# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001635073-26-000319
**Filing Date:** 2026-6
**Character Count:** 701827
**Document Hash:** d8ac7a959068bfe9c4db4602db75e9b5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001635073-26-000319.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001635073-26-000319

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**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:** 261113979

**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 Enhanced Yield U.S. Aggregate Bond ETF (Series ID: S000055017)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000173018 | Nuveen Enhanced Yield U.S. Aggregate Bond ETF | NUAG            |

## 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 Enhanced Yield U.S. Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000055017

- **c. LEI of Series:** 549300HE9VJ0SFOJ5553

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

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

- **b. Date as of which information is reported:** 2026-04-30

**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:** $93543953.00

**Total Liabilities:** $626098.00

**Net Assets:** $92917855.00

**Delayed Delivery Securities:** $99973.00

**Cash Not Reported:** $917571.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7.81000000 | **1-Year:** -3505.83000000 | **5-Year:** -8904.54000000 | **10-Year:** -18636.40000000 | **30-Year:** -24910.58000000

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

- **3-Month:** 0.00000000 | **1-Year:** -28.14000000 | **5-Year:** -60.62000000 | **10-Year:** -4.98000000 | **30-Year:** -3.74000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173018 | 1.48%                | -1.87%               | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2638.20                | $761845.14                                 |
| Month 2  | $-2994.33                | $-1653151.23                               |
| Month 3  | $-38551.47               | $-133467.28                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VOYA FINANCIAL INC                                                                                                                                     | Voya Financial Inc                                                                                                                                     | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19252.90     | 0.02%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     20000 | PA      | $18133.00     | 0.02%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                                                                                                | Inter-American Development Bank                                                                                                                        | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     20000 | PA      | $18453.32     | 0.02%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                                                              | Aetna Inc                                                                                                                                              | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8449.04      | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                                                                                      | CF Industries Inc                                                                                                                                      | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9390.18      | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9284.72      | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                                                                                                                                | Goldman Sachs Capital I                                                                                                                                | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10487.43     | 0.01%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                                                                                                | Southern Co Gas Capital Corp                                                                                                                           | CUSIP: 001192AD5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52675.54     | 0.06%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                                                                                                    | Eastman Chemical Co                                                                                                                                    | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8386.73      | 0.01%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                                                                                             | Hasbro Inc                                                                                                                                             | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27276.01     | 0.03%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Illinois State, General Obligation Bonds, Pension Funding Series 2003                                                                                  | Illinois State, General Obligation Bonds, Pension Funding Series 2003                                                                                  | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |       873 | PA      | $886.61       | 0.00%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VALE CANADA LTD                                                                                                                                        | Vale Canada Ltd                                                                                                                                        | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $65940.00     | 0.07%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                                                                                                      | National Grid USA                                                                                                                                      | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12399.07     | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                                                                                               | Everest Reinsurance Holdings Inc                                                                                                                       | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42932.47     | 0.05%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                                                                                      | Korea International Bond                                                                                                                               | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     20000 | PA      | $17897.15     | 0.02%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                                                                 | International Paper Co                                                                                                                                 | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15401.93     | 0.02%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                                                                                     | Ford Motor Co                                                                                                                                          | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10328.68     | 0.01%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                                                                                                     | Valero Energy Corp                                                                                                                                     | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11349.17     | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                                                                                               | Uruguay Government International Bond                                                                                                                  | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     67000 | PA      | $62172.65     | 0.07%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $125350.57    | 0.13%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                                                                      | General Motors Co                                                                                                                                      | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49581.11     | 0.05%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                                                                                                  | Continental Resources Inc/OK                                                                                                                           | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8018.84      | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                                                                                                | Kinder Morgan Energy Partners LP                                                                                                                       | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28022.78     | 0.03%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10990.21     | 0.01%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                                                                | Piedmont Natural Gas Co Inc                                                                                                                            | CUSIP: 720186AH8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93202.59     | 0.10%             | 2034-09-18      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                                                  | Wells Fargo & Co                                                                                                                                       | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168239.84    | 0.18%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5478.00      | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                                                                                                    | Cardinal Health Inc                                                                                                                                    | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16696.92     | 0.02%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                                                                   | Freeport-McMoRan Inc                                                                                                                                   | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10177.10     | 0.01%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority, Revenue Bonds, Build America Taxable Bonds, Series 2010A                                                                | New Jersey Turnpike Authority, Revenue Bonds, Build America Taxable Bonds, Series 2010A                                                                | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     45000 | PA      | $51475.38     | 0.06%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                                                                                              | GATX Corp                                                                                                                                              | CUSIP: 361448AX1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41258.94     | 0.04%             | 2045-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                                                              | Boeing Co/The                                                                                                                                          | CUSIP: 097023BL8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28053.92     | 0.03%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                                                                                  | Quest Diagnostics Inc                                                                                                                                  | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8840.81      | 0.01%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                                                                                         | BorgWarner Inc                                                                                                                                         | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6539.58      | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                                                                                                | Spectra Energy Partners LP                                                                                                                             | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25290.20     | 0.03%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69470.55     | 0.07%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                                                                                                | Southwestern Electric Power Co                                                                                                                         | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      1000 | PA      | $753.91       | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134658.29    | 0.14%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                                                                                      | L3Harris Technologies Inc                                                                                                                              | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9233.38      | 0.01%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     93000 | PA      | $78016.66     | 0.08%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     52000 | PA      | $35632.29     | 0.04%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                                                                 | International Paper Co                                                                                                                                 | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48795.90     | 0.05%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                                                                 | International Paper Co                                                                                                                                 | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8908.93      | 0.01%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                                                                                | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45386.68     | 0.05%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25481.55     | 0.03%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                                                  | Wells Fargo & Co                                                                                                                                       | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59925.11     | 0.06%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46121.55     | 0.05%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                                                                               | Canadian Pacific Railway Co                                                                                                                            | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9884.83      | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                                                                                             | Biogen Inc                                                                                                                                             | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30939.34     | 0.03%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     70000 | PA      | $56771.78     | 0.06%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                                                                                          | J M Smucker Co/The                                                                                                                                     | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24551.98     | 0.03%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55020.26     | 0.06%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17178.21     | 0.02%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230704.27    | 0.25%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                                                                         | Halliburton Co                                                                                                                                         | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19566.06     | 0.02%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                                                                                                     | Grupo Televisa SAB                                                                                                                                     | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $7632.19      | 0.01%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                                                                                        | McDonald's Corp                                                                                                                                        | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53859.14     | 0.06%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                                                                                | Marathon Petroleum Corp                                                                                                                                | CUSIP: 56585AAM4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9539.36      | 0.01%             | 2045-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19165.17     | 0.02%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System, Revenue Financing System Bonds, Green Series 2016B                                                 | Board of Regents of the University of Texas System, Revenue Financing System Bonds, Green Series 2016B                                                 | CUSIP: 91514ADE2<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     60000 | PA      | $48634.97     | 0.05%             | 2046-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     70000 | PA      | $70991.65     | 0.08%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     19000 | PA      | $15407.71     | 0.02%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                                                                      | General Motors Co                                                                                                                                      | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44956.18     | 0.05%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                                                                                                                    | El Paso Electric Co                                                                                                                                    | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23244.88     | 0.03%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112273.64    | 0.12%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                                                                               | Occidental Petroleum Corp                                                                                                                              | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7953.14      | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5749.80      | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10856.54     | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18984.37     | 0.02%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2920.58      | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                                                                                             | Dover Corp                                                                                                                                             | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3115.50      | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                                                  | Wells Fargo & Co                                                                                                                                       | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8027.20      | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                                                                                                  | Molson Coors Beverage Co                                                                                                                               | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14128.13     | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                                                                | Piedmont Natural Gas Co Inc                                                                                                                            | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    145000 | PA      | $105507.25    | 0.11%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                                                                 | International Paper Co                                                                                                                                 | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5569.29      | 0.01%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                                                                                       | Black Hills Corp                                                                                                                                       | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7826.16      | 0.01%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Missouri Health and Educational Facilities Authority, Revenue Bonds, Washington University, Series 2016B                                               | Missouri Health and Educational Facilities Authority, Revenue Bonds, Washington University, Series 2016B                                               | CUSIP: 60636AMS9<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     21000 | PA      | $14078.78     | 0.02%             | 2051-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                                                                                               | Baxter International Inc                                                                                                                               | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13237.28     | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                                                                                               | Baltimore Gas and Electric Co                                                                                                                          | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144565.70    | 0.16%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                                                                                              | Spire Inc                                                                                                                                              | CUSIP: 505597AD6<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15236.67     | 0.02%             | 2044-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                                                                        | CMS Energy Corp                                                                                                                                        | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9614.98      | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District, California, General Obligation Bonds, Build America Taxable Bonds, Series 2010                                 | Los Angeles Community College District, California, General Obligation Bonds, Build America Taxable Bonds, Series 2010                                 | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33059.63     | 0.04%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| University of California Regents, Medical Center Pooled Revenue Bonds, Taxable Build America Bond Series 2010H                                         | University of California Regents, Medical Center Pooled Revenue Bonds, Taxable Build America Bond Series 2010H                                         | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104694.26    | 0.11%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                                                                                      | Southern Power Co                                                                                                                                      | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44543.30     | 0.05%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92133.71     | 0.10%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10103.80     | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5154.15      | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                                                                   | Keurig Dr Pepper Inc                                                                                                                                   | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15733.01     | 0.02%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                                                                                     | Ford Motor Co                                                                                                                                          | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8042.67      | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Cook County, Illinois, General Obligation Bonds, Build America Taxable Bonds, Series 2010D                                                             | Cook County, Illinois, General Obligation Bonds, Build America Taxable Bonds, Series 2010D                                                             | CUSIP: 213185DV0<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10580.74     | 0.01%             | 2034-11-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                                                                                       | Hewlett Packard Enterprise Co                                                                                                                          | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10080.89     | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                                                                                       | Hewlett Packard Enterprise Co                                                                                                                          | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14953.23     | 0.02%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| JOHNSON CONTROLS INTL PL                                                                                                                               | Johnson Controls International plc                                                                                                                     | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     12000 | PA      | $10094.83     | 0.01%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                                                                                           | GS Mortgage Securities Trust 2016-GS4                                                                                                                  | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149914 | PA      | $149452.55    | 0.16%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                                                                                    | Emera US Finance LP                                                                                                                                    | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $26551.42     | 0.03%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                                                                              | Kroger Co/The                                                                                                                                          | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8177.66      | 0.01%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $160548.28    | 0.17%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                                                                | MPLX LP                                                                                                                                                | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35275.73     | 0.04%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9361.62      | 0.01%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                                                                                                 | Capital One Financial Corp                                                                                                                             | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28972.67     | 0.03%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORP                                                                                                                                   | Mercury General Corp                                                                                                                                   | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4981.30      | 0.01%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                                                                         | Sumisho Air Lease Corp                                                                                                                                 | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12848.84     | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                                                                                               | Telefonica Emisiones SA                                                                                                                                | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     30000 | PA      | $26324.63     | 0.03%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44823.96     | 0.05%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                                                                                                   | Southern Copper Corp                                                                                                                                   | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11672.79     | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                                                                         | Lowe's Cos Inc                                                                                                                                         | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6949.80      | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                                                                                                | Southern Co Gas Capital Corp                                                                                                                           | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    101000 | PA      | $82229.39     | 0.09%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                                                                                               | Cleco Corporate Holdings LLC                                                                                                                           | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15240.40     | 0.02%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                                                                       | Crown Castle Inc                                                                                                                                       | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8314.11      | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $25025.13     | 0.03%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                                                                     | Panama Government International Bond                                                                                                                   | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     48000 | PA      | $39580.80     | 0.04%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                                                                               | International Flavors & Fragrances Inc                                                                                                                 | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7903.06      | 0.01%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162759.02    | 0.18%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                                                                                        | Tyson Foods Inc                                                                                                                                        | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8443.18      | 0.01%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                                                                                               | American Financial Group Inc/OH                                                                                                                        | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8120.04      | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                                                                                             | Masco Corp                                                                                                                                             | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16375.93     | 0.02%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                                                                       | FirstEnergy Corp                                                                                                                                       | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25784.47     | 0.03%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                                                                                          | Owens Corning                                                                                                                                          | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3202.11      | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                                                                                | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     91000 | PA      | $97002.87     | 0.10%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN EQUITY INVESTME                                                                                                                               | American National Group Inc                                                                                                                            | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4985.05      | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                                                                                              | ORIX Corp                                                                                                                                              | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $4958.27      | 0.01%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                                                                                                 | Barrick North America Finance LLC                                                                                                                      | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21086.46     | 0.02%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                                                                                | Jefferies Financial Group Inc                                                                                                                          | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19854.90     | 0.02%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                                                                       | Duke Energy Corp                                                                                                                                       | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    287000 | PA      | $214280.41    | 0.23%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5284.12      | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      9000 | PA      | $9349.12      | 0.01%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                                                                                       | Markel Group Inc                                                                                                                                       | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29549.46     | 0.03%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     54000 | PA      | $42699.59     | 0.05%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                                                                      | Suncor Energy Inc                                                                                                                                      | CUSIP: 867224AB3<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $18109.52     | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                                                                    | Synchrony Financial                                                                                                                                    | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9889.28      | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $43165.47     | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                                                                                               | AXIS Specialty Finance PLC                                                                                                                             | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7000 | PA      | $6946.39      | 0.01%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     26000 | PA      | $21350.46     | 0.02%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                                                                                                  | RPM International Inc                                                                                                                                  | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3146.58      | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                                                                     | Cenovus Energy Inc                                                                                                                                     | CUSIP: 15135UAP4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4848.82      | 0.01%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                                                                                     | Athene Holding Ltd                                                                                                                                     | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69265.82     | 0.07%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                                                                 | Sempra                                                                                                                                                 | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     34000 | PA      | $25333.13     | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                                                                 | Sempra                                                                                                                                                 | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32133.49     | 0.03%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                                                                                        | Israel Government International Bond                                                                                                                   | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    250000 | PA      | $190565.74    | 0.21%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Plancon Program, Taxable Series 2018A                                 | Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Plancon Program, Taxable Series 2018A                                 | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      6000 | PA      | $5505.48      | 0.01%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                                                                          | AEP Texas Inc                                                                                                                                          | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47336.60     | 0.05%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                                                                                | Jefferies Financial Group Inc                                                                                                                          | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18445.40     | 0.02%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49888 | PA      | $47619.40     | 0.05%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                                                                               | Benchmark 2018-B1 Mortgage Trust                                                                                                                       | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $128265.01    | 0.14%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43508.38     | 0.05%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29854 | PA      | $28215.73     | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37859.98     | 0.04%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67606 | PA      | $62340.38     | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                                                                | MPLX LP                                                                                                                                                | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28885.05     | 0.03%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                                                                                                      | Iberdrola International BV                                                                                                                             | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     18000 | PA      | $20227.35     | 0.02%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                                                                    | Elevance Health Inc                                                                                                                                    | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41484.61     | 0.04%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                                                                                               | Telefonica Emisiones SA                                                                                                                                | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     14000 | PA      | $12681.50     | 0.01%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20258 | PA      | $19148.87     | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                                                                                 | Santander Holdings USA Inc                                                                                                                             | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64949.33     | 0.07%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                                                                        | CVS Health Corp                                                                                                                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25947.47     | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                                                                        | CVS Health Corp                                                                                                                                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86275.92     | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                                                                                               | First-Citizens Bank & Trust Co                                                                                                                         | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10245.08     | 0.01%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                                                    | Fifth Third Bancorp                                                                                                                                    | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12901.97     | 0.01%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                                                                                                     | Ohio Power Co                                                                                                                                          | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $251165.09    | 0.27%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                                                                                            | Bell Telephone Co of Canada or Bell Canada                                                                                                             | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $8856.89      | 0.01%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                                                            | Nutrien Ltd                                                                                                                                            | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11824.40     | 0.01%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                                                            | Nutrien Ltd                                                                                                                                            | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10460.26     | 0.01%             | 2041-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                                                                                               | Uruguay Government International Bond                                                                                                                  | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     90000 | PA      | $80757.00     | 0.09%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                                                                                    | Moody's Corp                                                                                                                                           | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6881.00      | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Taxable Various Purpose Series 2018                                                                        | California State, General Obligation Bonds, Taxable Various Purpose Series 2018                                                                        | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70861.70     | 0.08%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                                                                               | Brighthouse Financial Inc                                                                                                                              | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34754.63     | 0.04%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                                                                                              | GATX Corp                                                                                                                                              | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6000.03      | 0.01%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5950.51      | 0.01%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORM                                                                                                                               | Fidelity National Information Services Inc                                                                                                             | CUSIP: 31620MAZ9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41507.02     | 0.04%             | 2048-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5117.89      | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                                                                               | Celulosa Arauco y Constitucion SA                                                                                                                      | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     50000 | PA      | $44287.19     | 0.05%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113343 | PA      | $110107.38    | 0.12%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22395.41     | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                                                             | PacifiCorp                                                                                                                                             | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    267000 | PA      | $201350.40    | 0.22%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                                                                                               | Montefiore Obligated Group                                                                                                                             | CUSIP: 61237WAE6<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24519.28     | 0.03%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12808.90     | 0.01%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                                                                                                 | Arizona Public Service Co                                                                                                                              | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15640.31     | 0.02%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                                                               | RTX Corp                                                                                                                                               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55398.01     | 0.06%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                                                               | RTX Corp                                                                                                                                               | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8514.23      | 0.01%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                                                                                               | Willis North America Inc                                                                                                                               | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13981.34     | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                                                                                               | Willis North America Inc                                                                                                                               | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61083.69     | 0.07%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                                                    | JPMorgan Chase & Co                                                                                                                                    | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $98497.25     | 0.11%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                                                                                       | Lazard Group LLC                                                                                                                                       | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20923.74     | 0.02%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                                                                               | Prudential Financial Inc                                                                                                                               | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6960.46      | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                                                                                        | Tyson Foods Inc                                                                                                                                        | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9978.71      | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                                                                                                  | TransCanada PipeLines Ltd                                                                                                                              | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $17580.21     | 0.02%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                                                                                               | Southwestern Public Service Co                                                                                                                         | CUSIP: 845743BL6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21545.13     | 0.02%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                                                                                     | Conagra Brands Inc                                                                                                                                     | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10247.53     | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                                                               | Constellation Brands Inc                                                                                                                               | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9062.67      | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                                                                                               | Stanley Black & Decker Inc                                                                                                                             | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8398.65      | 0.01%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                                                                                            | Corning Inc                                                                                                                                            | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48460.50     | 0.05%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                                                                                      | Korea International Bond                                                                                                                               | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     11000 | PA      | $9180.81      | 0.01%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                                                                                                   | Southern Copper Corp                                                                                                                                   | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6657.83      | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City, New York, General Obligation Bonds, Federally Taxable Build America Bonds, Series 2010-F1                                               | New York City, New York, General Obligation Bonds, Federally Taxable Build America Bonds, Series 2010-F1                                               | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52782.15     | 0.06%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                                                                               | Berkshire Hathaway Energy Co                                                                                                                           | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80382.36     | 0.09%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                                                                                              | GATX Corp                                                                                                                                              | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9961.24      | 0.01%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                                                                                                | Kinder Morgan Energy Partners LP                                                                                                                       | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43272.13     | 0.05%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63872.00     | 0.07%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                                                                                   | BANK 2018-BNK13                                                                                                                                        | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $148949.40    | 0.16%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                                                                                      | General Mills Inc                                                                                                                                      | CUSIP: 370334CH5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10857.02     | 0.01%             | 2038-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $137369.53    | 0.15%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                                                                                  | DuPont de Nemours Inc                                                                                                                                  | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9302.11      | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                                                                       | BAT Capital Corp                                                                                                                                       | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18212.79     | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     96000 | PA      | $83403.73     | 0.09%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1000 | PA      | $959.86       | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Chicago, Illinois, General Airport Revenue Bonds, O'Hare International Airport, Taxable Senior Lien Series 2018C                                       | Chicago, Illinois, General Airport Revenue Bonds, O'Hare International Airport, Taxable Senior Lien Series 2018C                                       | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     17000 | PA      | $14605.17     | 0.02%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                                                                                                    | Vulcan Materials Co                                                                                                                                    | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17082.76     | 0.02%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                                                                              | Kroger Co/The                                                                                                                                          | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69100.46     | 0.07%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                                                                                  | MidAmerican Energy Co                                                                                                                                  | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     62000 | PA      | $49737.69     | 0.05%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                                                                                              | Mylan Inc                                                                                                                                              | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15961.70     | 0.02%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                                                                                                 | Equitable Holdings Inc                                                                                                                                 | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60752.74     | 0.07%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                                                                       | Crown Castle Inc                                                                                                                                       | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43882.47     | 0.05%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                                                                                 | Fairfax Financial Holdings Ltd                                                                                                                         | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50280.94     | 0.05%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                                                                       | Altria Group Inc                                                                                                                                       | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34291.14     | 0.04%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                                                              | Boeing Co/The                                                                                                                                          | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     19000 | PA      | $12787.45     | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52969.79     | 0.06%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                                                                                       | Ventas Realty LP                                                                                                                                       | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25858.09     | 0.03%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                                                                                                 | Arizona Public Service Co                                                                                                                              | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15613.87     | 0.02%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40907 | PA      | $37771.53     | 0.04%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                                                                                                 | Webster Financial Corp                                                                                                                                 | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9767.57      | 0.01%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                                                                               | Benchmark 2018-B7 Mortgage Trust                                                                                                                       | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99654.55     | 0.11%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38044 | PA      | $35039.21     | 0.04%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                                                                                                | Essential Utilities Inc                                                                                                                                | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7893.16      | 0.01%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                                                              | Boeing Co/The                                                                                                                                          | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51437.56     | 0.06%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                                                                                                     | CNA Financial Corp                                                                                                                                     | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7840.24      | 0.01%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11390.49     | 0.01%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                                                             | Federal National Mortgage Association                                                                                                                  | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      1000 | PA      | $992.58       | 0.00%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                                                                               | Benchmark 2019-B11 Mortgage Trust                                                                                                                      | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96699.02     | 0.10%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                                                                                                     | Southwest Gas Corp                                                                                                                                     | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34399.28     | 0.04%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                                                                                          | Allstate Corp/The                                                                                                                                      | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     16000 | PA      | $11850.13     | 0.01%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28371.39     | 0.03%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                                                                                                 | AXIS Specialty Finance LLC                                                                                                                             | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4898.90      | 0.01%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                                                                                     | Vodafone Group PLC                                                                                                                                     | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $59765.67     | 0.06%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                                                                                       | Radian Group Inc                                                                                                                                       | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5002.15      | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    102000 | PA      | $73450.20     | 0.08%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $38211.70     | 0.04%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58667 | PA      | $52136.87     | 0.06%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     43000 | PA      | $43194.38     | 0.05%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                                                                                               | Alexandria Real Estate Equities Inc                                                                                                                    | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4600.35      | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                                                                     | Panama Government International Bond                                                                                                                   | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     80000 | PA      | $55120.00     | 0.06%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                                                                                        | McDonald's Corp                                                                                                                                        | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     39000 | PA      | $28045.39     | 0.03%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     22000 | PA      | $15688.87     | 0.02%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                                                                                           | Assurant Inc                                                                                                                                           | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6721.02      | 0.01%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                                                                                        | Cigna Group/The                                                                                                                                        | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     33000 | PA      | $28604.10     | 0.03%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                                                                       | BAT Capital Corp                                                                                                                                       | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12467.11     | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                                                             | Unum Group                                                                                                                                             | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39822.05     | 0.04%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                                                                                | KeyCorp                                                                                                                                                | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15926.01     | 0.02%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                                                                         | Sumisho Air Lease Corp                                                                                                                                 | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20879.87     | 0.02%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                                                                                       | Markel Group Inc                                                                                                                                       | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11500.94     | 0.01%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                                                                               | Occidental Petroleum Corp                                                                                                                              | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31005.06     | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                                                                    | American Tower Corp                                                                                                                                    | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21678.98     | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                                                                                                   | Republic of Italy Government International Bond                                                                                                        | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     60000 | PA      | $45242.85     | 0.05%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     50000 | PA      | $36546.24     | 0.04%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                                                                                                   | Adventist Health System/West                                                                                                                           | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6748.33      | 0.01%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                                                                                            | Corning Inc                                                                                                                                            | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7500.83      | 0.01%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                                                             | Intel Corp                                                                                                                                             | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $83886.78     | 0.09%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8757.66      | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority, Hospital Revenue Bonds, Trinity Health Credit Group, Taxable Refunding Series 2019-T                                       | Michigan Finance Authority, Hospital Revenue Bonds, Trinity Health Credit Group, Taxable Refunding Series 2019-T                                       | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     11000 | PA      | $9176.78      | 0.01%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                                                                      | Eversource Energy                                                                                                                                      | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     67000 | PA      | $46049.88     | 0.05%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                                                                         | Sumisho Air Lease Corp                                                                                                                                 | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27990.54     | 0.03%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     25000 | PA      | $17627.20     | 0.02%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                                                                               | Western Midstream Operating LP                                                                                                                         | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16944.96     | 0.02%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     12000 | PA      | $11314.03     | 0.01%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                                                                                       | Black Hills Corp                                                                                                                                       | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     61000 | PA      | $44207.06     | 0.05%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                                                                                | CNO Financial Group Inc                                                                                                                                | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8036.45      | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                                                                                  | Huntington Bancshares Inc/OH                                                                                                                           | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57450.40     | 0.06%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                                                                                               | Citizens Financial Group Inc                                                                                                                           | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20241.67     | 0.02%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                                                                                | KeyCorp                                                                                                                                                | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4910.75      | 0.01%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                                                             | Intel Corp                                                                                                                                             | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14094.29     | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Taxable Refunding Subordinate Lien Series 2020B. Tela Supported            | Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Taxable Refunding Subordinate Lien Series 2020B. Tela Supported            | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $27630.26     | 0.03%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     98000 | PA      | $76145.70     | 0.08%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                                                                    | Sherwin-Williams Co/The                                                                                                                                | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6686.98      | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                                                                                        | Cigna Group/The                                                                                                                                        | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15555.30     | 0.02%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                                                                                         | Starbucks Corp                                                                                                                                         | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     31000 | PA      | $20975.18     | 0.02%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                                                             | PacifiCorp                                                                                                                                             | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36416.34     | 0.04%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12026.15     | 0.01%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                                                                                | Canadian Natural Resources Ltd                                                                                                                         | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10595.20     | 0.01%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                                                                         | Lowe's Cos