7053.10      | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                   | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52884.86     | 0.01%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                 | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     30000 | PA      | $30134.48     | 0.01%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419730 | PA      | $387575.53    | 0.09%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                            | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8736.62      | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                  | Nutrien Ltd                                                                 | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $113783.98    | 0.03%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3924593.75   | 0.87%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15663.80     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                         | International Business Machines Corp                                        | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101441.62    | 0.02%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    216525 | PA      | $187497.08    | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                    | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46096.07     | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $210986.86    | 0.05%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10378.77     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                       | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69501.20     | 0.02%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                              | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101350.14    | 0.02%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446785 | PA      | $451755.30    | 0.10%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1570343.75   | 0.35%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                           | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28536.94     | 0.01%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                   | Xilinx Inc                                                                  | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46363.55     | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                  | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85916.05     | 0.02%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                           | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $141465.39    | 0.03%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                             | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51122.56     | 0.01%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240747 | PA      | $222329.35    | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    122000 | PA      | $88202.44     | 0.02%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29609.33     | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16821.77     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    201757 | PA      | $174709.30    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PVH Corp                                                     | PVH Corp                                                                    | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50928.59     | 0.01%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                        | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91947.47     | 0.02%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                           | Canadian Imperial Bank of Commerce                                          | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51706.27     | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: —       |
| TC PIPELINES LP                                              | TC PipeLines LP                                                             | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9949.51      | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                     | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30029.63     | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                   | Kellanova                                                                   | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69183.32     | 0.02%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                      | America Movil SAB de CV                                                     | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $32590.09     | 0.01%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179X2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     84272 | PA      | $87108.69     | 0.02%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                         | WEC Energy Group Inc                                                        | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94284.04     | 0.02%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                        | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59095.67     | 0.01%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                         | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    176000 | PA      | $164246.51    | 0.04%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                        | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $144163.05    | 0.03%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                            | National Grid PLC                                                           | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $72706.55     | 0.02%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                          | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34044.56     | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                      | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    110000 | PA      | $104963.95    | 0.02%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                          | Nomura Holdings Inc                                                         | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $86694.27     | 0.02%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C2               | Wells Fargo Commercial Mortgage Trust 2024-5C2                              | CUSIP: 95003UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51677.46     | 0.01%             | 2057-11-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development          | International Bank for Reconstruction & Development                         | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     36000 | PA      | $35990.69     | 0.01%             | 2028-05-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                  | Oracle Corp                                                                 | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94809.45     | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    272000 | PA      | $216510.23    | 0.05%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                   | Humana Inc                                                                  | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14364.40     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XQZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    121123 | PA      | $125460.13    | 0.03%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                    | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19695.02     | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    292000 | PA      | $271753.82    | 0.06%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                               | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76808.67     | 0.02%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $715687.50    | 0.16%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                    | United Parcel Service Inc                                                   | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51216.37     | 0.01%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                  | PNC Bank NA                                                                 | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18812.69     | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                  | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9282.69      | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                       | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19980.37     | 0.00%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                           | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10017.96     | 0.00%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48462 | PA      | $45582.41     | 0.01%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42601 | PA      | $40056.81     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                  | NVIDIA Corp                                                                 | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9943.57      | 0.00%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                             | Berry Global Inc                                                            | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20891.44     | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                           | Royalty Pharma PLC                                                          | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $70402.69     | 0.02%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                   | Hasbro Inc                                                                  | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58658.14     | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                       | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63243.44     | 0.01%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                         | Bank of America Corp                                                        | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40576.35     | 0.01%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                | McKesson Corp                                                               | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10330.48     | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                           | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39926.99     | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                          | Emerson Electric Co                                                         | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19874.58     | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Southern California Gas Co                                   | Southern California Gas Co                                                  | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51996.53     | 0.01%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DZB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71567 | PA      | $68411.62     | 0.02%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                       | Franklin Resources Inc                                                      | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35085.17     | 0.01%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106763.16    | 0.02%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    157610 | PA      | $145885.37    | 0.03%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                        | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103481.06    | 0.02%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                                  | Equinix Inc                                                                 | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19741.42     | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                           | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $82136.62     | 0.02%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                            | Council Of Europe Development Bank                                          | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $48716.38     | 0.01%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                | Citigroup Inc                                                               | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50622.22     | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                           | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4660.32      | 0.00%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                        | PACCAR Financial Corp                                                       | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50175.72     | 0.01%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| RELX CAPITAL INC                                             | RELX Capital Inc                                                            | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50993.43     | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76810.05     | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                              | General Motors Financial Co Inc                                             | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    122000 | PA      | $126465.16    | 0.03%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                 | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19967.25     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                   | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $75366.92     | 0.02%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| DH EUROPE FINANCE II                                         | DH Europe Finance II Sarl                                                   | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $22121.70     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $397562.50    | 0.09%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                      | Sherwin-Williams Co/The                                                     | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20170.72     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                             | Oesterreichische Kontrollbank AG                                            | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $102916.78    | 0.02%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                       | Hartford Insurance Group Inc/The                                            | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65260.79     | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    270000 | PA      | $271606.73    | 0.06%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                      | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $243343.90    | 0.05%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                        | Travelers Cos Inc/The                                                       | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50978.64     | 0.01%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                               | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84556.70     | 0.02%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                             | Essential Properties LP                                                     | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18167.41     | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    551208 | PA      | $494832.61    | 0.11%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9539.80      | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                     | Sabine Pass Liquefaction LLC                                                | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130461.17    | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                            | Healthpeak OP LLC                                                           | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10283.45     | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                       | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9891.10      | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                  | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20893.73     | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                   | Santander Holdings USA Inc                                                  | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63775.43     | 0.01%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| WISCONSIN POWER & LIGHT                                      | Wisconsin Power and Light Co                                                | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50802.47     | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $2196726.57   | 0.49%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                     | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79182.83     | 0.02%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                                          | Nomura Holdings Inc                                                         | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10868.65     | 0.00%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                               | Landwirtschaftliche Rentenbank                                              | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $103000.43    | 0.02%             | 2029-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156943 | PA      | $162560.03    | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YKQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    193928 | PA      | $189643.44    | 0.04%             | 2053-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                               | Eli Lilly & Co                                                              | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61452.78     | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YPH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    179489 | PA      | $183478.38    | 0.04%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                       | Commonwealth Edison Co                                                      | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8154.30      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                           | Analog Devices Inc                                                          | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9946.27      | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4735066.42   | 1.05%             | 2030-07-31      | Fixed         | 3.88%                 | 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        |    190000 | PA      | $175341.75    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                  | Bell Telephone Co of Canada or Bell Canada                                  | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10148.59     | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                  | Oracle Corp                                                                 | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43954.45     | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                      | Arthur J Gallagher & Co                                                     | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17772.07     | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                    | ORIX Corp                                                                   | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $39730.61     | 0.01%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                              | Province of Saskatchewan Canada                                             | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $51554.69     | 0.01%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                 | QUALCOMM Inc                                                                | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61252.01     | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                            | Entergy Texas Inc                                                           | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7308.82      | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                          | Carrier Global Corp                                                         | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9216.35      | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                | Santander Drive Auto Receivables Trust 2024-2                               | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72176 | PA      | $72481.87     | 0.02%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                           | Public Service Electric and Gas Co                                          | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90144.39     | 0.02%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                       | Zimmer Biomet Holdings Inc                                                  | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54106.97     | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                           | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19902.40     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                    | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15040.31     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                             | Berry Global Inc                                                            | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82281.59     | 0.02%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                         | Targa Resources Corp                                                        | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78942.84     | 0.02%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                               | Clorox Co/The                                                               | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17950.14     | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                        | Mohawk Industries Inc                                                       | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83479.37     | 0.02%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                         | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125095.68    | 0.03%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $301175.00    | 0.07%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3450000 | PA      | $3476548.82   | 0.77%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                 | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $61119.89     | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                          | CDW LLC / CDW Finance Corp                                                  | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $110011.48    | 0.02%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    220115 | PA      | $222319.00    | 0.05%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                         | Duke Energy Ohio Inc                                                        | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9891.88      | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    363699 | PA      | $315172.27    | 0.07%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                      | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                     | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $120606.12    | 0.03%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YRK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    146194 | PA      | $151026.68    | 0.03%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                            | Tampa Electric Co                                                           | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45859.75     | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385421 | PA      | $362526.99    | 0.08%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                       | Potomac Electric Power Co                                                   | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     76000 | PA      | $85763.64     | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                        | Quest Diagnostics Inc                                                       | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60604.20     | 0.01%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $36139.04     | 0.01%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                       | Chubb INA Holdings LLC                                                      | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8888.15      | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36180ACC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    237147 | PA      | $244617.19    | 0.05%             | 2054-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                     | Regeneron Pharmaceuticals Inc                                               | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35482.17     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                      | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     20000 | PA      | $14335.00     | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                       | Svensk Exportkredit AB                                                      | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $200108.00    | 0.04%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                      | Hungary Government International Bond                                       | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     84000 | PA      | $101224.97    | 0.02%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                             | Ryder System Inc                                                            | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51169.80     | 0.01%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90400.91     | 0.02%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $503828.13    | 0.11%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                | Citigroup Inc                                                               | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20757.54     | 0.00%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                     | European Investment Bank                                                    | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     60000 | PA      | $60299.66     | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                       | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    200000 | PA      | $178300.00    | 0.04%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                    | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    312000 | PA      | $302374.64    | 0.07%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                           | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    110000 | PA      | $70326.68     | 0.02%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                              | Hershey Co/The                                                              | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70681.34     | 0.02%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90610.32     | 0.02%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                       | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94275.90     | 0.02%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                       | Marvell Technology Inc                                                      | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21375.18     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $855246.10    | 0.19%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                              | DR Horton Inc                                                               | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68211.38     | 0.02%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                    | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $61803.57     | 0.01%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                           | Spire Missouri Inc                                                          | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30211.71     | 0.01%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                        | Arrow Electronics Inc                                                       | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61259.93     | 0.01%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79817 | PA      | $76962.60     | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                              | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     87000 | PA      | $106032.81    | 0.02%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                          | Emerson Electric Co                                                         | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47137.04     | 0.01%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     63064 | PA      | $64536.27     | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                              | General Motors Financial Co Inc                                             | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103941.00    | 0.02%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                            | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51259.55     | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $259189.45    | 0.06%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                               | Eli Lilly & Co                                                              | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100962.59    | 0.02%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                       | Capital One Financial Corp                                                  | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110490.93    | 0.02%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                   | Hasbro Inc                                                                  | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19865.49     | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                    | WRKCo Inc                                                                   | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8909.91      | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                         | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8576.41      | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                          | Kimberly-Clark Corp                                                         | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20031.71     | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                           | BMO 2023-5C1 Mortgage Trust                                                 | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $105785.38    | 0.02%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2024-1                  | Mercedes-Benz Auto Receivables Trust 2024-1                                 | CUSIP: 587918AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25448.84     | 0.01%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $771281.25    | 0.17%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                              | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    370000 | PA      | $358996.80    | 0.08%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                          | Kimberly-Clark Corp                                                         | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     98000 | PA      | $114275.35    | 0.03%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                            | Lam Research Corp                                                           | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     80000 | PA      | $51395.83     | 0.01%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50491.23     | 0.01%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                              | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7789.30      | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 3618N5VR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    448802 | PA      | $452880.07    | 0.10%             | 2055-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YPJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     69119 | PA      | $71391.31     | 0.02%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp           | Plains All American Pipeline LP / PAA Finance Corp                          | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154125.25    | 0.03%             | 2034-09-15      | Fixed         | 5.70%                 | 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       |    122000 | PA      | $109956.81    | 0.02%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1590000 | PA      | $1450875.00   | 0.32%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519761 | PA      | $495553.41    | 0.11%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286652 | PA      | $254653.38    | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                    | ORIX Corp                                                                   | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $35855.43     | 0.01%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265919 | PA      | $240272.30    | 0.05%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                         | Williams Cos Inc/The                                                        | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50739.62     | 0.01%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                        | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9111.14      | 0.00%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                 | Broadcom Inc                                                                | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72363.82     | 0.02%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                         | Targa Resources Corp                                                        | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70335.21     | 0.02%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                         | Edison International                                                        | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50556.11     | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                    | Adobe Inc                                                                   | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17635.64     | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                            | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13426.12     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                      | CRH America Finance Inc                                                     | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50093.28     | 0.01%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                          | Leggett & Platt Inc                                                         | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39386.43     | 0.01%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                              | Inter-American Development Bank                                             | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $101654.46    | 0.02%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10002.88     | 0.00%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                  | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     23000 | PA      | $22056.52     | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     61922 | PA      | $55889.67     | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp           | Plains All American Pipeline LP / PAA Finance Corp                          | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50516.20     | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $46146.49     | 0.01%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                    | Baidu Inc                                                                   | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $9725.66      | 0.00%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: —       |
| Province of British Columbia Canada                          | Province of British Columbia Canada                                         | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $112966.19    | 0.03%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                            | HSBC Holdings PLC                                                           | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206567.69    | 0.05%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                          | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $140087.33    | 0.03%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                     | Export Development Canada                                                   | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     70000 | PA      | $70333.60     | 0.02%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                 | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    364000 | PA      | $245308.41    | 0.05%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                        | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    116000 | PA      | $115750.43    | 0.03%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                     | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249880.44    | 0.06%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                  | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37492.43     | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| INTERSTATE POWER & LIGHT                                     | Interstate Power and Light Co                                               | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47012.75     | 0.01%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                          | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9781.63      | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                        | Applied Materials Inc                                                       | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49452.22     | 0.01%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                  | KeyBank NA/Cleveland OH                                                     | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29405.10     | 0.01%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                        | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7561.30      | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                          | Leggett & Platt Inc                                                         | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19771.59     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124985.47    | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                           | Realty Income Corp                                                          | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98751.45     | 0.02%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ESR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384203 | PA      | $365213.42    | 0.08%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                          | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28986.06     | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                    | Xylem Inc/NY                                                                | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28003.24     | 0.01%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34610.59     | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                          | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193262.64    | 0.04%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                       | International Paper Co                                                      | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40370.08     | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                             | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34441.88     | 0.01%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                          | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $52741.65     | 0.01%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                         | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20229.37     | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                               | Salesforce Inc                                                              | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51376.40     | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462440 | PA      | $414416.59    | 0.09%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1706189.05   | 0.38%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                  | Avista Corp                                                                 | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23475.14     | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                  | Exelon Corp                                                                 | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18783.79     | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                               | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52900.28     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                 | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     30000 | PA      | $21525.21     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     87312 | PA      | $85585.49     | 0.02%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                               | Southwestern Public Service Co                                              | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51274.17     | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    370000 | PA      | $307421.98    | 0.07%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                             | Bank of New York Mellon Corp/The                                            | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52248.46     | 0.01%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                           | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $142309.10    | 0.03%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                       | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8284.19      | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                               | PulteGroup Inc                                                              | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11082.08     | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                          | PayPal Holdings Inc                                                         | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81693.09     | 0.02%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392902 | PA      | $350431.60    | 0.08%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                         | PNC Financial Services Group Inc/The                                        | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63321.18     | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                       | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21334.10     | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                     | European Investment Bank                                                    | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    225000 | PA      | $227305.52    | 0.05%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                     | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9928.88      | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                  | Bell Telephone Co of Canada or Bell Canada                                  | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $41825.49     | 0.01%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                   | US Bancorp                                                                  | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330684.37    | 0.07%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4594429.68   | 1.02%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                         | Mercedes-Benz Finance North America LLC                                     | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $59518.03     | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1293703.13   | 0.29%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                  | Equifax Inc                                                                 | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30528.70     | 0.01%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                            | State Street Corp                                                           | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65017.22     | 0.01%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HAMH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101669.01    | 0.02%             | 2028-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                  | TJX Cos Inc/The                                                             | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69667.50     | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50076.86     | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                       | Asian Development Bank                                                      | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $102150.89    | 0.02%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ERP Operating LP                                             | ERP Operating LP                                                            | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49583.87     | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137H14B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $94960.61     | 0.02%             | 2028-05-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                              | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26862.14     | 0.01%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115458.00    | 0.03%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                 | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9116.26      | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                        | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     10000 | PA      | $8732.00      | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418E5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154395 | PA      | $161682.91    | 0.04%             | 2054-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                  | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33206.48     | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                     | Archer-Daniels-Midland Co                                                   | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $75510.84     | 0.02%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137FXZ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91012 | PA      | $85337.55     | 0.02%             | 2030-11-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                         | National Fuel Gas Co                                                        | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61986.13     | 0.01%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                  | Cummins Inc                                                                 | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    112000 | PA      | $69226.45     | 0.02%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                  | Public Storage Operating Co                                                 | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50712.50     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    156183 | PA      | $140726.07    | 0.03%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210248 | PA      | $179434.94    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                  | American Water Capital Corp                                                 | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25411.74     | 0.01%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1988468.75   | 0.44%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                 | Autodesk Inc                                                                | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62107.98     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18630.75     | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29939.64     | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                             | Carlisle Cos Inc                                                            | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25433.65     | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| APPALACHIAN POWER CO                                         | Appalachian Power Co                                                        | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7381.48      | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DMF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88331 | PA      | $85999.04     | 0.02%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52158.09     | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                        | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51160.02     | 0.01%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397864 | PA      | $407082.62    | 0.09%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                           | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $270536.75    | 0.06%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                               | Aon Global Ltd                                                              | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $17766.14     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                        | RPM International Inc                                                       | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49813.98     | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                 | AutoZone Inc                                                                | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123313.09    | 0.03%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                | Blackrock Inc                                                               | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26849.72     | 0.01%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $89042.40     | 0.02%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                          | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28379.54     | 0.01%             | 2044-02-15      | Fixed         | 4.88%                 | 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        |     30000 | PA      | $26225.18     | 0.01%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                      | CRH America Finance Inc                                                     | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49946.31     | 0.01%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18647.22     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $815648.44    | 0.18%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                          | Gilead Sciences Inc                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51509.36     | 0.01%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                          | Harley-Davidson Inc                                                         | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29112.61     | 0.01%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                  | Revvity Inc                                                                 | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52402.21     | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                       | Chubb INA Holdings LLC                                                      | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13153.70     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                           | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25595.65     | 0.01%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                    | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    114000 | PA      | $106736.66    | 0.02%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                   | AbbVie Inc                                                                  | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150604.90    | 0.03%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                       | Regions Financial Corp                                                      | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     60000 | PA      | $69068.23     | 0.02%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                | Aircastle Ltd                                                               | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $49967.74     | 0.01%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197903.88    | 0.04%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52649.05     | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                         | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19767.63     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                     | World Omni Auto Receivables Trust 2024-C                                    | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50250.30     | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HHUG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90000 | PA      | $92545.03     | 0.02%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                      | Principal Financial Group Inc                                               | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9064.07      | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                              | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73914.67     | 0.02%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                    | Lear Corp                                                                   | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53202.89     | 0.01%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                              | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50870.31     | 0.01%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                      | HCA Inc                                                                     | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68275.28     | 0.02%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228587.57    | 0.05%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                     | European Investment Bank                                                    | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $103574.04    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                | CME Group Inc                                                               | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81985.18     | 0.02%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                    | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $60591.55     | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                        | Interpublic Group of Cos Inc/The                                            | CUSIP: 460690BU3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40785.35     | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                     | European Investment Bank                                                    | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     25000 | PA      | $25770.52     | 0.01%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                     | Willis North America Inc                                                    | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37979.54     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    498000 | PA      | $464132.11    | 0.10%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                     | Texas Eastern Transmission LP                                               | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11230.18     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137FMTX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232345 | PA      | $227517.79    | 0.05%             | 2029-04-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10228.26     | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                            | Cisco Systems Inc                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107435.33    | 0.02%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                            | TSMC Arizona Corp                                                           | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161137.50    | 0.04%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                            | Cisco Systems Inc                                                           | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31274.24     | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                              | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17482.40     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                | McKesson Corp                                                               | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9789.28      | 0.00%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development          | International Bank for Reconstruction & Development                         | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     95000 | PA      | $95872.39     | 0.02%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                           | Smith & Nephew PLC                                                          | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10343.35     | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                  | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8197.40      | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201549 | PA      | $180495.03    | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                          | Cardinal Health Inc                                                         | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9073.26      | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                   | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $14746.12     | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317296 | PA      | $324645.24    | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                   | Toyota Auto Receivables 2024-D Owner Trust                                  | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35402.08     | 0.01%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                | Citigroup Inc                                                               | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52309.54     | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                     | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18978.33     | 0.00%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                    | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38530.40     | 0.01%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $550859.38    | 0.12%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    670136 | PA      | $557590.91    | 0.12%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development          | International Bank for Reconstruction & Development                         | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50229.34     | 0.01%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                          | Avery Dennison Corp                                                         | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43436.51     | 0.01%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                | BBCMS Mortgage Trust 2023-C21                                               | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $107893.62    | 0.02%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                 | FirstEnergy Transmission LLC                                                | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30073.75     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                        | Jackson Financial Inc                                                       | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27191.12     | 0.01%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    343349 | PA      | $349045.70    | 0.08%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                               | TR Finance LLC                                                              | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49674.08     | 0.01%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                           | Vodafone Group PLC                                                          | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49067.23     | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                           | Southwest Gas Corp                                                          | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15369.31     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                 | Nordson Corp                                                                | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50414.43     | 0.01%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                 | Tapestry Inc                                                                | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36152.97     | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101501.62    | 0.02%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                | Citigroup Inc                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50326.94     | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                | Allstate Corp/The                                                           | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78353.15     | 0.02%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                       | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9017.05      | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond - When Issued               | United States Treasury Note/Bond - When Issued                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1233935.55   | 0.27%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                          | Estee Lauder Cos Inc/The                                                    | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39550.60     | 0.01%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    219377 | PA      | $190375.38    | 0.04%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                           | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50163.76     | 0.01%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: —       |
| Public Service Co of New Hampshire                           | Public Service Co of New Hampshire                                          | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10449.66     | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                     | FMC Corp                                                                    | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37288.96     | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                              | McDonald's Corp                                                             | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50194.97     | 0.01%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                              | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86352.04     | 0.02%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                               | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36521.35     | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103199.60    | 0.02%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                         | Kyndryl Holdings Inc                                                        | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9112.90      | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| CONSUMERS ENERGY CO                                          | Consumers Energy Co                                                         | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    110000 | PA      | $81957.50     | 0.02%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                     | Cooperatieve Rabobank UA                                                    | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99594.31     | 0.02%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135890 | PA      | $142305.97    | 0.03%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                     | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     70000 | PA      | $71063.89     | 0.02%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4750000 | PA      | $4768369.15   | 1.06%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87284.03     | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                      | Reinsurance Group of America Inc                                            | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29979.10     | 0.01%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $78654.32     | 0.02%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                      | Transcontinental Gas Pipe Line Co LLC                                       | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $133567.07    | 0.03%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $507968.75    | 0.11%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78808.50     | 0.02%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                              | AstraZeneca PLC                                                             | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $11479.85     | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                           | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9769.99      | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                     | AT&T Inc                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390622.31    | 0.09%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                           | Trane Technologies Financing Ltd                                            | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     70000 | PA      | $72835.31     | 0.02%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                             | Lazard Group LLC                                                            | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5023.90      | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123725.51    | 0.03%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $159801.99    | 0.04%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                      | Illinois Tool Works Inc                                                     | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87346.39     | 0.02%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                              | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106461.35    | 0.02%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                            | Korea International Bond                                                    | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     30000 | PA      | $28631.17     | 0.01%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                              | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50931.53     | 0.01%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1397988.29   | 0.31%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                         | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19442.68     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9937.48      | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                             | Trane Technologies Financing Ltd                                            | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $51389.69     | 0.01%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                  | Viatris Inc                                                                 | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90462.02     | 0.02%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                       | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132228.66    | 0.03%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                 | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85618.76     | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                        | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9227.59      | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284231 | PA      | $262441.21    | 0.06%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                   | Hasbro Inc                                                                  | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9884.48      | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1830796.88   | 0.41%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245802.17    | 0.05%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                      | Indonesia Government International Bond                                     | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $212861.46    | 0.05%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                               | PECO Energy Co                                                              | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40974.87     | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1415352 | PA      | $1155724.88   | 0.26%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2021-BNK34                                                             | CUSIP: 06541JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94046 | PA      | $88604.30     | 0.02%             | 2063-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                             | Ryder System Inc                                                            | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51731.27     | 0.01%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $548062.50    | 0.12%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                    | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7774.37      | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 3618N5VM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    214597 | PA      | $196497.62    | 0.04%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 3140X9C29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1297090 | PA      | $1254492.79   | 0.28%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                       | International Paper Co                                                      | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     52000 | PA      | $42863.60     | 0.01%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109183.19    | 0.02%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                   | Province of Ontario Canada                                                  | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $99674.51     | 0.02%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                  | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21264.98     | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                 | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     10000 | PA      | $8523.91      | 0.00%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                       | PPL Electric Utilities Corp                                                 | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9788.07      | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                          | Province of British Columbia Canada                                         | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $102053.23    | 0.02%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468491 | PA      | $436990.16    | 0.10%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                     | Wisconsin Public Service Corp                                               | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     88000 | PA      | $70947.47     | 0.02%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                             | ERP Operating LP                                                            | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37395.15     | 0.01%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2071093.76   | 0.46%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                        | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85398.05     | 0.02%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                 | Apollo Global Management Inc                                                | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50340.99     | 0.01%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    292000 | PA      | $285886.10    | 0.06%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                        | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22191.79     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $770126.96    | 0.17%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                                          | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $92706.02     | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                          | Block Financial LLC                                                         | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38015.00     | 0.01%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3304792.96   | 0.73%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    111069 | PA      | $113941.60    | 0.03%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                       | Regions Financial Corp                                                      | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18744.89     | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $718921.88    | 0.16%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                       | Bunge Ltd Finance Corp                                                      | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39712.06     | 0.01%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                               | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    898000 | PA      | $888555.88    | 0.20%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                      | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85303.30     | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                       | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    310000 | PA      | $304847.76    | 0.07%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $91581.25     | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                     | Aon Corp / Aon Global Holdings PLC                                          | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     10000 | PA      | $9813.05      | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                      | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62142.81     | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395134 | PA      | $399261.96    | 0.09%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491702 | PA      | $437080.93    | 0.10%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                             | LPL Holdings Inc                                                            | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21321.93     | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10703.45     | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                        | Waste Connections Inc                                                       | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19621.66     | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    546115 | PA      | $473419.06    | 0.11%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                  | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94777.38     | 0.02%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                             | Bank of Montreal                                                            | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50964.64     | 0.01%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                         | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92519.52     | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                 | Broadcom Inc                                                                | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50327.40     | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                       | NXP BV / NXP Funding LLC / NXP USA Inc                                      | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    110000 | PA      | $97756.63     | 0.02%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                       | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62454.27     | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                              | San Diego Gas & Electric Co                                                 | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35103.84     | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp            | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10151.30     | 0.00%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                 | Fortinet Inc                                                                | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35741.84     | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                     | Aptiv Swiss Holdings Ltd                                                    | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     10000 | PA      | $9706.12      | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84262.39     | 0.02%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                            | Dell International LLC / EMC Corp                                           | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50704.27     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                 | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $26719.06     | 0.01%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                           | Spire Missouri Inc                                                          | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10309.46     | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                              | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30082.19     | 0.01%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                            | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    114000 | PA      | $108046.17    | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                   | AbbVie Inc                                                                  | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174883.83    | 0.04%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                 | Apollo Global Management Inc                                                | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22031.39     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                       | Skyworks Solutions Inc                                                      | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19695.78     | 0.00%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64309 | PA      | $57829.05     | 0.01%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    377000 | PA      | $382712.20    | 0.09%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                         | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19991.87     | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 3618N5RE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    248345 | PA      | $247753.91    | 0.06%             | 2055-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                         | Edison International                                                        | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20234.39     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                            | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9954.87      | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                      | America Movil SAB de CV                                                     | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $150983.55    | 0.03%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                | McKesson Corp                                                               | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51125.38     | 0.01%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                 | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $62455.93     | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1062669 | PA      | $1073825.40   | 0.24%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C33                               | BBCMS Mortgage Trust 2025-5C33                                              | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52720.22     | 0.01%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                 | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98856.99     | 0.02%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                 | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10246.81     | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    157510 | PA      | $160601.11    | 0.04%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                    | Adobe Inc                                                                   | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51720.70     | 0.01%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                  | Trimble Inc                                                                 | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42894.04     | 0.01%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                  | American Honda Finance Corp                                                 | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50118.77     | 0.01%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                    | Qorvo Inc                                                                   | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19674.19     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HNN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $203266.00    | 0.05%             | 2035-09-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                             | Bank of New York Mellon Corp/The                                            | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144216.28    | 0.03%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5619.64      | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1258769.54   | 0.28%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 3618N5VP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    254635 | PA      | $248651.80    | 0.06%             | 2055-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                     | Southwestern Public Service Co                                              | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6699.24      | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                 | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10565.59     | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                             | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202918.69    | 0.05%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                         | Keurig Dr Pepper Inc                                                        | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50007.01     | 0.01%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                             | Bank of Montreal                                                            | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50610.06     | 0.01%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3202375.01   | 0.71%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development          | International Bank for Reconstruction & Development                         | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    115000 | PA      | $116919.10    | 0.03%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                       | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18709.90     | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                 | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7692.87      | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Williams Cos Inc/The                                         | Williams Cos Inc/The                                                        | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60201.50     | 0.01%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                             | Cintas Corp No 2                                                            | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60273.50     | 0.01%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50559.59     | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                 | Broadcom Inc                                                                | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49905.95     | 0.01%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                              | AstraZeneca PLC                                                             | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $17914.48     | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                              | Caterpillar Inc                                                             | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47573.52     | 0.01%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                           | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    112000 | PA      | $135921.49    | 0.03%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                      | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20903.25     | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470208 | PA      | $433884.49    | 0.10%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $429589.85    | 0.10%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                 | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     62000 | PA      | $52888.30     | 0.01%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                    | IDEX Corp                                                                   | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10221.11     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                       | GE HealthCare Technologies Inc                                              | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148296.32    | 0.03%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: —       |
| VISA INC                                                     | Visa Inc                                                                    | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $165744.36    | 0.04%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                   | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $144317.85    | 0.03%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                         | Appalachian Power Co                                                        | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212568.01    | 0.05%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                         | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160647.94    | 0.04%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1172626 | PA      | $957766.06    | 0.21%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $781992.19    | 0.17%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                     | African Development Bank                                                    | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $99190.97     | 0.02%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    137548 | PA      | $139965.47    | 0.03%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                        | Keysight Technologies Inc                                                   | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47608.20     | 0.01%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HFF59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51002.84     | 0.01%             | 2029-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                     | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78965.45     | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                 | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8982.92      | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                                       | CNH Industrial Capital LLC                                                  | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19609.81     | 0.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                       | WF Card Issuance Trust                                                      | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50442.64     | 0.01%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                           | Enstar Finance LLC                                                          | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4942.13      | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                      | Essential Utilities Inc                                                     | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13849.99     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                          | Province of British Columbia Canada                                         | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $100165.35    | 0.02%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                           | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20450.53     | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                      | America Movil SAB de CV                                                     | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $33285.89     | 0.01%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                      | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    134000 | PA      | $139990.05    | 0.03%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                  | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9653.59      | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HJZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $103295.03    | 0.02%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                          | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18082.99     | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                            | NSTAR Electric Co                                                           | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108791.36    | 0.02%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    296969 | PA      | $302373.08    | 0.07%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50283 | PA      | $52595.62     | 0.01%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                   | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97662.24     | 0.02%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                              | Oklahoma Gas and Electric Co                                                | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74466.57     | 0.02%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                           | PPG Industries Inc                                                          | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19861.56     | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 3618N5XR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $254855.79    | 0.06%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5050000 | PA      | $5135416.00   | 1.14%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                      | KeyCorp                                                                     | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58343.88     | 0.01%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                         | Keurig Dr Pepper Inc                                                        | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50482.13     | 0.01%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                          | Dow Chemical Co/The                                                         | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47325.77     | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                  | Nutrien Ltd                                                                 | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99908.82     | 0.02%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                            | State Street Corp                                                           | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50608.74     | 0.01%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BMARK 2023-V4                                                | BMARK 2023-V4                                                               | CUSIP: 081926AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90000 | PA      | $95503.81     | 0.02%             | 2056-11-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                      | Principal Financial Group Inc                                               | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27503.11     | 0.01%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51689 | PA      | $48744.02     | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513063 | PA      | $455743.22    | 0.10%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                               | Louisville Gas and Electric Co                                              | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51504.15     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                   | Province of Alberta Canada                                                  | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $50809.25     | 0.01%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                   | CNH Industrial Capital LLC                                                  | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59912.51     | 0.01%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                              | General Motors Financial Co Inc                                             | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445087.92    | 0.10%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                   | Biogen Inc                                                                  | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18296.23     | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                             | Oesterreichische Kontrollbank AG                                            | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     60000 | PA      | $60903.96     | 0.01%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                 | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     20000 | PA      | $19798.26     | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                       | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20715.45     | 0.00%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $919218.75    | 0.20%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool                                                            | CUSIP: 3132DQ6K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    613888 | PA      | $559440.55    | 0.12%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418C2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93155 | PA      | $93096.05     | 0.02%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                           | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64972.90     | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                              | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42882.41     | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $166750.98    | 0.04%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                  | Oracle Corp                                                                 | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103044.38    | 0.02%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                      | Wisconsin Power and Light Co                                                | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17377.91     | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                  | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30729.51     | 0.01%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                        | Lincoln National Corp                                                       | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27778.96     | 0.01%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191556 | PA      | $176901.35    | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                  | PepsiCo Inc                                                                 | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50373.65     | 0.01%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $4811.64      | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1073003.91   | 0.24%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $171961.38    | 0.04%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                            | Southern Power Co                                                           | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49468.82     | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                      | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                     | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30309.47     | 0.01%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                       | Synovus Financial Corp                                                      | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41375.81     | 0.01%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EMA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171244 | PA      | $177875.70    | 0.04%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10000 | PA      | $9022.30      | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                  | Corning Inc                                                                 | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11848.51     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                          | Emera US Finance LP                                                         | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $88356.27     | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                         | PNC Financial Services Group Inc/The                                        | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51761.11     | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                  | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40548.28     | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212572 | PA      | $182062.84    | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                               | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30166.69     | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                  | PepsiCo Inc                                                                 | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51022.39     | 0.01%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810519 | PA      | $829033.75    | 0.18%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                            | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29381.32     | 0.01%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    290000 | PA      | $161593.65    | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                              | Inter-American Development Bank                                             | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $51513.76     | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186013.74    | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                            | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4826.01      | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                            | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26958.42     | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                      | Charles Schwab Corp/The                                                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10894.32     | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $900597.65    | 0.20%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                 | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $70473.57     | 0.02%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                           | Royalty Pharma PLC                                                          | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $110201.72    | 0.02%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                              | General Motors Financial Co Inc                                             | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203388.22    | 0.05%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                       | Commonwealth Edison Co                                                      | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    110000 | PA      | $69621.84     | 0.02%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    442000 | PA      | $437472.17    | 0.10%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                          | American Express Co                                                         | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154762.90    | 0.03%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    514000 | PA      | $478200.70    | 0.11%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418CHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134893 | PA      | $133336.63    | 0.03%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69594.26     | 0.02%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                      | Harley-Davidson Motorcycle Trust 2024-B                                     | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50106.77     | 0.01%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302070 | PA      | $233379.48    | 0.05%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                         | Howmet Aerospace Inc                                                        | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51332.88     | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                     | Archer-Daniels-Midland Co                                                   | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38492.20     | 0.01%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477296 | PA      | $440758.07    | 0.10%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                              | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9912.57      | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718331 | PA      | $717381.97    | 0.16%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12958.07     | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                          | American Tower Corp                                                         | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52128.72     | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                     | Ameriprise Financial Inc                                                    | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10058.51     | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                     | Stanley Black & Decker Inc                                                  | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98726.18     | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                             | RELX Capital Inc                                                            | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30605.10     | 0.01%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    170270 | PA      | $162430.01    | 0.04%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                | BBCMS Mortgage Trust 2023-C22                                               | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $112664.82    | 0.03%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                        | Waste Connections Inc                                                       | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $96936.48     | 0.02%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381079 | PA      | $387185.41    | 0.09%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                        | Lincoln National Corp                                                       | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23755.26     | 0.01%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FQH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391735 | PA      | $405526.70    | 0.09%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1992968.76   | 0.44%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                               | BANK 2021-BNK35                                                             | CUSIP: 06540CAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94226.12     | 0.02%             | 2064-06-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                              | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18464.79     | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                           | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     52000 | PA      | $45756.99     | 0.01%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| ALLEGION US HOLDING CO                                       | Allegion US Holding Co Inc                                                  | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41676.48     | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176337 | PA      | $178476.53    | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4221000 | PA      | $3093366.43   | 0.69%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173746 | PA      | $173561.22    | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | 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        |     80000 | PA      | $62720.43     | 0.01%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1316453.13   | 0.29%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                | Intercontinental Exchange Inc                                               | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52231.33     | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479838.02    | 0.11%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                            | CNH Industrial NV                                                           | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $19904.86     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62353.08     | 0.01%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $867822.27    | 0.19%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2022455 | PA      | $1652116.41   | 0.37%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                             | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241644 | PA      | $238703.76    | 0.05%             | 2028-07-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                 | Stryker Corp                                                                | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25784.91     | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                             | Ryder System Inc                                                            | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50972.21     | 0.01%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                  | Avista Corp                                                                 | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8426.16      | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     41000 | PA      | $25100.03     | 0.01%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150563.10    | 0.03%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                               | CarMax Auto Owner Trust 2024-4                                              | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50746.41     | 0.01%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                 | ING Groep NV                                                                | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99732.80     | 0.02%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                         | Tanger Properties LP                                                        | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14889.21     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    276868 | PA      | $283951.90    | 0.06%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418CP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669494 | PA      | $606554.85    | 0.13%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1616000.00   | 0.36%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                      | Public Service Co of Colorado                                               | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161898.60    | 0.04%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                            | Southern Power Co                                                           | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49710.91     | 0.01%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                             | Ryder System Inc                                                            | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52973.04     | 0.01%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $60307.19     | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     60471 | PA      | $55867.05     | 0.01%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $147159.10    | 0.03%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $347429.69    | 0.08%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                            | Healthpeak OP LLC                                                           | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67874.81     | 0.02%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                   | Eaton Corp                                                                  | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60759.33     | 0.01%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    195000 | PA      | $199698.40    | 0.04%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                       | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    113493 | PA      | $121834.74    | 0.03%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                  | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $89357.39     | 0.02%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                | McKesson Corp                                                               | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61956.46     | 0.01%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HP INC                                                       | HP Inc                                                                      | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49657.33     | 0.01%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                        | PACCAR Financial Corp                                                       | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50916.14     | 0.01%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                        | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9028.45      | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                         | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106621.65    | 0.02%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                       | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39480.15     | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                     | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    190000 | PA      | $191684.70    | 0.04%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                       | Atlantic City Electric Co                                                   | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18095.99     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1210000 | PA      | $1009168.36   | 0.22%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    339682 | PA      | $340634.95    | 0.08%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1849386 | PA      | $1509752.54   | 0.34%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                         | PNC Financial Services Group Inc/The                                        | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51698.73     | 0.01%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                        | Fomento Economico Mexicano SAB de CV                                        | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     59000 | PA      | $43859.27     | 0.01%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                   | VMware LLC                                                                  | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20293.42     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    178387 | PA      | $164216.61    | 0.04%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                     | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59671.38     | 0.01%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                  | KeyBank NA/Cleveland OH                                                     | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21091.98     | 0.00%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                 | ING Groep NV                                                                | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $79434.34     | 0.02%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                          | Citibank Credit Card Issuance Trust                                         | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100102.47    | 0.02%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                              | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94214.69     | 0.02%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                               | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7730.44      | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1558811.15   | 0.35%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/NY                                       | Industrial & Commercial Bank of China Ltd/New York NY                       | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |     50000 | PA      | $49589.81     | 0.01%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                      | DCP Midstream Operating LP                                                  | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71529.39     | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489566 | PA      | $479234.39    | 0.11%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                | Automatic Data Processing Inc                                               | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51249.90     | 0.01%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                      | JetBlue 2019-1 Class AA Pass Through Trust                                  | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7439 | PA      | $6600.92      | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    120000 | PA      | $117480.51    | 0.03%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                     | American Assets Trust LP                                                    | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36419.25     | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HP INC                                                       | HP Inc                                                                      | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10310.80     | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                            | CF Industries Inc                                                           | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30215.03     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                       | Korea Development Bank/The                                                  | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    180000 | PA      | $181966.41    | 0.04%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112086.33    | 0.02%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                 | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20146.25     | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                         | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    140000 | PA      | $137291.00    | 0.03%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                           | Valero Energy Corp                                                          | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19271.60     | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                     | Fortune Brands Innovations Inc                                              | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42328.59     | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39579.80     | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                    | Tyco Electronics Group SA                                                   | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $50470.09     | 0.01%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    327697 | PA      | $283764.25    | 0.06%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157642 | PA      | $161560.77    | 0.04%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                       | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31254.23     | 0.01%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                          | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    508000 | PA      | $434017.51    | 0.10%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184630 | PA      | $165395.66    | 0.04%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50560.54     | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1346878.13   | 0.30%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102828 | PA      | $87350.71     | 0.02%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                     | Lloyds Banking Group PLC                                                    | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197939.03    | 0.04%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                         | WEC Energy Group Inc                                                        | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42476.11     | 0.01%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                | J M Smucker Co/The                                                          | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170038.44    | 0.04%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| DIGITAL REALTY TRUST LP                                      | Digital Realty Trust LP                                                     | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71959.21     | 0.02%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                    | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8660.20      | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $2483208.99   | 0.55%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                 | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65530.13     | 0.01%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                          | Elevance Health Inc                                                         | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51015.19     | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                           | Sonoco Products Co                                                          | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62799.48     | 0.01%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49606.59     | 0.01%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                             | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33319.44     | 0.01%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                       | Asian Development Bank                                                      | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    110000 | PA      | $110633.53    | 0.02%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    391029 | PA      | $325358.40    | 0.07%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                           | Regal Rexnord Corp                                                          | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84674.87     | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp            | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41256.30     | 0.01%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool                                                            | CUSIP: 3132DV6G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81588 | PA      | $80297.61     | 0.02%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                     | British Telecommunications PLC                                              | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10236.72     | 0.00%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                  | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $8940.22      | 0.00%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                  | Cencora Inc                                                                 | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51294.99     | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    362830 | PA      | $326167.90    | 0.07%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                               | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20158.96     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                         | National Australia Bank Ltd/New York                                        | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252315.50    | 0.06%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                | Blackrock Inc                                                               | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51062.07     | 0.01%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                          | American International Group Inc                                            | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67147.85     | 0.01%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2030312.50   | 0.45%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                     | Lloyds Banking Group PLC                                                    | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209246.03    | 0.05%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                        | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39703.12     | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                   | AbbVie Inc                                                                  | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101502.34    | 0.02%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                         | Parker-Hannifin Corp                                                        | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24547.91     | 0.01%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                                          | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $21666.31     | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                 | Broadcom Inc                                                                | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51980.96     | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                 | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39391.27     | 0.01%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                               | Merck & Co Inc                                                              | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51564.00     | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| CBOE GLOBAL MARKETS INC                                      | Cboe Global Markets Inc                                                     | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9959.52      | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                          | Quanta Services Inc                                                         | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50090.79     | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                               | Nissan Auto Lease Trust 2025-A                                              | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50621.90     | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229978.98    | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                         | Parker-Hannifin Corp                                                        | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9901.48      | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                          | PayPal Holdings Inc                                                         | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9988.07      | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                           | Smith & Nephew PLC                                                          | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $44783.67     | 0.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813595 | PA      | $731644.90    | 0.16%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                 | AutoZone Inc                                                                | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50429.43     | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                       | Mondelez International Inc                                                  | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6061.24      | 0.00%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                             | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49868.96     | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                     | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114122.26    | 0.03%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                   | Kenvue Inc                                                                  | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131366.06    | 0.03%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                           | Ally Financial Inc                                                          | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51006.83     | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    611927 | PA      | $551937.94    | 0.12%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                            | State Street Corp                                                           | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49797.05     | 0.01%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                             | Kilroy Realty LP                                                            | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24907.11     | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                 | Apollo Global Management Inc                                                | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19882.32     | 0.00%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| AFRICAN DEVELOPMENT BANK                                     | African Development Bank                                                    | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    110000 | PA      | $107679.52    | 0.02%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                               | Clorox Co/The                                                               | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50479.94     | 0.01%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338711 | PA      | $338438.18    | 0.08%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $459142.58    | 0.10%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                     | Lloyds Banking Group PLC                                                    | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $63001.15     | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                            | Cisco Systems Inc                                                           | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    308000 | PA      | $304412.45    | 0.07%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                          | American Express Co                                                         | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50941.81     | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                         | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19938.54     | 0.00%             | 2028-04-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $21024.57     | 0.00%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                          | Delta Air Lines Inc                                                         | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40028.54     | 0.01%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                     | Toyota Motor Credit Corp                                                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161477.32    | 0.04%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1860912.11   | 0.41%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                     | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40058.28     | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                            | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30399.86     | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                            | Healthpeak OP LLC                                                           | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46885.60     | 0.01%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HP INC                                                       | HP Inc                                                                      | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29662.64     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                       | Morgan Stanley Bank NA                                                      | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20176.82     | 0.00%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94116.66     | 0.02%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                            | National Grid PLC                                                           | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10657.83     | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12150.24     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                    | Export Development Canada                                                   | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $31471.99     | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                 | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37350.91     | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                      | Connecticut Light and Power Co/The                                          | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115231.43    | 0.03%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                      | Capital One Multi-Asset Execution Trust                                     | CUSIP: 14041NGE5<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50061.13     | 0.01%             | 2029-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                               | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $148944.33    | 0.03%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330838 | PA      | $283254.48    | 0.06%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                          | Cheniere Energy Inc                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51714.81     | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                         | Western Digital Corp                                                        | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27323.45     | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| LINDE INC/CT                                                 | Linde Inc/CT                                                                | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26217.40     | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                   | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    223000 | PA      | $224583.44    | 0.05%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2262820.32   | 0.50%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                   | VMware LLC                                                                  | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17685.34     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                               | Atlassian Corp                                                              | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41134.46     | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400889 | PA      | $309724.50    | 0.07%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    220000 | PA      | $186979.64    | 0.04%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                              | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18693.07     | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                              | Inter-American Development Bank                                             | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50010.25     | 0.01%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                      | Procter & Gamble Co/The                                                     | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50810.67     | 0.01%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| American Honda Finance Corp                                  | American Honda Finance Corp                                                 | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95745.84     | 0.02%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                            | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      1000 | PA      | $995.30       | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                               | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27517.79     | 0.01%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113194.25    | 0.03%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                          | Caterpillar Financial Services Corp                                         | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10054.04     | 0.00%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                   | Ecolab Inc                                                                  | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50987.30     | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                         | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70735.23     | 0.02%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                      | Fidelity National Information Services Inc                                  | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86501.26     | 0.02%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                            | Hormel Foods Corp                                                           | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8994.54      | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development          | International Bank for Reconstruction & Development                         | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $102526.03    | 0.02%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                          | LYB International Finance III LLC                                           | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     21000 | PA      | $15528.13     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                    | Evergy Kansas Central Inc                                                   | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102271.48    | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                         | Colgate-Palmolive Co                                                        | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65948.31     | 0.01%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                 | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      1000 | PA      | $980.12       | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                   | Deere & Co                                                                  | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63296.84     | 0.01%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2650000 | PA      | $2691613.27   | 0.60%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                    | Toronto-Dominion Bank/The                                                   | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50106.04     | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                     | AT&T Inc                                                                    | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202849.24    | 0.05%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                            | LYB International Finance III LLC                                           | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62075.18     | 0.01%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418CXW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43852 | PA      | $43272.63     | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                            | Toyota Motor Corp                                                           | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $50599.82     | 0.01%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                        | Applied Materials Inc                                                       | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33210.03     | 0.01%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    456832 | PA      | $395682.45    | 0.09%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                 | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9914.75      | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                         | Bank of America Corp                                                        | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $332303.60    | 0.07%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                        | Unilever Capital Corp                                                       | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10383.41     | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    381402 | PA      | $375099.57    | 0.08%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430698 | PA      | $397748.45    | 0.09%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                          | Fifth Third Bancorp                                                         | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52330.40     | 0.01%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                     | CenterPoint Energy Houston Electric LLC                                     | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8073.58      | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                     | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    206000 | PA      | $204548.26    | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2020-C6                                                | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357564 | PA      | $336770.38    | 0.07%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                               | AutoNation Inc                                                              | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18668.15     | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                        | Quest Diagnostics Inc                                                       | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49818.20     | 0.01%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EEB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236372 | PA      | $226466.43    | 0.05%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99511.63     | 0.02%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                             | Bank of Montreal                                                            | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52189.37     | 0.01%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                 | AES Corp/The                                                                | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51134.55     | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                               | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10084.43     | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104438.43    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                      | DCP Midstream Operating LP                                                  | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10210.01     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2317519.54   | 0.51%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                   | Masco Corp                                                                  | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61524.00     | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                           | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $409472.55    | 0.09%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                     | AT&T Inc                                                                    | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68561.49     | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                | BBCMS Mortgage Trust 2024-C26                                               | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $107660.13    | 0.02%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                  | Oracle Corp                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108328.49    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1210687.50   | 0.27%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                      | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $94330.12     | 0.02%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                            | Benchmark 2024-V10 Mortgage Trust                                           | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40000 | PA      | $41188.11     | 0.01%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $87312.50     | 0.02%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                 | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17115.81     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3579328.12   | 0.80%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                   | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20680.15     | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                      | Manulife Financial Corp                                                     | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50317.98     | 0.01%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                | AEP Texas Inc                                                               | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     62000 | PA      | $48638.32     | 0.01%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    149102 | PA      | $149535.44    | 0.03%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust            | United Airlines 2024-1 Class A Pass Through Trust                           | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17379 | PA      | $17779.96     | 0.00%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                      | Washington Gas Light Co                                                     | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23312.06     | 0.01%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                     | African Development Bank                                                    | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50510.73     | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                   | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9828.89      | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2882396.49   | 0.64%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                          | Caterpillar Financial Services Corp                                         | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50837.27     | 0.01%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                            | IBM International Capital Pte Ltd                                           | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    130000 | PA      | $123434.29    | 0.03%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51492.11     | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                   | Biogen Inc                                                                  | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52447.55     | 0.01%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                  | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    110000 | PA      | $104385.37    | 0.02%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                     | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39149.96     | 0.01%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                     | Tyco Electronics Group SA                                                   | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $26904.80     | 0.01%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                            | Brown & Brown Inc                                                           | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17816.23     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                       | Bank of New York Mellon Corp/The                                            | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49633.93     | 0.01%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29767.01     | 0.01%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                         | Williams Cos Inc/The                                                        | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20596.98     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                    | AvalonBay Communities Inc                                                   | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104101.37    | 0.02%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool                                                            | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221838 | PA      | $197115.24    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                          | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9378.39      | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    260886 | PA      | $264600.64    | 0.06%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16565.06     | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                          | Highwoods Realty LP                                                         | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37110.66     | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                        | Truist Financial Corp                                                       | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49239.65     | 0.01%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                      | Laboratory Corp of America Holdings                                         | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9932.44      | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                              | Caterpillar Inc                                                             | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51029.10     | 0.01%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                       | Commonwealth Edison Co                                                      | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37313.47     | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp            | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101452.81    | 0.02%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                             | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    110000 | PA      | $107095.75    | 0.02%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                    | Aflac Inc                                                                   | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39210.72     | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                          | Province of British Columbia Canada                                         | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $102963.77    | 0.02%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                            | Dell International LLC / EMC Corp                                           | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15421.32     | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55918.65     | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                 | Comerica Inc                                                                | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62422.05     | 0.01%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                       | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10493.73     | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                              | Cigna Group/The                                                             | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134255.09    | 0.03%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    196294 | PA      | $176540.01    | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                 | XL Group Ltd                                                                | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $38882.58     | 0.01%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                     | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102389.26    | 0.02%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                         | Targa Resources Corp                                                        | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109158.78    | 0.02%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1213687.50   | 0.27%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43952.15     | 0.01%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                          | Eastman Chemical Co                                                         | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63025.19     | 0.01%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FNM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180344 | PA      | $188687.98    | 0.04%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                   | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9424.25      | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DY48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125329 | PA      | $118188.53    | 0.03%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                       | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    429000 | PA      | $477165.08    | 0.11%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                 | Stryker Corp                                                                | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49770.57     | 0.01%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                       | Bunge Ltd Finance Corp                                                      | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50401.20     | 0.01%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20177.82     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18682.62     | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                         | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    270000 | PA      | $171355.50    | 0.04%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                    | ORIX Corp                                                                   | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $19422.94     | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                        | Uruguay Government International Bond                                       | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    130000 | PA      | $136175.00    | 0.03%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                     | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273646.91    | 0.06%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| Ford Credit Auto Lease Trust 2024-B                          | Ford Credit Auto Lease Trust 2024-B                                         | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50321.33     | 0.01%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                            | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9510.47      | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                          | Ford Credit Auto Owner Trust 2024-A                                         | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50961.95     | 0.01%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1783511 | PA      | $1461014.10   | 0.32%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P3                       | Carvana Auto Receivables Trust 2024-P3                                      | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50247.14     | 0.01%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                              | General Motors Financial Co Inc                                             | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103618.13    | 0.02%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179Y5J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    290379 | PA      | $283602.44    | 0.06%             | 2054-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255517 | PA      | $228144.50    | 0.05%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                      | Bristol-Myers Squibb Co                                                     | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43517.33     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                   | Chubb Corp/The                                                              | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $151668.70    | 0.03%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    888000 | PA      | $864655.31    | 0.19%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                       | Puget Sound Energy Inc                                                      | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30211.20     | 0.01%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                          | Dow Chemical Co/The                                                         | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60058.07     | 0.01%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                        | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49726.92     | 0.01%             | 2031-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2605880.85   | 0.58%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                       | Asian Development Bank                                                      | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    130000 | PA      | $129646.54    | 0.03%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202454 | PA      | $177117.38    | 0.04%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1964000 | PA      | $1540819.38   | 0.34%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class AA Pass Through Trust         | American Airlines 2017-2 Class AA Pass Through Trust                        | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12423 | PA      | $11945.69     | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                  | ONE Gas Inc                                                                 | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61822.34     | 0.01%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                         | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29774.62     | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                             | The Campbell's Company                                                      | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128182.81    | 0.03%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                        | AvalonBay Communities Inc                                                   | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9705.68      | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    740000 | PA      | $734947.29    | 0.16%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20902.04     | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $45108.46     | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                         | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9934.78      | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                            | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39831.24     | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $188555.14    | 0.04%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                       | Bank of New York Mellon Corp/The                                            | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49966.47     | 0.01%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                          | Invitation Homes Operating Partnership LP                                   | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62308.25     | 0.01%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                            | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115177.11    | 0.03%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                     | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61341.99     | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                              | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30934.12     | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                      | Bank of Nova Scotia/The                                                     | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51357.34     | 0.01%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                             | Welltower OP LLC                                                            | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9279.91      | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    124000 | PA      | $127339.99    | 0.03%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    109551 | PA      | $112385.23    | 0.02%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    193216 | PA      | $189395.81    | 0.04%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                              | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65541.34     | 0.01%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                  | Phillips 66 Co                                                              | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    223000 | PA      | $191129.50    | 0.04%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239286.83    | 0.05%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HCH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52528.93     | 0.01%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                   | Dover Corp                                                                  | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31244.79     | 0.01%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                  | American Honda Finance Corp                                                 | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61325.04     | 0.01%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                      | Southwestern Electric Power Co                                              | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    300000 | PA      | $201865.86    | 0.04%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                    | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23925.32     | 0.01%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond - When Issued                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1046609.37   | 0.23%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                     | Amcor Flexibles North America Inc                                           | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55492.47     | 0.01%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                         | Republic of Italy Government International Bond                             | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    165000 | PA      | $157950.14    | 0.04%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                         | Panama Government International Bond                                        | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     80000 | PA      | $86448.00     | 0.02%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                                           | Conagra Brands Inc                                                          | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     80000 | PA      | $92048.63     | 0.02%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                         | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    180000 | PA      | $164293.20    | 0.04%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                | Owens Corning                                                               | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1986.41      | 0.00%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                               | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10551.44     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                         | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99089.92     | 0.02%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                   | Intuit Inc                                                                  | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10043.40     | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                           | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10009.64     | 0.00%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                     | AT&T Inc                                                                    | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98090.55     | 0.02%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HC2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $36449.93     | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145660 | PA      | $149137.22    | 0.03%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                         | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8873.79      | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Solventum Corp                                               | Solventum Corp                                                              | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114403.08    | 0.03%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $101679.69    | 0.02%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                              | AstraZeneca PLC                                                             | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    272000 | PA      | $310891.10    | 0.07%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                         | Verisk Analytics Inc                                                        | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109678.71    | 0.02%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137FYTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96079 | PA      | $83710.88     | 0.02%             | 2035-07-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                   | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8727.93      | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                      | Charles Schwab Corp/The                                                     | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21395.16     | 0.00%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                       | Brookfield Finance Inc                                                      | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $65331.38     | 0.01%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                       | Chubb INA Holdings LLC                                                      | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50369.72     | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72641 | PA      | $74436.29     | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                             | LPL Holdings Inc                                                            | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61094.42     | 0.01%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                              | Dollar Tree Inc                                                             | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     92000 | PA      | $62847.17     | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                  | Target Corp                                                                 | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59198.55     | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     35909 | PA      | $37119.66     | 0.01%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                      | Arthur J Gallagher & Co                                                     | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $58314.48     | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     92000 | PA      | $104738.04    | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1470000 | PA      | $1408960.54   | 0.31%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                   | Korea Development Bank/The                                                  | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203056.76    | 0.05%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                       | American International Group Inc                                            | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20542.02     | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FPK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96627 | PA      | $101276.30    | 0.02%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                               | Albemarle Corp                                                              | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60020.48     | 0.01%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                   | Zoetis Inc                                                                  | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50514.48     | 0.01%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135627.18    | 0.03%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50780.94     | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                            | NSTAR Electric Co                                                           | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63840.32     | 0.01%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                               | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18273.57     | 0.00%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                     | Omega Healthcare Investors Inc                                              | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90551.32     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1410181.64   | 0.31%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                         | JetBlue 2020-1 Class A Pass Through Trust                                   | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21166 | PA      | $20052.80     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                              | Israel Government International Bond                                        | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    280000 | PA      | $208008.42    | 0.05%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $373339.85    | 0.08%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                  | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17806.64     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                            | Dell International LLC / EMC Corp                                           | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19989.46     | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                  | NVIDIA Corp                                                                 | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62948.96     | 0.01%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                | Public Service Co of Colorado                                               | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51652.52     | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                              | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24553.42     | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1968984.38   | 0.44%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418FPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198698 | PA      | $197744.12    | 0.04%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $8987.18      | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                   | Eaton Corp                                                                  | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47413.28     | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                  | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45457.27     | 0.01%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                      | Laboratory Corp of America Holdings                                         | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9504.91      | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                               | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193299.28    | 0.04%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                     | European Investment Bank                                                    | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     30000 | PA      | $30046.72     | 0.01%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                 | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $298553.34    | 0.07%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                 | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207572.42    | 0.05%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                              | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147505.56    | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                 | Synopsys Inc                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101581.05    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                       | AXIS Specialty Finance LLC                                                  | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19367.67     | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                         | Targa Resources Corp                                                        | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8551.57      | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117101 | PA      | $121222.86    | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                              | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10027.40     | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                           | Valero Energy Corp                                                          | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118230.86    | 0.03%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                             | Black Hills Corp                                                            | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103583.55    | 0.02%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                          | Kimco Realty OP LLC                                                         | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19936.09     | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2485058.60   | 0.55%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                           | Analog Devices Inc                                                          | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10364.01     | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                            | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19911.54     | 0.00%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                     | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10028.39     | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                          | Otis Worldwide Corp                                                         | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    120000 | PA      | $93869.64     | 0.02%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                            | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $48151.81     | 0.01%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                            | Toyota Motor Corp                                                           | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $100484.71    | 0.02%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                     | Willis North America Inc                                                    | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50671.50     | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $891210.94    | 0.20%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102780.94    | 0.02%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1330804.69   | 0.30%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                     | Assured Guaranty US Holdings Inc                                            | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16849.57     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Interstate Power and Light Co                                | Interstate Power and Light Co                                               | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49187.70     | 0.01%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179U6V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    188518 | PA      | $174179.86    | 0.04%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                       | Brookfield Finance Inc                                                      | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19864.85     | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                     | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61379.25     | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                         | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    140000 | PA      | $141554.00    | 0.03%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                         | LXP Industrial Trust                                                        | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21251.94     | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                             | MDC Holdings Inc                                                            | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40381.17     | 0.01%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                             | Oesterreichische Kontrollbank AG                                            | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     70000 | PA      | $70037.77     | 0.02%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                           | Southwest Gas Corp                                                          | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20642.13     | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                           | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $81213.42     | 0.02%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                              | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32644.27     | 0.01%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                         | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     91000 | PA      | $83718.01     | 0.02%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-4                   | Exeter Automobile Receivables Trust 2024-4                                  | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50206.22     | 0.01%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                     | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9892.92      | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                     | Baxter International Inc                                                    | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9877.13      | 0.00%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24004.81     | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XAA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    189603 | PA      | $186499.83    | 0.04%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                | M&T Bank Corp                                                               | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63467.83     | 0.01%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DJK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75424 | PA      | $72994.28     | 0.02%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                               | McCormick & Co Inc/MD                                                       | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79169.89     | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                               | Globe Life Inc                                                              | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30134.68     | 0.01%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                        | Flowserve Corp                                                              | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53373.48     | 0.01%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                | Selective Insurance Group Inc                                               | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20845.48     | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $104521.50    | 0.02%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15012.03     | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                         | Public Storage Operating Co                                                 | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92853.91     | 0.02%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                        | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    110000 | PA      | $103810.76    | 0.02%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                          | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $144317.18    | 0.03%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                           | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102232.57    | 0.02%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19417.07     | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                               | TD SYNNEX Corp                                                              | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52793.78     | 0.01%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91190.09     | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                 | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52273.08     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                              | Weyerhaeuser Co                                                             | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39437.30     | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                   | VMware LLC                                                                  | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117524.70    | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134259 | PA      | $135812.87    | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                       | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95466.43     | 0.02%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                        | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10854.65     | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    233122 | PA      | $236166.23    | 0.05%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                          | PayPal Holdings Inc                                                         | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162103.15    | 0.04%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                   | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50673.22     | 0.01%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                 | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    167000 | PA      | $160391.59    | 0.04%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                              | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41053.56     | 0.01%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    663167 | PA      | $614024.10    | 0.14%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                     | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105268.19    | 0.02%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137H13Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $87790.18     | 0.02%             | 2031-05-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                   | Santander Holdings USA Inc                                                  | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10185.45     | 0.00%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ES84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70153 | PA      | $70117.70     | 0.02%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                 | CubeSmart LP                                                                | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42599.02     | 0.01%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                              | San Diego Gas & Electric Co                                                 | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28956.62     | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                      | NVR Inc                                                                     | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28448.69     | 0.01%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                       | NXP BV / NXP Funding LLC / NXP USA Inc                                      | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     10000 | PA      | $9849.38      | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                     | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30050.68     | 0.01%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                             | Progressive Corp/The                                                        | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36934.96     | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                          | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    320000 | PA      | $319551.46    | 0.07%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                   | Intuit Inc                                                                  | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17882.39     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34304.93     | 0.01%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                   | Mizuho Financial Group Inc                                                  | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10312.49     | 0.00%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                  | Exelon Corp                                                                 | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77041.34     | 0.02%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                   | FedEx Corp                                                                  | CUSIP: 31428XCM6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    330000 | PA      | $301353.91    | 0.07%             | 2035-02-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1315075 | PA      | $1074677.47   | 0.24%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6405333 | PA      | $5464579.24   | 1.21%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                          | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     40000 | PA      | $44365.69     | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                          | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50319.72     | 0.01%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                     | First American Financial Corp                                               | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34821.93     | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                             | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208103.39    | 0.05%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development          | International Bank for Reconstruction & Development                         | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     45000 | PA      | $44331.20     | 0.01%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9895.03      | 0.00%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $399515.62    | 0.09%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                     | AT&T Inc                                                                    | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358816.70    | 0.08%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                              | Santander UK Group Holdings PLC                                             | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $141635.11    | 0.03%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                 | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60822.52     | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                    | Province of Quebec Canada                                                   | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $49732.30     | 0.01%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development          | International Bank for Reconstruction & Development                         | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     75000 | PA      | $77939.63     | 0.02%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                            | State Street Corp                                                           | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150292.02    | 0.03%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                 | ING Groep NV                                                                | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $41671.87     | 0.01%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                              | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9444.17      | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                      | Principal Financial Group Inc                                               | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53003.48     | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $697429.68    | 0.15%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                   | CNH Equipment Trust 2023-B                                                  | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84716 | PA      | $85907.47     | 0.02%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137FMU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    614313 | PA      | $609690.23    | 0.14%             | 2026-05-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                              | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7511.15      | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                       | International Paper Co                                                      | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12540.52     | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                     | Cleveland Electric Illuminating Co/The                                      | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $127197.25    | 0.03%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                  | ONE Gas Inc                                                                 | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17281.28     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                         | Booking Holdings Inc                                                        | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49846.93     | 0.01%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                    | Tyco Electronics Group SA                                                   | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $20336.78     | 0.00%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                     | Baxter International Inc                                                    | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34322.66     | 0.01%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                  | PNC Bank NA                                                                 | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89831.88     | 0.02%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                               | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8764.81      | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3950000 | PA      | $3999375.00   | 0.89%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    172000 | PA      | $153135.48    | 0.03%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                            | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34731.38     | 0.01%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                     | CSX Corp                                                                    | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32694.93     | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                    | Province of Quebec Canada                                                   | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $101581.25    | 0.02%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                           | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37866.53     | 0.01%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                          | Moody's Corp                                                                | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84138.18     | 0.02%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                 | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45068.39     | 0.01%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                     | Targa Resources Partners LP / Targa Resources Partners Finance Corp         | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80077.02     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                  | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    254000 | PA      | $244424.62    | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                 | Jacobs Engineering Group Inc                                                | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63290.28     | 0.01%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57015.27     | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                       | Motorola Solutions Inc                                                      | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50952.52     | 0.01%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    152798 | PA      | $150273.58    | 0.03%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2950000 | PA      | $2985492.19   | 0.66%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP    | Phillips Edison Grocery Center Operating Partnership I LP                   | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10445.11     | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61341.10     | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                        | Amcor Finance USA Inc                                                       | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10044.33     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                        | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68054.84     | 0.02%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                     | Johnson Controls International plc / Tyco Fire & Security Finance SCA       | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     50000 | PA      | $50915.69     | 0.01%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                          | Eastman Chemical Co                                                         | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26503.53     | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                   | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38947.12     | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                  | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104811.14    | 0.02%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                      | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129536.51    | 0.03%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20747.12     | 0.00%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $105416.02    | 0.02%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                     | Westinghouse Air Brake Technologies Corp                                    | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51106.26     | 0.01%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                          | Quanta Services Inc                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28056.84     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                         | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105135.93    | 0.02%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                  | Exelon Corp                                                                 | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9907.76      | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                      | CNO Financial Group Inc                                                     | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63671.25     | 0.01%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10416.99     | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                  | Oracle Corp                                                                 | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47825.80     | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113009.53    | 0.03%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                       | Bunge Ltd Finance Corp                                                      | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55118.08     | 0.01%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                 | Assurant Inc                                                                | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54519.73     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    213058 | PA      | $184560.24    | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                            | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $88681.15     | 0.02%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                         | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     92000 | PA      | $92947.80     | 0.02%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                          | Delta Air Lines Inc                                                         | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51100.83     | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    174527 | PA      | $166427.11    | 0.04%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    110000 | PA      | $110869.15    | 0.02%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                     | International Business Machines Corp                                        | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9917.38      | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216102.21    | 0.05%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1069535.16   | 0.24%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                      | KeyCorp                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75876.58     | 0.02%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                         | Parker-Hannifin Corp                                                        | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17810.98     | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                       | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26289.08     | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JZ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    120000 | PA      | $120692.72    | 0.03%             | 2026-08-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                       | Bank of New York Mellon Corp/The                                            | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97789.33     | 0.02%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36468.19     | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                     | AT&T Inc                                                                    | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98574.42     | 0.02%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                          | Kimco Realty OP LLC                                                         | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88267.86     | 0.02%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                | Owens Corning                                                               | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68554.01     | 0.02%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525109 | PA      | $500540.02    | 0.11%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                           | Home Depot Inc/The                                                          | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121938.09    | 0.03%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                            | Canada Government International Bond                                        | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    210000 | PA      | $210665.23    | 0.05%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                               | Carvana Auto Receivables Trust 2022-N1                                      | CUSIP: 14686GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18267 | PA      | $18075.93     | 0.00%             | 2028-12-11      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                     | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    560000 | PA      | $508783.73    | 0.11%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                      | Bank of Nova Scotia/The                                                     | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50565.22     | 0.01%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                              | OGE Energy Corp                                                             | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51920.50     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                             | HF Sinclair Corp                                                            | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50844.15     | 0.01%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                      | Delta Air Lines 2020-1 Class AA Pass Through Trust                          | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14021 | PA      | $13450.17     | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                   | Capital One Financial Corp                                                  | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $146615.51    | 0.03%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| BMO 2024-5C7 Mortgage Trust                                  | BMO 2024-5C7 Mortgage Trust                                                 | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51965.46     | 0.01%             | 2057-11-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                             | Oesterreichische Kontrollbank AG                                            | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     45000 | PA      | $45353.65     | 0.01%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                               | AmeriCredit Automobile Receivables Trust 2021-2                             | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9005 | PA      | $8972.86      | 0.00%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666234 | PA      | $545625.35    | 0.12%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100941.41    | 0.02%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161800.67    | 0.04%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     30000 | PA      | $29726.06     | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                       | Equitable Holdings Inc                                                      | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7020.01      | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                    | ORIX Corp                                                                   | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10358.00     | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                          | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61654.90     | 0.01%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HACX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $102045.98    | 0.02%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                               | American Electric Power Co Inc                                              | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82524.78     | 0.02%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9646.68      | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                     | Aon Corp / Aon Global Holdings PLC                                          | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    120000 | PA      | $124974.14    | 0.03%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                    | Evergy Kansas Central Inc                                                   | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9885.53      | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                       | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182245.40    | 0.04%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                             | Coca-Cola Co/The                                                            | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49760.61     | 0.01%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441718 | PA      | $457742.35    | 0.10%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                          | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    116548 | PA      | $107687.30    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                       | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14052.56     | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 3618N5RF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    694739 | PA      | $701461.36    | 0.16%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                     | FMC Corp                                                                    | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28573.70     | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                     | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106971.81    | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                           | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    184000 | PA      | $173348.71    | 0.04%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                           | Ginnie Mae II Pool                                                          | CUSIP: 36179YYW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     87460 | PA      | $88331.18     | 0.02%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                       | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20995.99     | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                        | Haleon US Capital LLC                                                       | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116903.59    | 0.03%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                      | Bank of Nova Scotia/The                                                     | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102158.89    | 0.02%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                      | Duke Energy Florida LLC                                                     | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10806.20     | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $502109.38    | 0.11%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                              | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8715.09      | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                          | Nomura Holdings Inc                                                         | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $113630.24    | 0.03%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                     | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    280000 | PA      | $288781.23    | 0.06%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                  | Exelon Corp                                                                 | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19691.26     | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corp                                                | M&T Bank Corp                                                               | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32477.02     | 0.01%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137F9Z61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88061 | PA      | $81788.91     | 0.02%             | 2030-08-25      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                           | Council Of Europe Development Bank                                          | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $49951.99     | 0.01%             | 2028-05-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                    | Jabil Inc                                                                   | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40006.05     | 0.01%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                     | Westinghouse Air Brake Technologies Corp                                    | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63026.16     | 0.01%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool                                                            | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215244 | PA      | $183636.38    | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting