# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001752724-25-157637
**Filing Date:** 2025-6
**Character Count:** 558310
**Document Hash:** 994661ed55176050b82f06f18e9952f3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-157637.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-157637

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250731

**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:** 251076596

**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:** 2025-07-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $59020419.00

**Total Liabilities:** $531616.00

**Net Assets:** $58488803.00

**Delayed Delivery Securities:** $353155.00

**Cash Not Reported:** $1324953.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -15.65000000 | **1-Year:** -1934.19000000 | **5-Year:** -6365.97000000 | **10-Year:** -12444.00000000 | **30-Year:** -14158.29000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -0.22000000 | **10-Year:** -225.19000000 | **30-Year:** -92.47000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173018 | 2.07%                | -0.29%               | 0.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14303.36               | $645431.01                                 |
| Month 2  | $-128948.76              | $21182.34                                  |
| Month 3  | $6695.24                 | $-152557.53                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KEURIG DR PEPPER INC                                                                                                                                   | Keurig Dr Pepper Inc                                                                                                                                   | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16215.95     | 0.03%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7105.41      | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125401 | PA      | $122146.85    | 0.21%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                                                                                                | Reinsurance Group of America Inc                                                                                                                       | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9251.61      | 0.02%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                                                                                        | Dollar Tree Inc                                                                                                                                        | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     11000 | PA      | $6688.62      | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                                                              | Aetna Inc                                                                                                                                              | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10674.14     | 0.02%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                                                                                                 | Old Republic International Corp                                                                                                                        | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6920.57      | 0.01%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     26000 | PA      | $19109.60     | 0.03%             | 2052-03-01      | Fixed         | 3.88%                 | 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      | $12139.67     | 0.02%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AB77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    211904 | PA      | $197282.76    | 0.34%             | 2054-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                                                                                        | Cigna Group/The                                                                                                                                        | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     33000 | PA      | $28444.67     | 0.05%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                                                            | Nutrien Ltd                                                                                                                                            | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11749.78     | 0.02%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                                                                      | Eversource Energy                                                                                                                                      | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52377.77     | 0.09%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                                                              | Boeing Co/The                                                                                                                                          | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6435.76      | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                                                                        | CMS Energy Corp                                                                                                                                        | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8552.94      | 0.01%             | 2043-03-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    238944 | PA      | $230180.46    | 0.39%             | 2052-05-20      | Fixed         | 4.50%                 | 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        |     27000 | PA      | $23531.32     | 0.04%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                                                                                    | Charles Schwab Corp/The                                                                                                                                | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25926.40     | 0.04%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418AUP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21777 | PA      | $19720.35     | 0.03%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                                                                      | General Motors Co                                                                                                                                      | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43132.89     | 0.07%             | 2036-04-01      | Fixed         | 6.60%                 | 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      | $38949.99     | 0.07%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                                                                                        | DTE Electric Co                                                                                                                                        | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8094.84      | 0.01%             | 2043-04-01      | 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      | $27627.85     | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                                                                              | Toronto-Dominion Bank/The                                                                                                                              | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49541.12     | 0.08%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                                                                                            | Southern Co/The                                                                                                                                        | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1015.49      | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | 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      | $203703.72    | 0.35%             | 2028-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                                                                                 | Consolidated Edison Co of New York Inc                                                                                                                 | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80494.83     | 0.14%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                                                                                          | Owens Corning                                                                                                                                          | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3163.73      | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $107465.04    | 0.18%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                                                                                               | Telefonica Emisiones SA                                                                                                                                | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     30000 | PA      | $26311.60     | 0.04%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                                                                                                     | Essex Portfolio LP                                                                                                                                     | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24886.83     | 0.04%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                                                                                      | NSTAR Electric Co                                                                                                                                      | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44516.25     | 0.08%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                                                                                 | Santander Holdings USA Inc                                                                                                                             | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6850.61      | 0.01%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                                                                                               | Uruguay Government International Bond                                                                                                                  | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     17000 | PA      | $15576.25     | 0.03%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                                                             | Federal National Mortgage Association                                                                                                                  | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     15000 | PA      | $16528.79     | 0.03%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    199522 | PA      | $202069.59    | 0.35%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                                                                                               | Export-Import Bank of Korea                                                                                                                            | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     70000 | PA      | $49090.56     | 0.08%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35842.72     | 0.06%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                                                                           | Centene Corp                                                                                                                                           | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8782.45      | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | 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      | $41393.04     | 0.07%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                                                                                  | Goldman Sachs BDC Inc                                                                                                                                  | CUSIP: 38147UAD9<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9858.00      | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $87732.80     | 0.15%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35578.56     | 0.06%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/WI                                                                                                                            | Northern States Power Co/WI                                                                                                                            | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29693.06     | 0.05%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                                                                                                  | GLP Capital LP / GLP Financing II Inc                                                                                                                  | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9776.42      | 0.02%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                                                                                                             | Toyota Auto Receivables 2025-A Owner Trust                                                                                                             | CUSIP: 89240JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50547.56     | 0.09%             | 2029-08-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                                                                                              | Aptiv Swiss Holdings Ltd                                                                                                                               | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     10000 | PA      | $8324.76      | 0.01%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                                                    | JPMorgan Chase & Co                                                                                                                                    | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103153.69    | 0.18%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64629 | PA      | $56716.36     | 0.10%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                                                                                               | W R Berkley Corp                                                                                                                                       | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34450.79     | 0.06%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2868.34      | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8464.69      | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                                                                                              | Lear Corp                                                                                                                                              | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9293.37      | 0.02%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                                                                                    | COMM 2015-LC19 Mortgage Trust                                                                                                                          | CUSIP: 200474BE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13642 | PA      | $13619.24     | 0.02%             | 2048-02-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    102000 | PA      | $77802.05     | 0.13%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                                                                               | Rogers Communications Inc                                                                                                                              | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $114421.96    | 0.20%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                                                                     | Banco Santander SA                                                                                                                                     | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     44000 | PA      | $38574.80     | 0.07%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                                                                                       | Hewlett Packard Enterprise Co                                                                                                                          | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14554.93     | 0.02%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                                                                   | Sabra Health Care LP                                                                                                                                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17683.78     | 0.03%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                                                               | RTX Corp                                                                                                                                               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54414.86     | 0.09%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                                                             | PacifiCorp                                                                                                                                             | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99528.77     | 0.17%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                                                                                                   | Panama Government International Bond                                                                                                                   | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     60000 | PA      | $57932.69     | 0.10%             | 2036-01-31      | Fixed         | 6.88%                 | 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      | $13044.19     | 0.02%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                                                                                     | Vodafone Group PLC                                                                                                                                     | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     27000 | PA      | $22705.48     | 0.04%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                                                                                                  | Louisville Gas and Electric Co                                                                                                                         | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8216.76      | 0.01%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  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      | $50169.65     | 0.09%             | 2030-03-15      | Fixed         | 4.48%                 | 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        |    166890 | NS      | $166890.37    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                                                                                       | Freddie Mac Pool                                                                                                                                       | CUSIP: 3132DS5E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235332 | PA      | $196614.17    | 0.34%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                                                                                | Arthur J Gallagher & Co                                                                                                                                | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32598.75     | 0.06%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                                                                                        | Israel Government International Bond                                                                                                                   | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    250000 | PA      | $189662.50    | 0.32%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96082 | PA      | $97485.25     | 0.17%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84495.98     | 0.14%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                                                                                | Jefferies Financial Group Inc                                                                                                                          | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19643.71     | 0.03%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $29508.98     | 0.05%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                                                                                                     | Southwest Gas Corp                                                                                                                                     | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44017.74     | 0.08%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                                                                                                  | TransCanada PipeLines Ltd                                                                                                                              | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $16915.42     | 0.03%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                                                                                        | BANK5 2023-5YR4                                                                                                                                        | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43281 | PA      | $45734.38     | 0.08%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                                                                                                     | CNA Financial Corp                                                                                                                                     | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7794.69      | 0.01%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                                                                                                 | Discover Financial Services                                                                                                                            | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7926.46      | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                                                                         | Halliburton Co                                                                                                                                         | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15059.35     | 0.03%             | 2043-08-01      | Fixed         | 4.75%                 | 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      | $392.66       | 0.00%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                                                                                               | First American Financial Corp                                                                                                                          | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9298.01      | 0.02%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1000 | PA      | $893.45       | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                                                    | Fifth Third Bancorp                                                                                                                                    | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12831.49     | 0.02%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    103542 | PA      | $101635.27    | 0.17%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                                                                                                  | Evergy Kansas Central Inc                                                                                                                              | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13224.75     | 0.02%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10795.66     | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                                                                                                 | Trane Technologies Financing Ltd                                                                                                                       | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $8188.66      | 0.01%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                                                                                   | Las Vegas Sands Corp                                                                                                                                   | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19597.64     | 0.03%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30082.61     | 0.05%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                                                                                                  | Republic Services Inc                                                                                                                                  | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10174.73     | 0.02%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      5000 | PA      | $4169.08      | 0.01%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                                                                                                                | Brookfield Finance I UK Plc / Brookfield Finance Inc                                                                                                   | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $83288.72     | 0.14%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                                                                                | KeyCorp                                                                                                                                                | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49924.75     | 0.09%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN ELEC POWER                                                                                                                                | Southwestern Electric Power Co                                                                                                                         | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      1000 | PA      | $747.96       | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                                                                 | Puget Sound Energy Inc                                                                                                                                 | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6100.32      | 0.01%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77936 | PA      | $76583.15     | 0.13%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                                                                            | Phillips 66                                                                                                                                            | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4789.25      | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6596.59      | 0.01%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249892.58    | 0.43%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                                                                                            | Equifax Inc                                                                                                                                            | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18988.66     | 0.03%             | 2031-09-15      | Fixed         | 2.35%                 | 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      | $93144.57     | 0.16%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                                                  | Wells Fargo & Co                                                                                                                                       | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166898.75    | 0.29%             | 2044-11-04      | Fixed         | 4.65%                 | 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        |     50000 | PA      | $50721.59     | 0.09%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                                                                                      | Brown & Brown Inc                                                                                                                                      | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20713.70     | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                                                                                                | Essential Utilities Inc                                                                                                                                | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     21000 | PA      | $13752.75     | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | 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      | $6229.27      | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                                                                                                     | Regency Centers LP                                                                                                                                     | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5707.17      | 0.01%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $101031.25    | 0.17%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                                                                            | Ovintiv Inc                                                                                                                                            | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22214.14     | 0.04%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                                                                                        | Israel Government International Bond                                                                                                                   | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     50000 | PA      | $34687.50     | 0.06%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                                                                            | Phillips 66                                                                                                                                            | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5596.06      | 0.01%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                                                            | Nutrien Ltd                                                                                                                                            | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10153.24     | 0.02%             | 2041-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                                                                                            | Viatris Inc                                                                                                                                            | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     86000 | PA      | $60311.10     | 0.10%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                                                                                | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     81000 | PA      | $85378.30     | 0.15%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                                                                   | Colombia Government International Bond                                                                                                                 | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      9000 | PA      | $5463.24      | 0.01%             | 2042-02-22      | Fixed         | 4.12%                 | 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      | $50215.03     | 0.09%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                                                                                   | PNC Financial Services Group Inc/The                                                                                                                   | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54964.27     | 0.09%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                                                                 | Sempra                                                                                                                                                 | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     34000 | PA      | $24539.77     | 0.04%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101233.31    | 0.17%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8944.07      | 0.02%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                                                                                                  | Toronto-Dominion Bank/The                                                                                                                              | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10211.12     | 0.02%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                                                                                      | Atmos Energy Corp                                                                                                                                      | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21245.90     | 0.04%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                                                              | Aetna Inc                                                                                                                                              | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3253.58      | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25380.12     | 0.04%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                                                                        | CVS Health Corp                                                                                                                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16233.73     | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $201773.44    | 0.34%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                                                                               | Celulosa Arauco y Constitucion SA                                                                                                                      | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     50000 | PA      | $43833.23     | 0.07%             | 2047-11-02      | Fixed         | 5.50%                 | 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        |     50000 | PA      | $50706.97     | 0.09%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                                                                                          | GM Financial Consumer Automobile Receivables Trust 2022-2                                                                                              | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28548 | PA      | $28403.73     | 0.05%             | 2027-02-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9488.78      | 0.02%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                                                                                                 | AngloGold Ashanti Holdings PLC                                                                                                                         | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     10000 | PA      | $9313.82      | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                                                                       | Deutsche Bank AG/New York NY                                                                                                                           | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1000 | PA      | $924.63       | 0.00%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                                                                                      | National Rural Utilities Cooperative Finance Corp                                                                                                      | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51360.11     | 0.09%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                                                                                    | Moody's Corp                                                                                                                                           | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6842.45      | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                                                           | ING Groep NV                                                                                                                                           | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $29374.22     | 0.05%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     12000 | PA      | $11092.89     | 0.02%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    192073 | PA      | $192401.12    | 0.33%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                                                  | Wells Fargo & Co                                                                                                                                       | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1000 | PA      | $983.32       | 0.00%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                                                                                 | Santander Holdings USA Inc                                                                                                                             | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29786.54     | 0.05%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19016.31     | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $979.53       | 0.00%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                                                                                          | Westlake Corp                                                                                                                                          | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5824.27      | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | 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      | $26788.89     | 0.05%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                                                                                        | Cigna Group/The                                                                                                                                        | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51537.06     | 0.09%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                                                                                    | American Express Co                                                                                                                                    | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20186.90     | 0.03%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                                                                                                  | RPM International Inc                                                                                                                                  | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3238.49      | 0.01%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4986.73      | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     54000 | PA      | $45090.70     | 0.08%             | 2037-11-15      | Fixed         | 3.80%                 | 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      | $458173.83    | 0.78%             | 2029-11-30      | Fixed         | 4.12%                 | 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      | $978.42       | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44307 | PA      | $40552.49     | 0.07%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    201043 | PA      | $193440.58    | 0.33%             | 2052-12-20      | Fixed         | 4.50%                 | 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      | $83563.00     | 0.14%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                                                                                    | Carrier Global Corp                                                                                                                                    | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10490.92     | 0.02%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                                                                                           | Stryker Corp                                                                                                                                           | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30234.34     | 0.05%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                                                                                       | LPL Holdings Inc                                                                                                                                       | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50165.82     | 0.09%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                                                                                                | Duke Energy Indiana LLC                                                                                                                                | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180780.37    | 0.31%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                                                                                 | Colombia Government International Bond                                                                                                                 | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $203143.75    | 0.35%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                                                                               | Prudential Financial Inc                                                                                                                               | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36601.88     | 0.06%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                                                                                  | Huntington Bancshares Inc/OH                                                                                                                           | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    112000 | PA      | $101067.75    | 0.17%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19844.95     | 0.03%             | 2034-09-15      | Fixed         | 5.45%                 | 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      | $26515.36     | 0.05%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44328.75     | 0.08%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                                                                                  | Lincoln National Corp                                                                                                                                  | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15797.36     | 0.03%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844BN7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9387.20      | 0.02%             | 2043-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    233743 | PA      | $199637.92    | 0.34%             | 2050-08-20      | Fixed         | 2.50%                 | 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      | $27412.21     | 0.05%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17117.25     | 0.03%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418E4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75653 | PA      | $77909.85     | 0.13%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                                                                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     18000 | PA      | $17412.41     | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                                                                                                | Oncor Electric Delivery Co LLC                                                                                                                         | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37251.76     | 0.06%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                                                                    | Gilead Sciences Inc                                                                                                                                    | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70722.75     | 0.12%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                                                                                                     | Ohio Power Co                                                                                                                                          | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192891.50    | 0.33%             | 2048-04-01      | Fixed         | 4.15%                 | 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        |     50000 | PA      | $50025.88     | 0.09%             | 2028-02-22      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225930.23    | 0.39%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                                                                                      | CF Industries Inc                                                                                                                                      | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8976.95      | 0.02%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                                                                                         | Carmax Auto Owner Trust 2024-3                                                                                                                         | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38581 | PA      | $38682.30     | 0.07%             | 2027-09-15      | Fixed         | 5.21%                 | 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      | $9042.26      | 0.02%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                                                                                     | Ford Motor Co                                                                                                                                          | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7781.02      | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | 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      | $51495.17     | 0.09%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                                                                                       | Markel Group Inc                                                                                                                                       | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11452.08     | 0.02%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $198437.50    | 0.34%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                                                                        | CMS Energy Corp                                                                                                                                        | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9690.62      | 0.02%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                                                                                    | American Tower Corp                                                                                                                                    | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20228.55     | 0.03%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                                                                   | Royal Bank of Canada                                                                                                                                   | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10173.08     | 0.02%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                                                                       | Duke Energy Corp                                                                                                                                       | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    287000 | PA      | $210150.80    | 0.36%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     16000 | PA      | $8438.40      | 0.01%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                                                                                                   | Keurig Dr Pepper Inc                                                                                                                                   | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10619.02     | 0.02%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                                                                                      | L3Harris Technologies Inc                                                                                                                              | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9120.30      | 0.02%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162240.94    | 0.28%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                                                                                                | Duke Energy Indiana LLC                                                                                                                                | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93294.62     | 0.16%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                                                                 | International Paper Co                                                                                                                                 | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8840.29      | 0.02%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                                                                                               | Aon Corp                                                                                                                                               | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17439.00     | 0.03%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    201771 | PA      | $198054.28    | 0.34%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                                                                                               | Uruguay Government International Bond                                                                                                                  | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     90000 | PA      | $79087.50     | 0.14%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                                                                                                  | Takeda Pharmaceutical Co Ltd                                                                                                                           | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $12872.81     | 0.02%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                                                                                   | Bank of America Corp                                                                                                                                   | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119628.76    | 0.20%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $104746.14    | 0.18%             | 2033-01-18      | Fixed         | 6.18%                 | 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      | $91251.63     | 0.16%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                                                                                                   | National Fuel Gas Co                                                                                                                                   | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50126.10     | 0.09%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $203437.50    | 0.35%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                                                                                              | GATX Corp                                                                                                                                              | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31192.83     | 0.05%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                                                                                                | Public Service Co of Colorado                                                                                                                          | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22139.20     | 0.04%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                                                                                      | Southern Power Co                                                                                                                                      | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     51000 | PA      | $43714.51     | 0.07%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                                                                    | FS KKR Capital Corp                                                                                                                                    | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10444.84     | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                                                                                          | First American Financial Corp                                                                                                                          | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29003.28     | 0.05%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                                                                                 | Boston Scientific Corp                                                                                                                                 | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6522.74      | 0.01%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43158.13     | 0.07%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE REIT INC                                                                                                                                   | Welltower OP LLC                                                                                                                                       | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9161.15      | 0.02%             | 2043-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48843.44     | 0.08%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                                                                    | Consumers Energy Co                                                                                                                                    | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15780.63     | 0.03%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                                                                                               | Johnson Controls International plc                                                                                                                     | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $8774.18      | 0.02%             | 2045-09-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                                                                                        | BANK 2025-BNK49                                                                                                                                        | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51959.90     | 0.09%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                                                                                    | Sumitomo Mitsui Financial Group Inc                                                                                                                    | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $102847.78    | 0.18%             | 2035-01-15      | Fixed         | 5.63%                 | 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      | $23087.36     | 0.04%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                                                                                  | MidAmerican Energy Co                                                                                                                                  | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33244.05     | 0.06%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                                                                                                     | Regal Rexnord Corp                                                                                                                                     | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45855.17     | 0.08%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4893.45      | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                                                                                             | Masco Corp                                                                                                                                             | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15855.61     | 0.03%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     25000 | PA      | $15533.08     | 0.03%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                                                                                                 | Bank of New York Mellon Corp/The                                                                                                                       | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87356.06     | 0.15%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                                                      | HSBC Holdings PLC                                                                                                                                      | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109913.03    | 0.19%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54419.73     | 0.09%             | 2034-11-01      | Fixed         | 6.63%                 | 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      | $16599.42     | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GATX CORP                                                                                                                                              | GATX Corp                                                                                                                                              | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16002.13     | 0.03%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1984.01      | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $946845.71    | 1.62%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                                                    | JPMorgan Chase & Co                                                                                                                                    | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3870.18      | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                                                                            | MetLife Inc                                                                                                                                            | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30923.85     | 0.05%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                                                                                      | Sysco Corp                                                                                                                                             | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53603.29     | 0.09%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                                                                                               | Main Street Capital Corp                                                                                                                               | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20318.33     | 0.03%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                                                              | Aetna Inc                                                                                                                                              | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8332.72      | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | 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      | $33435.45     | 0.06%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30468.05     | 0.05%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                                                                      | Union Electric Co                                                                                                                                      | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7493.50      | 0.01%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                                                    | Fifth Third Bancorp                                                                                                                                    | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1913.38      | 0.00%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                                                                              | ONEOK Inc                                                                                                                                              | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11254.90     | 0.02%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                                                                                       | Ventas Realty LP                                                                                                                                       | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17015.80     | 0.03%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                                                                               | Canadian Pacific Railway Co                                                                                                                            | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $12075.97     | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     96000 | PA      | $73370.81     | 0.13%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4250000 | PA      | $4269755.87   | 7.30%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                                                                    | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280456.15    | 0.48%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                                                                             | Humana Inc                                                                                                                                             | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47537.31     | 0.08%             | 2055-05-01      | Fixed         | 6.00%                 | 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      | $102272.54    | 0.17%             | 2028-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                                                                               | Sumitomo Mitsui Financial Group Inc                                                                                                                    | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25758.27     | 0.04%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    102000 | PA      | $71145.00     | 0.12%             | 2050-01-25      | Fixed         | 3.50%                 | 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      | $103052.40    | 0.18%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                                                                                       | Puget Energy Inc                                                                                                                                       | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34357.13     | 0.06%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                                                                                                  | Molson Coors Beverage Co                                                                                                                               | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6387.65      | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                                                                               | Marsh & McLennan Cos Inc                                                                                                                               | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19859.04     | 0.03%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $19542.97     | 0.03%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                                                                            | Phillips 66                                                                                                                                            | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     26000 | PA      | $15922.12     | 0.03%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                                                                    | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50105.40     | 0.09%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                                                                         | Halliburton Co                                                                                                                                         | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7427.67      | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | 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      | $60829.84     | 0.10%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                                                                                                 | IPALCO Enterprises Inc                                                                                                                                 | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6675.06      | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418E7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68923 | PA      | $72117.27     | 0.12%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25263.46     | 0.04%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                                                                  | Time Warner Cable LLC                                                                                                                                  | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32551.91     | 0.06%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                                                    | JPMorgan Chase & Co                                                                                                                                    | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5232.48      | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                                                                                        | Israel Government International Bond                                                                                                                   | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     28000 | PA      | $23428.72     | 0.04%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13509.21     | 0.02%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                                                                                        | Tyson Foods Inc                                                                                                                                        | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9752.20      | 0.02%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4728.89      | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                                                              | Boeing Co/The                                                                                                                                          | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41985.50     | 0.07%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                                                                           | Citizens Financial Group Inc                                                                                                                           | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50071.32     | 0.09%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $513320.31    | 0.88%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                                                                                     | Ford Motor Co                                                                                                                                          | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28774.14     | 0.05%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                                                                                         | TR Finance LLC                                                                                                                                         | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19710.62     | 0.03%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                                                                               | Prudential Financial Inc                                                                                                                               | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6984.48      | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ELECTRIC CO                                                                                                                               | FirstEnergy Pennsylvania Electric Co                                                                                                                   | CUSIP: 708696BV0<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50542.98     | 0.09%             | 2038-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                             | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     30000 | PA      | $30885.48     | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $25139.65     | 0.04%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                                                                                               | W R Berkley Corp                                                                                                                                       | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11416.40     | 0.02%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                                                                     | Panama Government International Bond                                                                                                                   | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     48000 | PA      | $31443.70     | 0.05%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                                                                                                  | Becton Dickinson & Co                                                                                                                                  | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19750.75     | 0.03%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                                                                    | Sherwin-Williams Co/The                                                                                                                                | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6611.10      | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6151.81      | 0.01%             | 2041-08-01      | Fixed         | 4.90%                 | 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      | $18803.95     | 0.03%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                                                                                                | PartnerRe Finance B LLC                                                                                                                                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27600.02     | 0.05%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                                                                                | Booz Allen Hamilton Inc                                                                                                                                | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49682.67     | 0.08%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100777.34    | 0.17%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                                                                 | Sempra                                                                                                                                                 | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50485.84     | 0.09%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                                                                                               | Southwestern Public Service Co                                                                                                                         | CUSIP: 845743BL6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21823.17     | 0.04%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                                                              | ONEOK Inc                                                                                                                                              | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52436.43     | 0.09%             | 2051-01-15      | Fixed         | 7.15%                 | 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      | $6447.86      | 0.01%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool MA7473                                                                                                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    169820 | PA      | $150460.76    | 0.26%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                                                                                        | Inter-American Development Bank                                                                                                                        | CUSIP: 45818WFW1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $48580.63     | 0.08%             | 2054-09-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                                                                                                | Southwestern Electric Power Co                                                                                                                         | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    109000 | PA      | $68771.34     | 0.12%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                                                                                | Jefferies Financial Group Inc                                                                                                                          | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18295.44     | 0.03%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                                                                                       | HSBC Bank USA NA/New York NY                                                                                                                           | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103129.50    | 0.18%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                                                                                                   | Targa Resources Corp                                                                                                                                   | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48988.53     | 0.08%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                                                                            | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100986.68    | 0.17%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                                                                                                    | Eastman Chemical Co                                                                                                                                    | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5109.60      | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | 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      | $33569.45     | 0.06%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                                                                                                | NOV Inc                                                                                                                                                | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70023.83     | 0.12%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                                                                                           | Assurant Inc                                                                                                                                           | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6582.41      | 0.01%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5533.72      | 0.01%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                                                                         | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10051.35     | 0.02%             | 2029-07-16      | Fixed         | 5.95%                 | 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      | $10584.96     | 0.02%             | 2034-11-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                                                                                                  | Continental Resources Inc/OK                                                                                                                           | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7722.86      | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8731.35      | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                                                                                                | Hungary Government International Bond                                                                                                                  | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1000 | PA      | $1104.11      | 0.00%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     13000 | PA      | $7723.95      | 0.01%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                                                                                               | Cleco Corporate Holdings LLC                                                                                                                           | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15050.72     | 0.03%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     24000 | PA      | $18374.04     | 0.03%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                                                                                               | Wisconsin Public Service Corp                                                                                                                          | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12115.34     | 0.02%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                                                                                                                                | Travelers Property Casualty Corp                                                                                                                       | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $11076.88     | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                                                                   | Kraft Heinz Foods Co                                                                                                                                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45261.32     | 0.08%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                                                  | Wells Fargo & Co                                                                                                                                       | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100153.84    | 0.17%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                                                                                | KeyCorp                                                                                                                                                | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24491.99     | 0.04%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                                                                                    | Elevance Health Inc                                                                                                                                    | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38158.72     | 0.07%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                                                                 | International Paper Co                                                                                                                                 | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48913.94     | 0.08%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                                                                                                | Public Service Co of Colorado                                                                                                                          | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54240.17     | 0.09%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                                                                                | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     66000 | PA      | $56851.05     | 0.10%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                                                                    | Bank of Nova Scotia/The                                                                                                                                | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6167.04      | 0.01%             | 2081-10-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                                                                                      | General Mills Inc                                                                                                                                      | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9577.27      | 0.02%             | 2040-06-15      | Fixed         | 5.40%                 | 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      | $8088.01      | 0.01%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                                                                                               | Stewart Information Services Corp                                                                                                                      | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53841.68     | 0.09%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229641 | PA      | $191449.89    | 0.33%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                                                                                             | Nasdaq Inc                                                                                                                                             | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54402.61     | 0.09%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HJ5Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51104.93     | 0.09%             | 2029-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                                                                                    | Synchrony Financial                                                                                                                                    | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20255.43     | 0.03%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                                                                                      | ONEOK Partners LP                                                                                                                                      | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18643.94     | 0.03%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                                                                                            | Corning Inc                                                                                                                                            | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46669.12     | 0.08%             | 2068-11-15      | Fixed         | 5.85%                 | 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      | $96796.88     | 0.17%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11341.71     | 0.02%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    147150 | PA      | $147182.99    | 0.25%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank OZK                                                                                                                                               | Bank OZK                                                                                                                                               | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8592.39      | 0.01%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     19000 | PA      | $15215.45     | 0.03%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109904 | PA      | $87304.66     | 0.15%             | 2052-03-01      | Fixed         | 2.00%                 | 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      | $617062.50    | 1.06%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     17000 | PA      | $11453.93     | 0.02%             | 2051-03-10      | Fixed         | 3.55%                 | 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      | $64436.46     | 0.11%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                                                                       | T-Mobile USA Inc                                                                                                                                       | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130969.31    | 0.22%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                                                                        | CVS Health Corp                                                                                                                                        | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46071.70     | 0.08%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                                                                             | Intel Corp                                                                                                                                             | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58426.46     | 0.10%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| SOUTHERN COPPER CORP                                                                                                                                   | Southern Copper Corp                                                                                                                                   | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21430.70     | 0.04%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                                                                                | Canadian Natural Resources Ltd                                                                                                                         | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4978.91      | 0.01%             | 2035-02-01      | 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      | $9044.90      | 0.02%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                                                                                 | Williams Cos Inc/The                                                                                                                                   | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9632.49      | 0.02%             | 2043-11-15      | Fixed         | 5.80%                 | 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      | $50459.89     | 0.09%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     13000 | PA      | $9768.20      | 0.02%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                                                                                             | Hasbro Inc                                                                                                                                             | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25702.82     | 0.04%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                                                                       | Paramount Global                                                                                                                                       | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76706.35     | 0.13%             | 2030-07-30      | Fixed         | 7.88%                 | 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      | $25780.12     | 0.04%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                                                                     | Panama Government International Bond                                                                                                                   | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     80000 | PA      | $43187.23     | 0.07%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                                                                                            | Northern States Power Co/MN                                                                                                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50169.62     | 0.09%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $2976.35      | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                                                                                      | CI Financial Corp                                                                                                                                      | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $22688.59     | 0.04%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $40192.71     | 0.07%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5298.25      | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                                                                                                   | Hercules Capital Inc                                                                                                                                   | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19195.27     | 0.03%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                                                               | Corebridge Financial Inc                                                                                                                               | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39077.48     | 0.07%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                                                                    | Elevance Health Inc                                                                                                                                    | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41401.20     | 0.07%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                                                                                                 | Webster Financial Corp                                                                                                                                 | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9584.52      | 0.02%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                                                                         | Air Lease Corp                                                                                                                                         | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9214.80      | 0.02%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                                                                                              | Spire Inc                                                                                                                                              | CUSIP: 505597AD6<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15072.71     | 0.03%             | 2044-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                                                                               | RTX Corp                                                                                                                                               | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42945.11     | 0.07%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                                                                                           | Entergy Corp                                                                                                                                           | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      1000 | PA      | $691.50       | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                                                                   | Colombia Government International Bond                                                                                                                 | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     13000 | PA      | $7175.90      | 0.01%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                                                                        | CVS Health Corp                                                                                                                                        | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18587.30     | 0.03%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100496.08    | 0.17%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                                                             | Zoetis Inc                                                                                                                                             | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9901.47      | 0.02%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                                                                                               | Everest Reinsurance Holdings Inc                                                                                                                