Inc                                                                                                                                         | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94072.46     | 0.10%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                                                                                               | Fox Corp                                                                                                                                               | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18476.07     | 0.02%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                                                                                                | Wisconsin Power and Light Co                                                                                                                           | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35515.84     | 0.04%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      1000 | PA      | $831.50       | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14968.11     | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $66634.76     | 0.07%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                                                                                      | Sysco Corp                                                                                                                                             | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53534.02     | 0.06%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                                                                                     | Athene Holding Ltd                                                                                                                                     | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1033.26      | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                                                                                        | Israel Government International Bond                                                                                                                   | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     50000 | PA      | $35692.01     | 0.04%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                                                  | Wells Fargo & Co                                                                                                                                       | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51492.71     | 0.06%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                                                                                                    | Dollar General Corp                                                                                                                                    | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5290.19      | 0.01%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     10000 | PA      | $7801.24      | 0.01%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                                                                                                | Essential Utilities Inc                                                                                                                                | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     21000 | PA      | $14008.95     | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                                                                                               | Dayton Power & Light Co/The                                                                                                                            | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52438.80     | 0.06%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17910.15     | 0.02%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                                                                                       | Campbell's Company/The                                                                                                                                 | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5976.73      | 0.01%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                                                                                             | Nasdaq Inc                                                                                                                                             | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20109.06     | 0.02%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                                                                                     | First Horizon Bank                                                                                                                                     | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10204.00     | 0.01%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     10000 | PA      | $6750.99      | 0.01%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                                                    | Fifth Third Bancorp                                                                                                                                    | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19665.81     | 0.02%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                                                              | Boeing Co/The                                                                                                                                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65629.58     | 0.07%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                                                                  | Northrop Grumman Corp                                                                                                                                  | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27905.76     | 0.03%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                                                              | ONEOK Inc                                                                                                                                              | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54388.71     | 0.06%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                                                                       | Altria Group Inc                                                                                                                                       | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39228.77     | 0.04%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                                                                                               | W R Berkley Corp                                                                                                                                       | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11316.66     | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22907.94     | 0.02%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                                                             | Fiserv Inc                                                                                                                                             | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36115.28     | 0.04%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                                                            | Nutrien Ltd                                                                                                                                            | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $7451.93      | 0.01%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                                                                                               | Aon Corp                                                                                                                                               | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17709.98     | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                                                                               | Brighthouse Financial Inc                                                                                                                              | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14118.24     | 0.02%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| ENTERGY CORP                                                                                                                                           | Entergy Corp                                                                                                                                           | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      1000 | PA      | $709.38       | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                                                                | Piedmont Natural Gas Co Inc                                                                                                                            | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7396.91      | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77142.93     | 0.08%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    143000 | PA      | $130541.39    | 0.14%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                                                                | MPLX LP                                                                                                                                                | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17695.40     | 0.02%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                                                                                                  | Stifel Financial Corp                                                                                                                                  | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11674.41     | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                                                                                               | Affiliated Managers Group Inc                                                                                                                          | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9409.48      | 0.01%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                                                                                                | Fidelity National Financial Inc                                                                                                                        | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19798.16     | 0.02%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                                                                                   | Bank of America Corp                                                                                                                                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    155000 | PA      | $111369.58    | 0.12%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                                                                                                  | Takeda Pharmaceutical Co Ltd                                                                                                                           | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $3146.19      | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                                                                                                  | Takeda Pharmaceutical Co Ltd                                                                                                                           | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $39210.23     | 0.04%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1000 | PA      | $916.75       | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    106000 | PA      | $88037.93     | 0.09%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                                                                                        | Cigna Group/The                                                                                                                                        | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51819.45     | 0.06%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| The Rector and Visitors of the University of Virginia, General Revenue Bonds, Taxable Pledge and Refunding Series 2020                                 | The Rector and Visitors of the University of Virginia, General Revenue Bonds, Taxable Pledge and Refunding Series 2020                                 | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     93000 | PA      | $52564.20     | 0.06%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180595.87    | 0.19%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24568.98     | 0.03%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    212417 | PA      | $182155.03    | 0.20%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                                                                                    | Moody's Corp                                                                                                                                           | CUSIP: 615369AU9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2501.21      | 0.00%             | 2060-08-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                                                                                                   | MGIC Investment Corp                                                                                                                                   | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4996.13      | 0.01%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                                                                                 | Marriott International Inc/MD                                                                                                                          | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36868.89     | 0.04%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                                                                               | Prudential Financial Inc                                                                                                                               | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42426.79     | 0.05%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                                                                      | NatWest Group PLC                                                                                                                                      | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     12000 | PA      | $10971.59     | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                                                                                         | BankUnited Inc                                                                                                                                         | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10971.38     | 0.01%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                                                                                                 | Arizona Public Service Co                                                                                                                              | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29520.34     | 0.03%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                                                                       | Deutsche Bank AG/New York NY                                                                                                                           | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     81000 | PA      | $76411.60     | 0.08%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                                                                                      | Brown & Brown Inc                                                                                                                                      | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21217.80     | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                                                                                                | PartnerRe Finance B LLC                                                                                                                                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28570.76     | 0.03%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                                                                       | BAT Capital Corp                                                                                                                                       | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36080.96     | 0.04%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                                                                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5000 | PA      | $5008.03      | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                                                                                 | Mondelez International Inc                                                                                                                             | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17017.43     | 0.02%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                                                                                | Jefferies Financial Group Inc                                                                                                                          | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42440.96     | 0.05%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                                                                      | Union Electric Co                                                                                                                                      | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     33000 | PA      | $19352.99     | 0.02%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                                                                                               | Everest Reinsurance Holdings Inc                                                                                                                       | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6696.02      | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                                                                                                    | LYB International Finance III LLC                                                                                                                      | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6251.80      | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                                                                                 | Fairfax Financial Holdings Ltd                                                                                                                         | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $23927.70     | 0.03%             | 2030-04-29      | Fixed         | 4.62%                 | 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        |     29000 | PA      | $16922.27     | 0.02%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    217000 | PA      | $152123.18    | 0.16%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2839.51      | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                                                    | JPMorgan Chase & Co                                                                                                                                    | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     63000 | PA      | $44156.54     | 0.05%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     18000 | PA      | $10863.00     | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     55000 | PA      | $29557.00     | 0.03%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     61000 | PA      | $33171.80     | 0.04%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    338795 | PA      | $278865.54    | 0.30%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                                                                     | Banco Santander SA                                                                                                                                     | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     44000 | PA      | $39800.49     | 0.04%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                                                                    | Carrier Global Corp                                                                                                                                    | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4308.34      | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | 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        |     36000 | PA      | $26986.54     | 0.03%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                                                                                      | CI Financial Corp                                                                                                                                      | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $23299.87     | 0.03%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    243000 | PA      | $150069.84    | 0.16%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    164505 | PA      | $141063.40    | 0.15%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    106886 | PA      | $95299.78     | 0.10%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                                                                   | Kraft Heinz Foods Co                                                                                                                                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21493.63     | 0.02%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91314.35     | 0.10%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                                                                                               | Province of British Columbia Canada                                                                                                                    | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     39000 | PA      | $34199.33     | 0.04%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Twenty-Fifth Series 2021                                            | Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Twenty-Fifth Series 2021                                            | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $63525.54     | 0.07%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                                                                       | Altria Group Inc                                                                                                                                       | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7593.04      | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                                                                                      | Kinder Morgan Inc                                                                                                                                      | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7617.88      | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    166074 | PA      | $136697.03    | 0.15%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tucson, Arizona, Certificates of Participation, Taxable Series 2021A                                                                                   | Tucson, Arizona, Certificates of Participation, Taxable Series 2021A                                                                                   | CUSIP: 898735UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     32000 | PA      | $23127.07     | 0.02%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                                                                                                   | Western Union Co/The                                                                                                                                   | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18065.68     | 0.02%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL INFO SERV                                                                                                                                | Fidelity National Information Services Inc                                                                                                             | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38897.64     | 0.04%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208152 | PA      | $167763.16    | 0.18%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     24000 | PA      | $18771.63     | 0.02%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     93000 | PA      | $71331.00     | 0.08%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     17000 | PA      | $11741.05     | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                                                                               | Santander UK Group Holdings PLC                                                                                                                        | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $45521.64     | 0.05%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                                                                    | Elevance Health Inc                                                                                                                                    | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14516.22     | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     59000 | PA      | $48167.33     | 0.05%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                                                                                                   | Appalachian Power Co                                                                                                                                   | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273292.51    | 0.29%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                                                                                               | W R Berkley Corp                                                                                                                                       | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34298.08     | 0.04%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    102000 | PA      | $78266.10     | 0.08%             | 2041-03-22      | Fixed         | 3.40%                 | 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        |    173524 | PA      | $163127.01    | 0.18%             | 2030-11-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     96000 | PA      | $68106.17     | 0.07%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6285.80      | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    214638 | PA      | $183942.42    | 0.20%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    204000 | PA      | $160843.80    | 0.17%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                                                                                  | Blue Owl Capital Corp                                                                                                                                  | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      1000 | PA      | $981.94       | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                                                                                                   | Republic of Italy Government International Bond                                                                                                        | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     34000 | PA      | $24657.41     | 0.03%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    336000 | PA      | $301915.52    | 0.32%             | 2032-05-01      | Fixed         | 2.56%                 | 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        |     10576 | PA      | $10552.85     | 0.01%             | 2054-05-15      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3395.73      | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                                                                                            | Equinix Inc                                                                                                                                            | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8964.63      | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    104000 | PA      | $73776.96     | 0.08%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                                                                                 | Oaktree Specialty Lending Corp                                                                                                                         | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9798.42      | 0.01%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58560.40     | 0.06%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                                      | HSBC Holdings PLC                                                                                                                                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $81470.40     | 0.09%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                                                                       | T-Mobile USA Inc                                                                                                                                       | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131171.43    | 0.14%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                                                                       | T-Mobile USA Inc                                                                                                                                       | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8785.86      | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                                                                                                 | Old Republic International Corp                                                                                                                        | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7075.78      | 0.01%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                                                                                           | Assurant Inc                                                                                                                                           | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8765.21      | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2021C                                   | Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2021C                                   | CUSIP: 64990FE42<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      1000 | PA      | $853.54       | 0.00%             | 2034-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                                                                                                                        | Eagle Materials Inc                                                                                                                                    | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2682.87      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority, Pennslyvania, Revenue Bonds, Taxable Series 2021A                                                                    | Commonwealth Financing Authority, Pennsylvania, Revenue Bonds Taxable Series 2021A                                                                     | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $15237.77     | 0.02%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                                                                               | Benchmark 2021-B27 Mortgage Trust                                                                                                                      | CUSIP: 08163HAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $106924.92    | 0.12%             | 2054-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                                                                                               | Martin Marietta Materials Inc                                                                                                                          | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     21000 | PA      | $13657.62     | 0.01%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                                                                                | Dell International LLC / EMC Corp                                                                                                                      | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23805.68     | 0.03%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6585.08      | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                                                                                | Dell International LLC / EMC Corp                                                                                                                      | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $12400.40     | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                                                                                               | Export-Import Bank of Korea                                                                                                                            | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     70000 | PA      | $51254.38     | 0.06%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $277085.51    | 0.30%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| California State University, Systemwide Revenue Bonds, Taxable Series 2021B                                                                            | California State University, Systemwide Revenue Bonds, Taxable Series 2021B                                                                            | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $6705.42      | 0.01%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                                                                                   | Bank of America Corp                                                                                                                                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26533.02     | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418DTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148593 | PA      | $130576.82    | 0.14%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                                                                                                                                | Ochsner LSU Health System of North Louisiana                                                                                                           | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8542.11      | 0.01%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                                                                      | Golub Capital BDC Inc                                                                                                                                  | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22418.11     | 0.02%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                                                                                               | First American Financial Corp                                                                                                                          | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9530.97      | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48264.29     | 0.05%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                                                                     | Royalty Pharma PLC                                                                                                                                     | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $34216.06     | 0.04%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                                                                                       | Sekisui House US Inc                                                                                                                                   | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     33000 | PA      | $21465.42     | 0.02%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                                                               | RTX Corp                                                                                                                                               | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8733.51      | 0.01%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                                                                                                   | Tanger Properties LP                                                                                                                                   | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8947.58      | 0.01%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1000 | PA      | $640.22       | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                                                                                          | Westlake Corp                                                                                                                                          | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5925.60      | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                                                                                          | Westlake Corp                                                                                                                                          | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     23000 | PA      | $14013.86     | 0.02%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| California State University, Systemwide Revenue Bonds, Taxable Series 2021B                                                                            | California State University, Systemwide Revenue Bonds, Taxable Series 2021B                                                                            | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     42000 | PA      | $27210.86     | 0.03%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                                                                                                 | Regions Financial Corp                                                                                                                                 | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31982.23     | 0.03%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17702.66     | 0.02%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                                                                                    | Moody's Corp                                                                                                                                           | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30886.41     | 0.03%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| EQUIFAX INC                                                                                                                                            | Equifax Inc                                                                                                                                            | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19328.17     | 0.02%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                                                                                       | Enstar Group Ltd                                                                                                                                       | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     13000 | PA      | $11568.91     | 0.01%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority, Kansas, Revenue Bonds, State of Kansas KPERS Projects, Taxable Series 2021K                                      | Kansas Development Finance Authority, Kansas, Revenue Bonds, State of Kansas KPERS Projects, Taxable Series 2021K                                      | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     20000 | PA      | $13865.40     | 0.01%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    317482 | PA      | $282996.33    | 0.30%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    367237 | PA      | $302276.98    | 0.33%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool MA7589                                                                                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    101733 | PA      | $87234.36     | 0.09%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1127395 | PA      | $966164.27    | 1.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4918.24      | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $44758.31     | 0.05%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                                                                                               | Packaging Corp of America                                                                                                                              | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1892.39      | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                                                                     | Cenovus Energy Inc                                                                                                                                     | CUSIP: 15135UAW9<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $5368.34      | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375500 | PA      | $302259.15    | 0.33%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108217 | PA      | $91180.50     | 0.10%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1000 | PA      | $865.66       | 0.00%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     65000 | PA      | $39981.10     | 0.04%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     33000 | PA      | $20430.30     | 0.02%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL FINANCIAL                                                                                                                                | Fidelity National Financial Inc                                                                                                                        | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6102.87      | 0.01%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                                                           | NNN REIT Inc                                                                                                                                           | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     11000 | PA      | $6737.17      | 0.01%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                                                                   | Sabra Health Care LP                                                                                                                                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18081.11     | 0.02%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                                                                      | Atmos Energy Corp                                                                                                                                      | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6140.19      | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $680.80       | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356700 | PA      | $301125.25    | 0.32%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                                                                                                                   | DOC DR LLC                                                                                                                                             | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4450.95      | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | 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        |    138000 | PA      | $126137.17    | 0.14%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                                                                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1000 | PA      | $963.58       | 0.00%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                                                                     | Ally Financial Inc                                                                                                                                     | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64188.71     | 0.07%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Dallas-Fort Worth International Airport, Texas, Joint Revenue Bonds, Taxable Refunding Series 2021C                                                    | Dallas-Fort Worth International Airport, Texas, Joint Revenue Bonds, Taxable Refunding Series 2021C                                                    | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $28725.25     | 0.03%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11492.06     | 0.01%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     46000 | PA      | $28710.90     | 0.03%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool MA4492                                                                                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361055 | PA      | $290450.36    | 0.31%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                                                                        | Xcel Energy Inc                                                                                                                                        | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8796.59      | 0.01%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                                                                                            | Viatris Inc                                                                                                                                            | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     86000 | PA      | $66056.97     | 0.07%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                                                                                                | Southwestern Electric Power Co                                                                                                                         | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    109000 | PA      | $69952.59     | 0.08%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                                                    | JPMorgan Chase & Co                                                                                                                                    | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102337.89    | 0.11%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                                                                                              | Aptiv Swiss Holdings Ltd                                                                                                                               | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     13000 | PA      | $7799.32      | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit, Texas, Sales Tax Revenue Bonds, Taxable Refunding Senior Lien Series 2021A                                                  | Dallas Area Rapid Transit, Texas, Sales Tax Revenue Bonds, Taxable Refunding Senior Lien Series 2021A                                                  | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     40000 | PA      | $26830.44     | 0.03%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                                                                            | Phillips 66                                                                                                                                            | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     26000 | PA      | $16864.76     | 0.02%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                                                                                    | Moody's Corp                                                                                                                                           | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2949.37      | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    198358 | PA      | $176872.19    | 0.19%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                                                                                                          | Primerica Inc                                                                                                                                          | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2699.71      | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                                                                                               | Interstate Power and Light Co                                                                                                                          | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     34000 | PA      | $21507.88     | 0.02%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                                                                                                    | Leggett & Platt Inc                                                                                                                                    | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7413.18      | 0.01%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     59000 | PA      | $51909.69     | 0.06%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                                                                                               | Stewart Information Services Corp                                                                                                                      | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53427.24     | 0.06%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                                                                               | Canadian Pacific Railway Co                                                                                                                            | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $7385.26      | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                                                                                                     | Valero Energy Corp                                                                                                                                     | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9032.01      | 0.01%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                                                                                                     | Valero Energy Corp                                                                                                                                     | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     23000 | PA      | $15774.69     | 0.02%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    438536 | PA      | $376033.93    | 0.40%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                                                                                        | Dollar Tree Inc                                                                                                                                        | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7117.52      | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                                                                                               | Aon Corp / Aon Global Holdings PLC                                                                                                                     | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1000 | PA      | $892.53       | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                                                                                    | Emera US Finance LP                                                                                                                                    | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22265.42     | 0.02%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                                                                                      | Sysco Corp                                                                                                                                             | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9336.65      | 0.01%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                                                                                     | Athene Holding Ltd                                                                                                                                     | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     18000 | PA      | $11029.60     | 0.01%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                                                                                 | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     36000 | PA      | $22183.88     | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                                                                                          | Sales Tax Securitization Corporation, Illinois, Tax Securitization Bonds, Taxable Series 2018                                                          | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $60983.84     | 0.07%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series 2021F-3                                                 | Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series 2021F-3                                                 | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     18000 | PA      | $11908.59     | 0.01%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                                                                                 | Santander Holdings USA Inc                                                                                                                             | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      1000 | PA      | $985.71       | 0.00%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                                                                               | Santander UK Group Holdings PLC                                                                                                                        | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24641.71     | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      4000 | PA      | $3801.54      | 0.00%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $143500.00    | 0.15%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                                                                                                  | Dick's Sporting Goods Inc                                                                                                                              | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7098.90      | 0.01%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                                                                    | FS KKR Capital Corp                                                                                                                                    | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72845.00     | 0.08%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| TRITON CONTAINER/TAL INT                                                                                                                               | Triton Container International Ltd / TAL International Container Corp                                                                                  | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4000 | PA      | $3577.01      | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                                                                     | Panama Government International Bond                                                                                                                   | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      5000 | PA      | $3830.00      | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                                                                                                                        | Yamana Gold Inc                                                                                                                                        | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8887.21      | 0.01%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     13000 | PA      | $10192.00     | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    187820 | PA      | $171481.57    | 0.18%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                                                                                   | Bank of America Corp                                                                                                                                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154032.65    | 0.17%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                                                                                            | Kemper Corp                                                                                                                                            | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38293.40     | 0.04%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     28000 | PA      | $19965.41     | 0.02%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                                                                                               | FactSet Research Systems Inc                                                                                                                           | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27194.28     | 0.03%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     26000 | PA      | $18971.53     | 0.02%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     54000 | PA      | $46257.30     | 0.05%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8521.38      | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6749.61      | 0.01%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                                                                                                      | Transcanada Trust                                                                                                                                      | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29633.53     | 0.03%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    335000 | PA      | $295369.50    | 0.32%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| University of Michigan, General Revenue Bonds, Series 2022A                                                                                            | University of Michigan, General Revenue Bonds, Series 2022A                                                                                            | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $21580.24     | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan, General Revenue Bonds, Series 2022A                                                                                            | University of Michigan, General Revenue Bonds, Series 2022A                                                                                            | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $38478.48     | 0.04%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4647.11      | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $16277.93     | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212962 | PA      | $179326.81    | 0.19%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    346325 | PA      | $285063.55    | 0.31%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                                                                               | Lloyds Banking Group PLC                                                                                                                               | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $94385.85     | 0.10%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                                                                                              | Timken Co/The                                                                                                                                          | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47495.46     | 0.05%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                                                                         | Lowe's Cos Inc                                                                                                                                         | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     41000 | PA      | $31601.54     | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    243000 | PA      | $193874.91    | 0.21%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                                                                    | Bank of Nova Scotia/The                                                                                                                                | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $38392.67     | 0.04%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport, Joint Revenue Bonds, Taxable Improvement Series 2022A                                                         | Dallas Fort Worth International Airport, Texas, Joint Revenue Bonds Taxable Improvement Series 2022A                                                   | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $16314.39     | 0.02%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport, Joint Revenue Bonds, Taxable Improvement Series 2022A                                                         | Dallas Fort Worth International Airport, Texas, Joint Revenue Bonds Taxable Improvement Series 2022A                                                   | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17194.02     | 0.02%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool MA4600                                                                                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111979 | PA      | $101994.54    | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                                                                   | Keurig Dr Pepper Inc                                                                                                                                   | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10197.98     | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                                                                                               | Take-Two Interactive Software Inc                                                                                                                      | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9537.40      | 0.01%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                                                    | Fifth Third Bancorp                                                                                                                                    | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52743.40     | 0.06%             | 2028-04-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                                                                     | VICI Properties LP                                                                                                                                     | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14871.02     | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                                                                     | VICI Properties LP                                                                                                                                     | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9089.26      | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    214011 | PA      | $208244.88    | 0.22%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                                                                                  | Huntington Bancshares Inc/OH                                                                                                                           | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12076.82     | 0.01%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                                                                       | Georgia Power Co                                                                                                                                       | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182626.56    | 0.20%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21091.86     | 0.02%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31080.46     | 0.03%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                                                                                                | Public Service Co of Colorado                                                                                                                          | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81134.55     | 0.09%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                                                                                         | Albemarle Corp                                                                                                                                         | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4010.23      | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                                                                          | AEP Texas Inc                                                                                                                                          | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89203.32     | 0.10%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    542776 | PA      | $483800.41    | 0.52%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                                                                                                 | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                                                 | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     21000 | PA      | $13629.77     | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                                                                                                  | Jackson Financial Inc                                                                                                                                  | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13061.67     | 0.01%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                                                                     | Ally Financial Inc                                                                                                                                     | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10026.19     | 0.01%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41555.43     | 0.04%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16424.36     | 0.02%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                                                                                 | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    139000 | PA      | $140406.26    | 0.15%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                                                                       | T-Mobile USA Inc                                                                                                                                       | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32588.49     | 0.04%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                                                                                                | Blackstone Secured Lending Fund                                                                                                                        | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10739.39     | 0.01%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2800 | PA      | $2782.06      | 0.00%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     43000 | PA      | $43397.92     | 0.05%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68875 | PA      | $68214.64     | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331750 | PA      | $334891.76    | 0.36%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                                                    | JPMorgan Chase & Co                                                                                                                                    | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151440.34    | 0.16%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       400 | PA      | $394.72       | 0.00%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                                                                                  | Huntington Bancshares Inc/OH                                                                                                                           | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9988.16      | 0.01%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                                                                                            | KeyBank NA/Cleveland OH                                                                                                                                | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14737.26     | 0.02%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142500 | PA      | $141300.90    | 0.15%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6017.11      | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                                                                       | Duke Energy Corp                                                                                                                                       | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1000 | PA      | $855.41       | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                                                                       | Duke Energy Corp                                                                                                                                       | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73937.82     | 0.08%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    143000 | PA      | $120218.29    | 0.13%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                                                                                                 | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19037.87     | 0.02%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                                                                                                 | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14754.90     | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                                                                                         | BBCMS Mortgage Trust 2022-C17                                                                                                                          | CUSIP: 054976AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95907.87     | 0.10%             | 2055-09-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                                                                                                                          | Fifth Third Bank NA                                                                                                                                    | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20084.31     | 0.02%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                                                                                         | Synchrony Bank                                                                                                                                         | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10087.03     | 0.01%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                                                                                                 | Blue Owl Credit Income Corp                                                                                                                            | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13921.00     | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102109 | PA      | $95998.43     | 0.10%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      5000 | PA      | $4172.03      | 0.00%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                                                                   | Kyndryl Holdings Inc                                                                                                                                   | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35904.55     | 0.04%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                                      | HSBC Holdings PLC                                                                                                                                      | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    216000 | PA      | $234503.34    | 0.25%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAP CORP III                                                                                                                                  | Blue Owl Capital Corp                                                                                                                                  | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24450.72     | 0.03%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                                                                                                  | Toronto-Dominion Bank/The                                                                                                                              | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10401.50     | 0.01%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                                                    | Fifth Third Bancorp                                                                                                                                    | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61575.34     | 0.07%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                                                                                                  | Haleon US Capital LLC                                                                                                                                  | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3058.46      | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                                                                     | Ally Financial Inc                                                                                                                                     | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10358.22     | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                                                             | Zoetis Inc                                                                                                                                             | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10458.08     | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102999 | PA      | $82744.20     | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    180616 | PA      | $175499.93    | 0.19%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                                                                                   | Targa Resources Corp                                                                                                                                   | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31055.49     | 0.03%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $105742.85    | 0.11%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2910000 | PA      | $2891016.79   | 3.11%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                                                                                               | Alexandria Real Estate Equities Inc                                                                                                                    | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18902.44     | 0.02%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75951.79     | 0.08%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                                                                       | Deutsche Bank AG/New York NY                                                                                                                           | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     80000 | PA      | $86003.50     | 0.09%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                                                             | Intel Corp                                                                                                                                             | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28061.84     | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                                                                                               | Constellation Energy Generation LLC                                                                                                                    | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52427.98     | 0.06%             | 2033-03-01      | Fixed         | 5.80%                 | 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       |     55000 | PA      | $56279.40     | 0.06%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                                                                                                     | Republic of Poland Government International Bond                                                                                                       | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     53000 | PA      | $49475.29     | 0.05%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                                                                                          | Allstate Corp/The                                                                                                                                      | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50965.13     | 0.05%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                                                                                                     | Valero Energy Corp                                                                                                                                     | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10970.14     | 0.01%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                                                                                                                           | Regions Bank/Birmingham AL                                                                                                                             | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10497.30     | 0.01%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                                                             | PacifiCorp                                                                                                                                             | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20846.55     | 0.02%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                                                                                          | Owens Corning                                                                                                                                          | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11210.49     | 0.01%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                                                             | Federal National Mortgage Association                                                                                                                  | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     15000 | PA      | $16284.54     | 0.02%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                                                                               | Canadian Pacific Railway Co                                                                                                                            | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $22117.30     | 0.02%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                                                                               | Canadian Pacific Railway Co                                                                                                                            | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $12137.60     | 0.01%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $94150.00     | 0.10%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    104960 | PA      | $94052.34     | 0.10%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                                                                                                | Public Service Co of Colorado                                                                                                                          | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86085.84     | 0.09%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                                                                                  | Lincoln National Corp                                                                                                                                  | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10435.85     | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                                                                                                   | Boston Properties LP                                                                                                                                   | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31654.33     | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                                                              | Aetna Inc                                                                                                                                              | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10879.02     | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                                                                                | Canadian Natural Resources Ltd                                                                                                                         | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $23992.46     | 0.03%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                                                                            | Ovintiv Inc                                                                                                                                            | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21785.32     | 0.02%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                                                                                                    | LYB International Finance III LLC                                                                                                                      | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15260.46     | 0.02%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                                                                                                     | CNA Financial Corp                                                                                                                                     | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20415.38     | 0.02%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                                                               | Corebridge Financial Inc                                                                                                                               | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45029.44     | 0.05%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                                                               | Corebridge Financial Inc                                                                                                                               | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39620.76     | 0.04%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                                                               | Corebridge Financial Inc                                                                                                                               | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4969.00      | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $124331.06    | 0.13%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                                                                        | CVS Health Corp                                                                                                                                        | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19028.07     | 0.02%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106393.21    | 0.11%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                                                                                                 | GE HealthCare Technologies Inc                                                                                                                         | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15748.20     | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                                                                                  | Vale Overseas Ltd                                                                                                                                      | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $21093.00     | 0.02%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76231.19     | 0.08%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                                                                                                 | Koninklijke Philips NV                                                                                                                                 | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $11036.11     | 0.01%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                                                                                             | Nasdaq Inc                                                                                                                                             | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54752.32     | 0.06%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                                                                                             | Nasdaq Inc                                                                                                                                             | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11143.26     | 0.01%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                                                                                                 | Arizona Public Service Co                                                                                                                              | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18502.87     | 0.02%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    190584 | PA      | $189937.97    | 0.20%             | 2053-02-20      | Fixed         | 5.00%                 | 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        |    200000 | PA      | $202082.38    | 0.22%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                                                                                | Jefferies Financial Group Inc                                                                                                                          | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10216.98     | 0.01%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                                                                       | BAT Capital Corp                                                                                                                                       | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22091.67     | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50282.86     | 0.05%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                                                             | Fiserv Inc                                                                                                                                             | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97227.70     | 0.10%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                                                                                         | Santander Drive Auto Receivables Trust 2023-4                                                                                                          | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102018.10    | 0.11%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                                                                                                         | OneMain Financial Issuance Trust 2023-2                                                                                                                | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102110.21    | 0.11%             | 2036-09-15      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                                       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     70000 | PA      | $70203.63     | 0.08%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $90935.16     | 0.10%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                                                                                                  | MidAmerican Energy Co                                                                                                                                  | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14998.36     | 0.02%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                                                                                        | Southern Co/The                                                                                                                                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82865.70     | 0.09%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                                                                                              | GATX Corp                                                                                                                                              | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36979.91     | 0.04%             | 2034-03-15      | Fixed         | 6.05%                 | 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        |    200000 | PA      | $201561.92    | 0.22%             | 2028-08-25      | Variable      | 4.65%                 | 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        |    150000 | PA      | $157478.24    | 0.17%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                                                                           | Enbridge Inc                                                                                                                                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $22782.22     | 0.02%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                                                                                               | F&G Annuities & Life Inc                                                                                                                               | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13258.16     | 0.01%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                                                                                        | BANK5 2023-5YR3                                                                                                                                        | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $52097.58     | 0.06%             | 2056-09-15      | Variable      | 6.72%                 | 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        |     66494 | PA      | $67303.07     | 0.07%             | 2029-02-15      | Fixed         | 5.60%                 | 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      | $101167.82    | 0.11%             | 2028-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                                                                                    | Constellation Energy Generation LLC                                                                                                                    | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53480.31     | 0.06%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                                                                                    | Constellation Energy Generation LLC                                                                                                                    | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $223075.56    | 0.24%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                                                                                                   | Panama Government International Bond                                                                                                                   | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     60000 | PA      | $65970.00     | 0.07%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                                                                                          | BGC Group Inc                                                                                                                                          | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21046.73     | 0.02%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    186562 | PA      | $185690.32    | 0.20%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                                                                                                            | BMO 2023-5C2 Mortgage Trust                                                                                                                            | CUSIP: 05610QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $46752.42     | 0.05%             | 2056-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                                                                             | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55201.12     | 0.06%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $92049.61     | 0.10%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                                                                             | Capital One Financial Corp                                                                                                                             | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11535.07     | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                                                                                | Arthur J Gallagher & Co                                                                                                                                | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32336.96     | 0.03%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                                                                     | Banco Santander SA                                                                                                                                     | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $112156.06    | 0.12%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    157298 | PA      | $159422.49    | 0.17%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                                                                                       | Genuine Parts Co                                                                                                                                       | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10830.19     | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                                                                            | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $120576.56    | 0.13%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                                                                           | Enbridge Inc                                                                                                                                           | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $21712.40     | 0.02%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                                                                               | RTX Corp                                                                                                                                               | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43098.00     | 0.05%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $24005.86     | 0.03%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57802 | PA      | $59090.17     | 0.06%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                                                                                        | BANK5 2023-5YR4                                                                                                                                        | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43281 | PA      | $44882.91     | 0.05%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                                                                                                   | Appalachian Power Co                                                                                                                                   | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222859.30    | 0.24%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221606.61    | 0.24%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                                                                               | Rogers Communications Inc                                                                                                                              | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $113878.16    | 0.12%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                                                                                   | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $300825.00    | 0.32%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                                                                                                 | Federal Farm Credit Banks Funding Corp                                                                                                                 | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     15000 | PA      | $11990.03     | 0.01%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                                                                                             | PacifiCorp                                                                                                                                             | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76366.69     | 0.08%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                                                                                      | National Grid PLC                                                                                                                                      | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101974.03    | 0.11%             | 2034-01-11      | Fixed         | 5.42%                 | 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      | $25236.18     | 0.03%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                                                                                   | Bank of America Corp                                                                                                                                   | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101144.73    | 0.11%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                                                                                               | American Homes 4 Rent LP                                                                                                                               | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5070.06      | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp                                                                                                                              | New Mountain Finance Corp                                                                                                                              | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10006.87     | 0.01%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $501113.28    | 0.54%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                                                                                  | Northrop Grumman Corp                                                                                                                                  | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27518.34     | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Build America Federally Taxable Series 2009                                                                | California State, General Obligation Bonds, Build America Federally Taxable Series 2009                                                                | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $118383.88    | 0.13%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority, Illinois, Sales and Transfer Tax Receipts Revenue Bonds, Pension Funding Taxable Series 2008B                               | Chicago Transit Authority, Illinois, Sales and Transfer Tax Receipts Revenue Bonds, Pension Funding Taxable Series 2008B                               | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     27138 | PA      | $30263.71     | 0.03%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit, Texas, Sales Tax Revenue Bonds, Taxable Build America Bonds, Series 2009B                                                   | Dallas Area Rapid Transit, Texas, Sales Tax Revenue Bonds, Taxable Build America Bonds, Series 2009B                                                   | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76843.06     | 0.08%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority, New York, Dedicated Tax Fund Bonds, Build America Taxable Bonds, Series 2010C                                   | Metropolitan Transportation Authority, New York, Dedicated Tax Fund Bonds, Build America Taxable Bonds, Series 2010C                                   | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     75000 | PA      | $86906.15     | 0.09%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority, Revenue Bonds, Build America Taxable Bonds, Series 2009F                                                                | New Jersey Turnpike Authority, Revenue Bonds, Build America Taxable Bonds, Series 2009F                                                                | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     50000 | PA      | $58596.81     | 0.06%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Build America Taxable Bonds, Series 2009A                                                    | Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Build America Taxable Bonds, Series 2009A                                                    | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79674.14     | 0.09%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Chicago Greater Metropolitan Water Reclamation District, Illinois, General Obligation Bonds, Build America Taxable Bonds, Series 2009                  | Chicago Greater Metropolitan Water Reclamation District, Illinois, General Obligation Bonds, Build America Taxable Bonds, Series 2009                  | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61347.56     | 0.07%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                                                                        | CVS Health Corp                                                                                                                                        | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5141.55      | 0.01%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                                                                    | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140833.55    | 0.15%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     20000 | PA      | $21755.07     | 0.02%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Build America Federally Taxable Bond Series 2009F-2            | Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Build America Federally Taxable Bond Series 2009F-2            | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103519.92    | 0.11%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                                                                                                 | Zimmer Biomet Holdings Inc                                                                                                                             | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6045.02      | 0.01%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                                                                                  | Duke Energy Carolinas LLC                                                                                                                              | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99168.10     | 0.11%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUB SVC ELEC & GAS                                                                                                                                     | Public Service Electric and Gas Co                                                                                                                     | CUSIP: 74456QAU0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24941.83     | 0.03%             | 2039-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4138.23      | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203726.20    | 0.22%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                                                                     | Ally Financial Inc                                                                                                                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     86000 | PA      | $96059.47     | 0.10%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Various Purpose Build America Taxable Bond Series 2010                                                     | California State, General Obligation Bonds, Various Purpose Build America Taxable Bond Series 2010                                                     | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $59294.52     | 0.06%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8705.40      | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia, Plant Vogtle Units 3 & 4 Project J Bonds, Taxable Build America Bonds Series 2010A                            | Municipal Electric Authority of Georgia, Plant Vogtle Units 3 & 4 Project J Bonds, Taxable Build America Bonds Series 2010A                            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     36000 | PA      | $38116.05     | 0.04%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                                                                                                   | Southern Copper Corp                                                                                                                                   | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22263.80     | 0.02%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                                                                                                 | Boardwalk Pipelines LP                                                                                                                                 | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6157.17      | 0.01%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                                                                                           | GM Financial Automobile Leasing Trust 2024-1                                                                                                           | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4335 | PA      | $4337.58      | 0.00%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $29467.97     | 0.03%             | 2034-02-15      | Fixed         | 4.00%                 | 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        |    150000 | PA      | $155653.17    | 0.17%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                                                                                | Arthur J Gallagher & Co                                                                                                                                | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95419.76     | 0.10%             | 2054-07-15      | Fixed         | 5.75%                 | 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        |     13000 | PA      | $13059.81     | 0.01%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179YRJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    142011 | PA      | $145765.32    | 0.16%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Build America Federally Taxable Bonds, Series 2009                                                         | California State, General Obligation Bonds, Build America Federally Taxable Bonds, Series 2009                                                         | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $57250.92     | 0.06%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                                                                                    | Carrier Global Corp                                                                                                                                    | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10508.03     | 0.01%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33880.56     | 0.04%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19283.82     | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102469.38    | 0.11%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                                                                                                   | Panama Government International Bond                                                                                                                   | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $240640.00    | 0.26%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                                                                                              | Potomac Electric Power Co                                                                                                                              | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94675.47     | 0.10%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                                                                             | Fiserv Inc                                                                                                                                             | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5026.86      | 0.01%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                                                                             | Fiserv Inc                                                                                                                                             | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39736.14     | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                                                                              | ONEOK Inc                                                                                                                                              | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11518.17     | 0.01%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                                                                              | ONEOK Inc                                                                                                                                              | CUSIP: 682680BT9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31273.31     | 0.03%             | 2037-05-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                                                                                     | Coterra Energy Inc                                                                                                                                     | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7192.75      | 0.01%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                                                                                  | Aon North America Inc                                                                                                                                  | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15098.02     | 0.02%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                                                                                  | Aon North America Inc                                                                                                                                  | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144300.98    | 0.16%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $277449.22    | 0.30%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rutgers State University, New Jersey, Revenue Bonds, Taxable Build America Bond Series 2010H                                                           | Rutgers State University, New Jersey, Revenue Bonds, Taxable Build America Bond Series 2010H                                                           | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35529.95     | 0.04%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58116.30     | 0.06%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                                                                                                | Kinder Morgan Energy Partners LP                                                                                                                       | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23236.57     | 0.03%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58158 | PA      | $59375.70     | 0.06%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                                                                                           | Wisconsin Power and Light Co                                                                                                                           | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101978.89    | 0.11%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                                                                                    | American Tower Corp                                                                                                                                    | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10199.14     | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     57000 | PA      | $58441.90     | 0.06%             | 2055-03-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                                                                                      | ONEOK Partners LP                                                                                                                                      | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19457.17     | 0.02%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                                                                                       | Lazard Group LLC                                                                                                                                       | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10436.29     | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                                                                                                  | Goldman Sachs BDC Inc                                                                                                                                  | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10112.90     | 0.01%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                                                                                          | ArcelorMittal SA                                                                                                                                       | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $21689.44     | 0.02%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                                                                                                | Hungary Government International Bond                                                                                                                  | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     55000 | PA      | $64507.72     | 0.07%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                                                                                                  | Lincoln National Corp                                                                                                                                  | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36692.76     | 0.04%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                                                                                                   | Duke Energy Ohio Inc                                                                                                                                   | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142840.66    | 0.15%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                                                                                              | L3Harris Technologies Inc                                                                                                                              | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9220.10      | 0.01%             | 2031-06-01      | Fixed         | 5.25%                 | 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        |    110000 | PA      | $110608.06    | 0.12%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                                                                                       | Republic of Poland Government International Bond                                                                                                       | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     28000 | PA      | $26032.35     | 0.03%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                                                                     | Banco Santander SA                                                                                                                                     | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     10000 | PA      | $10572.86     | 0.01%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District, Alameda and Contra Costa Counties, California, Water System Revenue Bonds, Build America Taxable Bond Series 2010 | East Bay Municipal Utility District, Alameda and Contra Costa Counties, California, Water System Revenue Bonds, Build America Taxable Bond Series 2010 | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52002.37     | 0.06%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59184.99     | 0.06%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                                                                               | Devon Energy Corp                                                                                                                                      | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18517.89     | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6305.52      | 0.01%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                                                                                     | Athene Holding Ltd                                                                                                                                     | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27582.85     | 0.03%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     50000 | PA      | $41150.00     | 0.04%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6287.47      | 0.01%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                                                                                                 | Arizona Public Service Co                                                                                                                              | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27988.09     | 0.03%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                                                                  | Time Warner Cable LLC                                                                                                                                  | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32768.83     | 0.04%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                                                                        | Xcel Energy Inc                                                                                                                                        | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6204.19      | 0.01%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418E4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46315 | PA      | $48054.61     | 0.05%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                                                                                        | General Motors Financial Co Inc                                                                                                                        | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10349.53     | 0.01%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                                                                                      | Southern Power Co                                                                                                                                      | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122710.57    | 0.13%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                                                                                 | Diamondback Energy Inc                                                                                                                                 | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20258.16     | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CoBank ACB                                                                                                                                             | CoBank ACB                                                                                                                                             | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10089.02     | 0.01%             | N/A             | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     30000 | PA      | $30551.03     | 0.03%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                                                                      | Eversource Energy                                                                                                                                      | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260740.90    | 0.28%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114449.15    | 0.12%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Florida State Board of Administration Finance Corporation, Revenue Bonds, Taxable, Series 2024A                                                        | Florida State Board of Administration Finance Corporation, Revenue Bonds, Taxable, Series 2024A                                                        | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20918.61     | 0.02%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                                                                                    | American Express Co                                                                                                                                    | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62376.77     | 0.07%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                                                                                          | DTE Energy Co                                                                                                                                          | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26201.45     | 0.03%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                                                                                                     | Regal Rexnord Corp                                                                                                                                     | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47849.62     | 0.05%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                                                                                              | Arizona Public Service Co                                                                                                                              | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    187000 | PA      | $193344.21    | 0.21%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159943.35    | 0.17%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                                                                                       | Markel Group Inc                                                                                                                                       | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19550.83     | 0.02%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-2 Owner Trust                                                                                                              | Honda Auto Receivables 2024-2 Owner Trust                                                                                                              | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36513 | PA      | $36807.11     | 0.04%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                                                                                                               | World Omni Auto Receivables Trust 2024-B                                                                                                               | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34805 | PA      | $35071.27     | 0.04%             | 2029-09-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                                                                                    | Elevance Health Inc                                                                                                                                    | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37865.85     | 0.04%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                                                                                          | AEP Texas Inc                                                                                                                                          | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51627.67     | 0.06%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                                                                                                     | Enact Holdings Inc                                                                                                                                     | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10331.65     | 0.01%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V7 Mortgage Trust                                                                                                                       | Benchmark 2024-V7 Mortgage Trust                                                                                                                       | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $104145.36    | 0.11%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                                                                                               | Main Street Capital Corp                                                                                                                               | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5056.78      | 0.01%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418E7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38532 | PA      | $40681.33     | 0.04%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                                                                                     | Subway Funding LLC                                                                                                                                     | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98750 | PA      | $99535.32     | 0.11%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2024-BPR2                                                                                                               | Morgan Stanley Capital I Trust 2024-BPR2                                                                                                               | CUSIP: 61776EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95849 | PA      | $100107.45    | 0.11%             | 2029-05-05      | Fixed         | 7.29%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204086.40    | 0.22%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                                                                                      | Take-Two Interactive Software Inc                                                                                                                      | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10221.09     | 0.01%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                                                                                        | BANK 2024-BNK47                                                                                                                                        | CUSIP: 06540GAR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $157802.70    | 0.17%             | 2057-06-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                                                                                                    | Ford Credit Auto Owner Trust 2024-B                                                                                                                    | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45018 | PA      | $45368.01     | 0.05%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                                                                                          | Chase Auto Owner Trust 2024-3                                                                                                                          | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38882 | PA      | $39223.00     | 0.04%             | 2029-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                                                                                                     | Verizon Master Trust                                                                                                                                   | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45109.57     | 0.05%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                                                                                                     | Sonoco Products Co                                                                                                                                     | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9973.65      | 0.01%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179YYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     89439 | PA      | $94011.94     | 0.10%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                                                                                                  | Enterprise Fleet Financing 2024-3 LLC                                                                                                                  | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10508 | PA      | $10529.32     | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                                                         | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                                                         | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $206660.78    | 0.22%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| 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        |     36241 | PA      | $36360.72     | 0.04%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                                                                              | Occidental Petroleum Corp                                                                                                                              | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20419.62     | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                                                                                                             | Toyota Auto Receivables 2024-C Owner Trust                                                                                                             | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45522 | PA      | $45816.17     | 0.05%             | 2029-03-15      | Fixed         | 4.88%                 | 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        |     36486 | PA      | $36586.58     | 0.04%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                                                                                           | Moody's Corp                                                                                                                                           | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30033.96     | 0.03%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                                                                                    | Synchrony Financial                                                                                                                                    | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40800.76     | 0.04%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102081 | PA      | $104178.55    | 0.11%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    580810 | PA      | $586245.17    | 0.63%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                                                                       | Bank of Montreal                                                                                                                                       | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15802.76     | 0.02%             | 2084-11-26      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $145947.66    | 0.16%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                                                                                                | PPL Capital Funding Inc                                                                                                                                | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25241.43     | 0.03%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                                                                                                 | CenterPoint Energy Inc                                                                                                                                 | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84484.64     | 0.09%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| 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      | $50525.53     | 0.05%             | 2029-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                                                                       | Duke Energy Corp                                                                                                                                       | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78356.33     | 0.08%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                                                                               | Corebridge Financial Inc                                                                                                                               | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10511.50     | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| New York City, New York, General Obligation Bonds, Taxable Fiscal 2025 Series C-2                                                                      | New York City, New York, General Obligation Bonds, Taxable Fiscal 2025 Series C-2                                                                      | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48082.77     | 0.05%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65809 | PA      | $67187.04     | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                                                                                           | Southern Co Gas Capital Corp                                                                                                                           | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98608.61     | 0.11%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                                                                            | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $328030.66    | 0.35%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7166.62      | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                                                                                  | Uber Technologies Inc                                                                                                                                  | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18470.47     | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                                                                                       | Ventas Realty LP                                                                                                                                       | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9843.20      | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                                                                                                   | Woodside Finance Ltd                                                                                                                                   | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $19713.65     | 0.02%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5685.98      | 0.01%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                                                                         | Halliburton Co                                                                                                                                         | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7820.85      | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | 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      | $49876.80     | 0.05%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                                                                                | Federal Home Loan Banks                                                                                                                                | CUSIP: 3130B2PJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24991.01     | 0.03%             | 2026-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                                                                                                    | Laboratory Corp of America Holdings                                                                                                                    | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9896.00      | 0.01%             | 2032-04-01      | Fixed         | 4.55%                 | 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      | $49625.84     | 0.05%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                                                                                      | General Mills Inc                                                                                                                                      | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9717.55      | 0.01%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                                                                                          | First American Financial Corp                                                                                                                          | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29598.20     | 0.03%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    258598 | PA      | $261099.48    | 0.28%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    176461 | PA      | $175169.08    | 0.19%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                                                                                            | American National Group Inc                                                                                                                            | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9120.10      | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $246464.85    | 0.27%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     82316 | PA      | $84168.58     | 0.09%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                                                                                         | Fairfax Financial Holdings Ltd                                                                                                                         | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10498.47     | 0.01%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust 2024-GATE                                                                                                               | CSTL Commercial Mortgage Trust 2024-GATE                                                                                                               | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $149735.75    | 0.16%             | 2041-11-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Ares Management Corp                                                                                                                                   | Ares Management Corp                                                                                                                                   | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17932.90     | 0.02%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $201101.56    | 0.22%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                                                                                                                        | Pinnacle Financial Partners Inc                                                                                                                        | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10260.75     | 0.01%             | 2030-11-01      | Fixed         | 6.17%                 | 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      | $50401.25     | 0.05%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                                                                                                        | Marex Group PLC                                                                                                                                        | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |      9000 | PA      | $9273.60      | 0.01%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     95901 | PA      | $92622.31     | 0.10%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    276658 | PA      | $274639.09    | 0.30%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                                                                               | Ford Motor Credit Co LLC                                                                                                                               | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9129.64      | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                                                                   | Royal Bank of Canada                                                                                                                                   | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9672.00      | 0.01%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                                                                                                   | Blue Owl Finance LLC                                                                                                                                   | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27334.65     | 0.03%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $59700.00     | 0.06%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $92246.09     | 0.10%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                                                                         | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20012.32     | 0.02%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                                                                         | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19979.33     | 0.02%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                                                                                    | FS KKR Capital Corp                                                                                                                                    | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72674.81     | 0.08%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HHJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $35500.97     | 0.04%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                                                                                       | Zions Bancorp NA                                                                                                                                       | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13572.89     | 0.01%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102274.70    | 0.11%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                                                                                 | Sempra                                                                                                                                                 | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126284.25    | 0.14%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152251.68    | 0.16%             | 2055-11-19      | Fixed         | 5.52%                 | 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      | $30153.32     | 0.03%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                                                                                          | AppLovin Corp                                                                                                                                          | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3998.47      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CoBank ACB                                                                                                                                             | CoBank ACB                                                                                                                                             | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102294.10    | 0.11%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $452531.25    | 0.49%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5A66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     93660 | PA      | $97979.79     | 0.11%             | 2054-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                                                                                       | Wheels Fleet Lease Funding 1 LLC                                                                                                                       | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     75607 | PA      | $76080.59     | 0.08%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| System Energy Resources Inc                                                                                                                            | System Energy Resources Inc                                                                                                                            | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99784.53     | 0.11%             | 2034-12-15      | Fixed         | 5.30%                 | 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      | $91008.68     | 0.10%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                                                                                       | UWM Holdings LLC                                                                                                                                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71982.32     | 0.08%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                                                                                | Arthur J Gallagher & Co                                                                                                                                | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49518.89     | 0.05%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     60000 | PA      | $58703.74     | 0.06%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                                                                              | Orange SA                                                                                                                                              | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     14000 | PA      | $13502.44     | 0.01%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $608414.06    | 0.65%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    143715 | PA      | $139317.40    | 0.15%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                                                                                         | Solventum Corp                                                                                                                                         | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19399.62     | 0.02%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                                                                                                | CRH America Finance Inc                                                                                                                                | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19877.36     | 0.02%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                                                                                   | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $318450.00    | 0.34%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     23000 | PA      | $23473.25     | 0.03%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                                                                                   | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $210890.00    | 0.23%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HHW23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30000 | PA      | $29963.04     | 0.03%             | 2029-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    141404 | PA      | $140914.44    | 0.15%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                                                                                        | Eastern Energy Gas Holdings LLC                                                                                                                        | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51949.23     | 0.06%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                                                                                        | Eastern Energy Gas Holdings LLC                                                                                                                        | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71148.75     | 0.08%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                                                                                        | Kreditanstalt fuer Wiederaufbau                                                                                                                        | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     20000 | PA      | $20466.98     | 0.02%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-1                                                                                                           | Westlake Automobile Receivables Trust 2025-1                                                                                                           | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50190.38     | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  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      | $50358.69     | 0.05%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55437.08     | 0.06%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                                                                                                             | Toyota Auto Receivables 2025-A Owner Trust                                                                                                             | CUSIP: 89240JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50301.22     | 0.05%             | 2029-08-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC 2025-A                                                                                                                   | Barings Equipment Finance LLC 2025-A                                                                                                                   | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50605.34     | 0.05%             | 2032-08-13      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HJ5Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50641.67     | 0.05%             | 2029-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2827234.37   | 3.04%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                                                                                           | FirstEnergy Transmission LLC                                                                                                                           | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49334.99     | 0.05%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                                                                                                  | Houston Galleria Mall Trust 2025-HGLR                                                                                                                  | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $153683.58    | 0.17%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                                                                                                     | Bain Capital Specialty Finance Inc                                                                                                                     | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9802.50      | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                                                                    | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102588.84    | 0.11%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     99823 | PA      | $102117.07    | 0.11%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                                                                                | Marathon Petroleum Corp                                                                                                                                | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11785.13     | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    550000 | PA      | $446050.00    | 0.48%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                                                                    | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103979.00    | 0.11%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                                                                                                   | National Fuel Gas Co                                                                                                                                   | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51944.05     | 0.06%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                                                                                                     | Essex Portfolio LP                                                                                                                                     | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25361.95     | 0.03%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                                                                                                  | Uruguay Government International Bond                                                                                                                  | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    200000 | PA      | $206170.00    | 0.22%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                                                                                            | Hexcel Corp                                                                                                                                            | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20575.28     | 0.02%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                                                                             | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $48660.36     | 0.05%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-1                                                                                                                       | Kubota Credit Owner Trust 2025-1                                                                                                                       | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100692.94    | 0.11%             | 2029-06-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $51050.78     | 0.05%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $235439.45    | 0.25%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                                                                                       | Berry Global Inc                                                                                                                                       | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20503.30     | 0.02%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C11 Mortgage Trust                                                                                                                            | BMO 2025-C11 Mortgage Trust                                                                                                                            | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52203.09     | 0.06%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                                                                                        | CMS Energy Corp                                                                                                                                        | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35860.16     | 0.04%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                                                                                                     | Morgan Stanley Direct Lending Fund                                                                                                                     | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10131.85     | 0.01%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                                                                                                   | Targa Resources Corp                                                                                                                                   | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10129.10     | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                                                                           | Citizens Financial Group Inc                                                                                                                           | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40503.12     | 0.04%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                                                                                        | Southern Co/The                                                                                                                                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51502.30     | 0.06%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                                                                                | KeyCorp                                                                                                                                                | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50511.83     | 0.05%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Dow Chemical Co/The                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18294.57     | 0.02%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                                                                                            | Ameren Corp                                                                                                                                            | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30400.68     | 0.03%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                                                                                        | Blackstone Secured Lending Fund                                                                                                                        | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9741.57      | 0.01%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rfna LP                                                                                                                                                | Rfna LP                                                                                                                                                | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49627.32     | 0.05%             | 2030-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                                                                                           | Synopsys Inc                                                                                                                                           | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50005.36     | 0.05%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                                                                             | Humana Inc                                                                                                                                             | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55949.06     | 0.06%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| VeriSign Inc                                                                                                                                           | VeriSign Inc                                                                                                                                           | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50694.66     | 0.05%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                                                                                                    | Public Service Enterprise Group Inc                                                                                                                    | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50505.42     | 0.05%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                                                                                                   | Verisk Analytics Inc                                                                                                                                   | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99135.41     | 0.11%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4935.22      | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                                                                            | MetLife Inc                                                                                                                                            | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102366.10    | 0.11%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                                                                                | Booz Allen Hamilton Inc                                                                                                                                | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50385.07     | 0.05%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BANK 2025-BNK49                                                                                                                                        | BANK 2025-BNK49                                                                                                                                        | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52185.88     | 0.06%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                                                                        | Xcel Energy Inc                                                                                                                                        | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127304.19    | 0.14%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                                                                               | Ford Motor Credit Co LLC                                                                                                                               | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11383.99     | 0.01%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243118.52    | 0.26%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418FCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142552 | PA      | $140521.44    | 0.15%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $350328.13    | 0.38%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     96135 | PA      | $90732.82     | 0.10%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5JD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    143867 | PA      | $145106.84    | 0.16%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    114407 | PA      | $116980.97    | 0.13%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp                                                                                                                                  | Independent Bank Corp                                                                                                                                  | CUSIP: 453836AJ7<br>LEI: 549300C5K3W8THR3GE10 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10640.31     | 0.01%             | 2035-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                                                                                               | Ford Credit Auto Owner Trust/Ford Credit                                                                                                               | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101795.36    | 0.11%             | 2037-08-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| AETNA INC                                                                                                                                              | Aetna Inc                                                                                                                                              | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3357.88      | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                                                                                       | LPL Holdings Inc                                                                                                                                       | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50340.74     | 0.05%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HKQC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $302062.62    | 0.33%             | 2030-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                                                                                             | HPS Corporate Lending Fund                                                                                                                             | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9845.73      | 0.01%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                                                                                                    | North Haven Private Income Fund LLC                                                                                                                    | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2931.09      | 0.00%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                                                                               | Devon Energy Corp                                                                                                                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8816.05      | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HKXJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $125574.88    | 0.14%             | 2030-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    168720 | PA      | $171213.76    | 0.18%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City, New York, General Obligation Bonds, Taxable Fiscal 2025 Series H                                                                        | New York City, New York, General Obligation Bonds, Taxable Fiscal 2025 Series H                                                                        | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77587.82     | 0.08%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Various Purpose Taxable Series 2018                                                                        | California State, General Obligation Bonds, Various Purpose Taxable Series 2018                                                                        | CUSIP: 13063EMJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15157.22     | 0.02%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Various Purpose Taxable Series 2018                                                                        | California State, General Obligation Bonds, Various Purpose Taxable Series 2018                                                                        | CUSIP: 13063EMK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34740.16     | 0.04%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-1                                                                                                                    | Dell Equipment Finance Trust 2025-1                                                                                                                    | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60374 | PA      | $60511.44     | 0.07%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                                                                                                         | Hyundai Auto Lease Securitization Trust 2025-B                                                                                                         | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100464.84    | 0.11%             | 2028-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-2                                                                                                                         | Carmax Auto Owner Trust 2025-2                                                                                                                         | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50245.54     | 0.05%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C34                                                                                                                         | BBCMS Mortgage Trust 2025-5C34                                                                                                                         | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51739.71     | 0.06%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C10 Mortgage Trust                                                                                                                           | BMO 2025-5C10 Mortgage Trust                                                                                                                           | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51462.19     | 0.06%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                                                                                         | Fairfax Financial Holdings Ltd                                                                                                                         | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9885.82      | 0.01%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-2 LLC                                                                                                                  | Enterprise Fleet Financing 2025-2 LLC                                                                                                                  | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42396 | PA      | $42515.59     | 0.05%             | 2028-02-22      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                                                                                                        | Inter-American Development Bank                                                                                                                        | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $49520.27     | 0.05%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                                                                                     | PFS Financing Corp                                                                                                                                     | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100313.76    | 0.11%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                                                                                            | Blue Owl Credit Income Corp                                                                                                                            | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29185.68     | 0.03%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HLJ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51361.67     | 0.06%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                                                                           | Deutsche Bank AG/New York NY                                                                                                                           | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      5000 | PA      | $5054.61      | 0.01%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                                                                                                                 | BofA Auto Trust 2025-1                                                                                                                                 | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50136.34     | 0.05%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $198507.81    | 0.21%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    199491 | PA      | $184822.92    | 0.20%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180ACB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     56416 | PA      | $57740.51     | 0.06%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-2                                                                                                               | GLS Auto Receivables Issuer Trust 2025-2                                                                                                               | CUSIP: 37989BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50188.82     | 0.05%             | 2029-01-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $96144.53     | 0.10%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                                                                                                  | Blue Owl Capital Corp                                                                                                                                  | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9931.54      | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Interstate Power and Light Co                                                                                                                          | Interstate Power and Light Co                                                                                                                          | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128346.47    | 0.14%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                                                                             | Ford Credit Floorplan Master Owner Trust A                                                                                                             | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50406.14     | 0.05%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                                                                                                    | Drive Auto Receivables Trust 2025-1                                                                                                                    | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50160.24     | 0.05%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2025-A                                                                                                                | Harley-Davidson Motorcycle Trust 2025-A                                                                                                                | CUSIP: 41284XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50293.86     | 0.05%             | 2030-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HLJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45000 | PA      | $45347.83     | 0.05%             | 2030-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V15 Mortgage Trust                                                                                                                      | Benchmark 2025-V15 Mortgage Trust                                                                                                                      | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $103947.81    | 0.11%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                                                                                             | Smurfit Kappa Treasury ULC                                                                                                                             | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     20000 | PA      | $19319.83     | 0.02%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                                                                                                    | Eastman Chemical Co                                                                                                                                    | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5268.35      | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                                                                              | HA Sustainable Infrastructure Capital Inc                                                                                                              | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20482.42     | 0.02%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                                                                                      | Ares Capital Corp                                                                                                                                      | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59202.42     | 0.06%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                                                                             | Ares Strategic Income Fund                                                                                                                             | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49082.61     | 0.05%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Federally Taxable Build America Bonds, Series 2010B                             | Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Federally Taxable Build America Bonds, Series 2010B                             | CUSIP: 16772PAQ9<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |     24155 | PA      | $25313.56     | 0.03%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5C31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    209689 | PA      | $195899.11    | 0.21%             | 2054-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5KV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     91719 | PA      | $91047.52     | 0.10%             | 2055-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     91177 | PA      | $95371.86     | 0.10%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                                                                                       | Freddie Mac Pool                                                                                                                                       | CUSIP: 3142J6AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63558 | PA      | $65907.52     | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    163410 | PA      | $164869.32    | 0.18%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5MR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    100072 | PA      | $102218.97    | 0.11%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                                                                                                   | BA Credit Card Trust                                                                                                                                   | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15057.20     | 0.02%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2025-1                                                                                                            | Toyota Auto Loan Extended Note Trust 2025-1                                                                                                            | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101137.37    | 0.11%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                                                                      | Brown & Brown Inc                                                                                                                                      | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9987.17      | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                                                                      | Brown & Brown Inc                                                                                                                                      | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69854.91     | 0.08%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                                                                                      | Golub Capital Private Credit Fund                                                                                                                      | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19731.25     | 0.02%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                                                                                | Federal Home Loan Banks                                                                                                                                | CUSIP: 3130B6R24<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $50024.77     | 0.05%             | 2027-06-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179YS39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    208117 | PA      | $194933.52    | 0.21%             | 2054-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                                                                                   | Verizon Master Trust                                                                                                                                   | CUSIP: 92348KEF6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40191.32     | 0.04%             | 2031-06-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80732.20     | 0.09%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                                                                                 | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    220000 | PA      | $222849.00    | 0.24%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199140.62    | 0.21%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                                                                                               | eBay Inc                                                                                                                                               | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16083.70     | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                                                                                                  | Bank5                                                                                                                                                  | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51335.52     | 0.06%             | 2058-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77502 | PA      | $79124.59     | 0.09%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179X2G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    148754 | PA      | $137212.50    | 0.15%             | 2053-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5MT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     66699 | PA      | $69024.74     | 0.07%             | 2055-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5PK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    137142 | PA      | $139951.11    | 0.15%             | 2055-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                                                                                       | Puget Energy Inc                                                                                                                                       | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35207.88     | 0.04%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-3                                                                                              | GM Financial Consumer Automobile Receivables Trust 2025-3                                                                                              | CUSIP: 379957AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25064.03     | 0.03%             | 2031-09-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-3                                                                                              | GM Financial Consumer Automobile Receivables Trust 2025-3                                                                                              | CUSIP: 379957AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100146.68    | 0.11%             | 2030-08-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    158000 | PA      | $118095.31    | 0.13%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                                                                           | American Express Credit Account Master Trust                                                                                                           | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100382.08    | 0.11%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                                                                                                   | Chase Issuance Trust                                                                                                                                   | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100139.23    | 0.11%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C36                                                                                                                         | BBCMS Mortgage Trust 2025-5C36                                                                                                                         | CUSIP: 05556CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50631.73     | 0.05%             | 2058-08-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2025-3                                                                                                    | American Credit Acceptance Receivables Trust 2025-3                                                                                                    | CUSIP: 02528EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50109.16     | 0.05%             | 2029-09-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                                                                                           | HPEFS Equipment Trust 2025-1                                                                                                                           | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100381.81    | 0.11%             | 2032-09-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                                                                                                | Public Service Electric and Gas Co                                                                                                                     | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15776.47     | 0.02%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149314.45    | 0.16%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5PF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    108118 | PA      | $100974.31    | 0.11%             | 2055-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                                                                             | Fiserv Inc                                                                                                                                             | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1951.19      | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                                                                              | ONEOK Inc                                                                                                                                              | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9826.87      | 0.01%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $192406.25    | 0.21%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                                                                        | CVS Health Corp                                                                                                                                        | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50156.91     | 0.05%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                                                                                              | Arizona Public Service Co                                                                                                                              | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49159.27     | 0.05%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                                                                                                  | GLP Capital LP / GLP Financing II Inc                                                                                                                  | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11747.48     | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority, New York, Water and Sewer System Revenue Bonds, Second Generation Resolution, Build America Taxable B | New York City Municipal Water Finance Authority, New York, Water and Sewer System Revenue Bonds, Second Generation Resolution, Build America Taxable B | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      1000 | PA      | $959.77       | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                                                                                 | Sempra                                                                                                                                                 | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16182.59     | 0.02%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1840000 | PA      | $1834609.37   | 1.97%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $98496.09     | 0.11%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5AY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    172090 | PA      | $155682.77    | 0.17%             | 2054-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5TP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     95859 | PA      | $97807.88     | 0.11%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                                                                                                                  | Enterprise Fleet Financing 2025-3 LLC                                                                                                                  | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100343.82    | 0.11%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp                                                                                                                                      | Ares Capital Corp                                                                                                                                      | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9698.37      | 0.01%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1000 | PA      | $804.45       | 0.00%             | 2042-10-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                                                                       | Duke Energy Corp                                                                                                                                       | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132082.04    | 0.14%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-B                                                                                                                     | Volkswagen Auto Lease Trust 2025-B                                                                                                                     | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49941.62     | 0.05%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                                                                               | Avis Budget Rental Car Funding AESOP LLC                                                                                                               | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99113.73     | 0.11%             | 2030-02-20      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                                                                                                                  | Hyundai Auto Receivables Trust 2025-C                                                                                                                  | CUSIP: 44935JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $44552.68     | 0.05%             | 2032-01-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                                                                                                | NOV Inc                                                                                                                                                | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78675.92     | 0.08%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                                                                                               | APA Corp                                                                                                                                               | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60933.13     | 0.07%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                                                                              | Toronto-Dominion Bank/The                                                                                                                              | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15100.85     | 0.02%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                                                                                               | APA Corp                                                                                                                                               | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10375.19     | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                                                                                               | APA Corp                                                                                                                                               | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42820.52     | 0.05%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                                                                                         | Phillips 66 Co                                                                                                                                         | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40131.48     | 0.04%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                                                                                     | BMO Mortgage Trust                                                                                                                                     | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101600.68    | 0.11%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                                                                                               | Plains All American Pipeline LP / PAA Finance Corp                                                                                                     | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $24482.84     | 0.03%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                                                                    | Sherwin-Williams Co/The                                                                                                                                | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7995.24      | 0.01%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                                                             | Intel Corp                                                                                                                                             | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28386.95     | 0.03%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                                                                                      | Dell International LLC / EMC Corp                                                                                                                      | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8900.71      | 0.01%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                                                                                         | Embraer Netherlands Finance BV                                                                                                                         | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      4000 | PA      | $3889.00      | 0.00%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    715000 | PA      | $711452.93    | 0.77%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68902.72     | 0.07%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41881.43     | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                                                                            | Phillips 66                                                                                                                                            | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5023.69      | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    129000 | PA      | $105789.87    | 0.11%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $295453.13    | 0.32%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                                                                                       | Black Hills Corp                                                                                                                                       | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9902.92      | 0.01%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10600.79     | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15048.64     | 0.02%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                                                                   | Royal Bank of Canada                                                                                                                                   | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49288.44     | 0.05%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $99656.41     | 0.11%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9100.41      | 0.01%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9922.38      | 0.01%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                                                                                       | Sekisui House US Inc                                                                                                                                   | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27658.95     | 0.03%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2025-1                                                                                                                     | Ally Auto Receivables Trust 2025-1                                                                                                                     | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44229 | PA      | $44238.81     | 0.05%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $35044.84     | 0.04%             | 2030-09-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-D                                                                                                               | World Omni Auto Receivables Trust 2025-D                                                                                                               | CUSIP: 98165HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49711.34     | 0.05%             | 2031-03-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14269.65     | 0.02%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                                                                                                  | CCG Receivables Trust                                                                                                                                  | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100025.98    | 0.11%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3                                                                                                       | SFS Auto Receivables Securitization Trust 2025-3                                                                                                       | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49889.28     | 0.05%             | 2031-04-21      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                                                                   | Kraft Heinz Foods Co                                                                                                                                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44198.07     | 0.05%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V18 Mortgage Trust                                                                                                                      | Benchmark 2025-V18 Mortgage Trust                                                                                                                      | CUSIP: 08164EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50071.29     | 0.05%             | 2058-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                                                                            | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155204.56    | 0.17%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                                                                                        | Israel Government International Bond                                                                                                                   | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    128000 | PA      | $108908.74    | 0.12%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5VM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    108524 | PA      | $98177.20     | 0.11%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5VR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     97486 | PA      | $98264.95     | 0.11%             | 2055-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    135583 | PA      | $141820.77    | 0.15%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5VP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     98668 | PA      | $95234.01     | 0.10%             | 2055-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2025-B                                                                                                                  | Mercedes-Benz Auto Lease Trust 2025-B                                                                                                                  | CUSIP: 58770XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49734.05     | 0.05%             | 2029-04-16      | Fixed         | 3.88%                 | 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      | $689144.53    | 0.74%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1345000 | PA      | $1337697.07   | 1.44%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                                                                               | Ford Motor Credit Co LLC                                                                                                                               | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12667.25     | 0.01%             | 2035-10-31      | Fixed         | 5.87%                 | 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      | $50762.67     | 0.05%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                                                                                               | MSCI Inc                                                                                                                                               | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19374.93     | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                                                      | HSBC Holdings PLC                                                                                                                                      | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $279512.27    | 0.30%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                                                                                                 | Bunge Ltd Finance Corp                                                                                                                                 | CUSIP: 120568BP4<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20353.87     | 0.02%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                                                                                        | Fannie Mae-Aces                                                                                                                                        | CUSIP: 3136BXNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $98303.24     | 0.11%             | 2035-08-25      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                                                                                                   | WEC Energy Group Inc                                                                                                                                   | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18883.17     | 0.02%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30862.74     | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                                                                             | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48321.01     | 0.05%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $471562.50    | 0.51%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                                                                        | CMS Energy Corp                                                                                                                                        | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8427.32      | 0.01%             | 2043-03-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                                                           | Stryker Corp                                                                                                                                           | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13205.28     | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HNWM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $99136.76     | 0.11%             | 2035-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                                                                                      | Goldman Sachs Private Credit Corp                                                                                                                      | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19665.68     | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $253037.70    | 0.27%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                                                                                                | Capital One Multi-Asset Execution Trust                                                                                                                | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98905.86     | 0.11%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                                                                                        | Fannie Mae-Aces                                                                                                                                        | CUSIP: 3136BXM35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $219921.30    | 0.24%             | 2031-11-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5VQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     98312 | PA      | $97592.65     | 0.11%             | 2055-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    143733 | PA      | $146619.35    | 0.16%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5ZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    197341 | PA      | $198917.74    | 0.21%             | 2055-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK51                                                                                                                                        | BANK 2025-BNK51                                                                                                                                        | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101823.77    | 0.11%             | 2067-12-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418FTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144658 | PA      | $145488.11    | 0.16%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1377085.93   | 1.48%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                                                                                          | Sixth Street Lending Partners                                                                                                                          | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20092.28     | 0.02%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                                                                                              | Apollo Debt Solutions BDC                                                                                                                              | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29723.07     | 0.03%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                                                                                         | Stellantis Financial Underwrit                                                                                                                         | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99657.35     | 0.11%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                                                                                                   | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    110000 | PA      | $108498.50    | 0.12%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                                                                                     | Canadian Imperial Bank of Commerce                                                                                                                     | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19938.20     | 0.02%             | 2086-07-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                                                                                             | HPS Corporate Lending Fund                                                                                                                             | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38992.48     | 0.04%             | 2031-04-02      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                                                                                       | T-Mobile USA Inc                                                                                                                                       | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48061.69     | 0.05%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                                                                                                | Indonesia Government International Bond                                                                                                                | CUSIP: 455780EF9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     19000 | PA      | $18603.51     | 0.02%             | 2036-02-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                                                                                       | Wells Fargo & Co                                                                                                                                       | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166386.84    | 0.18%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                                                                                       | Wells Fargo & Co                                                                                                                                       | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107169.12    | 0.12%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                                                                      | Omnicom Group Inc                                                                                                                                      | CUSIP: 681919BS4<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8989.11      | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                                                                                                    | Affirm Master Trust                                                                                                                                    | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99571.07     | 0.11%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                                                                           | Citizens Financial Group Inc                                                                                                                           | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49570.25     | 0.05%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                                                                                  | Truist Financial Corp                                                                                                                                  | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49503.92     | 0.05%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                                                                            | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267673.52    | 0.29%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1630000 | PA      | $1611407.81   | 1.73%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48921.55     | 0.05%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                                                                             | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98228.09     | 0.11%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                                                                                       | Blue Owl Technology Finance Corp                                                                                                                       | CUSIP: 095924AC0<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14442.49     | 0.02%             | 2031-01-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                                                                                             | PacifiCorp                                                                                                                                             | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198119.84    | 0.21%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                                                                                       | VB-S1 Issuer LLC                                                                                                                                       | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $48953.23     | 0.05%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                                                                                                         | Westlake Automobile Receivable                                                                                                                         | CUSIP: 96043AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49418.22     | 0.05%             | 2031-03-17      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2026-1                                                                                                                      | LAD Auto Receivables Trust 2026-1                                                                                                                      | CUSIP: 505708AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49561.71     | 0.05%             | 2031-04-15      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables 2026-1 Owner Trust                                                                                                              | Honda Auto Receivables 2026-1 Owner Trust                                                                                                              | CUSIP: 43815CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49619.15     | 0.05%             | 2030-09-23      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                                                                            | Cencora Inc                                                                                                                                            | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48783.15     | 0.05%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                                                                                         | Hyundai Auto Receivables Trust                                                                                                                         | CUSIP: 448981AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49611.65     | 0.05%             | 2031-02-18      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2026-A                                                                                                                        | Toyota Lease Owner Trust 2026-A                                                                                                                        | CUSIP: 89240MAD6<br>LEI: 2549000O9PUL1ASSQJ88 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49713.34     | 0.05%             | 2029-02-20      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $272035.16    | 0.29%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                                                                                                     | Compass Datacenters Issuer III LLC                                                                                                                     | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49781.34     | 0.05%             | 2056-02-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    430000 | PA      | $420929.69    | 0.45%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2026-A LLC                                                                                                                                | NMEF Funding 2026-A LLC                                                                                                                                | CUSIP: 62919FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49677.37     | 0.05%             | 2034-02-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    575000 | PA      | $553617.19    | 0.60%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Restoration Bond Co III LLC                                                                                                         | Centerpoint Energy Restoration Bond Co III LLC                                                                                                         | CUSIP: 15202GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48976.97     | 0.05%             | 2035-06-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                                                                                        | DTE Electric Co                                                                                                                                        | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48887.18     | 0.05%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96951.93     | 0.10%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                                                                                        | Stack Infrastructure Issuer LLC                                                                                                                        | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $48363.16     | 0.05%             | 2056-03-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1080000 | PA      | $1031400.00   | 1.11%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                                                                      | Eversource Energy                                                                                                                                      | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49977.61     | 0.05%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Benchmark 2026-B42 Mortgage Trust                                                                                                                      | Benchmark 2026-B42 Mortgage Trust                                                                                                                      | CUSIP: 08164FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50211.10     | 0.05%             | 2059-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                                                                                          | Southern California Edison Co                                                                                                                          | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48940.46     | 0.05%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $565012.50    | 0.61%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital LLC                                                                                                                        | Velocity Commercial Capital LLC                                                                                                                        | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51702.65     | 0.06%             | 2031-02-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: —       |
| Volvo Financial Equipment LLC Series 2026-1                                                                                                            | Volvo Financial Equipment LLC                                                                                                                          | CUSIP: 92886FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49650.87     | 0.05%             | 2030-05-15      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                                                                                                | Duke Energy Indiana LLC                                                                                                                                | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49133.35     | 0.05%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                                                                                                | Entergy Mississippi LLC                                                                                                                                | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49174.05     | 0.05%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                                                                                         | Southwestern Electric Power Co                                                                                                                         | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98655.40     | 0.11%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                                                                                                | Essential Utilities Inc                                                                                                                                | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49250.00     | 0.05%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                                                                                            | Northern States Power Co/MN                                                                                                                            | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49201.58     | 0.05%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                                                                                        | Kreditanstalt fuer Wiederaufbau                                                                                                                        | CUSIP: 500769KP8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $49398.07     | 0.05%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2026                                                                                                                            | John Deere Owner Trust 2026                                                                                                                            | CUSIP: 47787DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49551.93     | 0.05%             | 2030-08-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2026-1                                                                                                        | AmeriCredit Automobile Receivables Trust 2026-1                                                                                                        | CUSIP: 03066CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49848.45     | 0.05%             | 2032-11-18      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                                                                                                 | Sumisho Air Lease Corp                                                                                                                                 | CUSIP: 873923AG1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19835.27     | 0.02%             | 2036-03-24      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| City of Chicago IL                                                                                                                                     | City of Chicago IL, Illinois                                                                                                                           | CUSIP: 1674862D0<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50229.05     | 0.05%             | 2031-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                                                                                          | Oaktree Strategic Credit Fund                                                                                                                          | CUSIP: 67403AAG4<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9928.17      | 0.01%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                                                                                            | San Diego Gas & Electric Co                                                                                                                            | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49871.73     | 0.05%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-2                                                                                                             | Exeter Automobile Receivables Trust 2026-2                                                                                                             | CUSIP: 30166WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50163.94     | 0.05%             | 2030-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5250000 | PA      | $5248769.51   | 5.65%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1688710.95   | 1.82%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2026-C66                                                                                                         | Wells Fargo Commercial Mortgage Trust 2026-C66                                                                                                         | CUSIP: 95005CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $77947.59     | 0.08%             | 2059-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                                       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                                       | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     25000 | PA      | $24954.25     | 0.03%             | 2037-03-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                                       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                                       | CUSIP: 46590XBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     25000 | PA      | $24598.25     | 0.03%             | 2057-05-10      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                                                                                        | Fannie Mae-Aces                                                                                                                                        | CUSIP: 3136BYH70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $218462.47    | 0.24%             | 2036-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Benchmark 2026-V21 Mortgage Trust                                                                                                                      | Benchmark 2026-V21 Mortgage Trust                                                                                                                      | CUSIP: 08164HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101604.11    | 0.11%             | 2059-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $139857.81    | 0.15%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                                                                                       | Republic of Poland Government International Bond                                                                                                       | CUSIP: 857524AL6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     30000 | PA      | $30081.48     | 0.03%             | 2056-04-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                    | State of California                                                                                                                                    | CUSIP: 13063ETQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50900.17     | 0.05%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                    | State of California                                                                                                                                    | CUSIP: 13063ETP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49829.71     | 0.05%             | 2031-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                                                                                                  | Transcontinental Gas Pipe Line Co LLC                                                                                                                  | CUSIP: 893574AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49611.47     | 0.05%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                                                                            | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99764.29     | 0.11%             | 2034-04-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                                                                                    | JPMorgan Chase & Co                                                                                                                                    | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198804.88    | 0.21%             | 2037-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                                                                                                    | Province of British Columbia Canada                                                                                                                    | CUSIP: 11070TAP3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $49554.45     | 0.05%             | 2031-04-23      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                                                                                        | State of Hawaii                                                                                                                                        | CUSIP: 419792S23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200371.86    | 0.22%             | 2031-04-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                                                                                       | Bank of New York Mellon Corp/The                                                                                                                       | CUSIP: 06406RCM7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49615.19     | 0.05%             | 2037-04-23      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CPS Auto Receivables Trust 2026-B                                                                                                                      | CPS Auto Receivables Trust 2026-B                                                                                                                      | CUSIP: 12676XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100177.01    | 0.11%             | 2032-07-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                                                                              | Toronto-Dominion Bank/The                                                                                                                              | CUSIP: 89115KAR1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49719.74     | 0.05%             | 2033-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| New York City, New York, General Obligation Bonds, Taxable Fiscal 2026 Series H-1                                                                      | New York City, New York, General Obligation Bonds, Taxable Fiscal 2026 Series H-1                                                                      | CUSIP: 64966SVP8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    155000 | PA      | $154334.57    | 0.17%             | 2046-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                    | City of New York NY                                                                                                                                    | CUSIP: 64966SVQ6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105089.09    | 0.11%             | 2052-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                                                                                  | Truist Financial Corp                                                                                                                                  | CUSIP: 89788MAY8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49298.86     | 0.05%             | 2037-04-23      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                                                                                  | Truist Financial Corp                                                                                                                                  | CUSIP: 89788MAX0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49551.78     | 0.05%             | 2032-04-23      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust 2026-A                                                                                                                    | Navient Education Loan Trust 2026-A                                                                                                                    | CUSIP: 63943MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100728.13    | 0.11%             | 2056-09-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-2                                                                                                                         | CarMax Auto Owner Trust 2026-2                                                                                                                         | CUSIP: 142935AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50040.54     | 0.05%             | 2031-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                                                                                      | State Street Corp                                                                                                                                      | CUSIP: 857477DG5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49588.22     | 0.05%             | 2037-04-24      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                                                                                      | State Street Corp                                                                                                                                      | CUSIP: 857477DF7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49759.14     | 0.05%             | 2032-04-23      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                                                                         | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HCC9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49174.94     | 0.05%             | 2031-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                                                                          | Jefferies Financial Group Inc                                                                                                                          | CUSIP: 47233WMK2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49305.77     | 0.05%             | 2031-04-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404119DL0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49549.58     | 0.05%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                                                                             | Intel Corp                                                                                                                                             | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24895.05     | 0.03%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                                                                     | Panama Government International Bond                                                                                                                   | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $77000.00     | 0.08%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                                                                                          | Allstate Corp/The                                                                                                                                      | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12840.99     | 0.01%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                                                                                      | ITC Holdings Corp                                                                                                                                      | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      1000 | PA      | $915.53       | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418AUP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19928 | PA      | $18177.04     | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                                                                                                    | LYB International Finance BV                                                                                                                           | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     29000 | PA      | $25257.45     | 0.03%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                                                                         | Halliburton Co                                                                                                                                         | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15853.49     | 0.02%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844BN7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9772.09      | 0.01%             | 2043-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20310.26     | 0.02%             | 2045-02-01      | Fixed         | 5.65%                 | 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        |    510793 | NS      | $510793.09    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                                                                                                             | Zoetis Inc                                                                                                                                             | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18722.52     | 0.02%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                                                                                              | Mosaic Co/The                                                                                                                                          | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9370.00      | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                                                                                 | Williams Cos Inc/The                                                                                                                                   | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9801.10      | 0.01%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                                                                               | Cooperatieve Rabobank UA                                                                                                                               | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $48681.27     | 0.05%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting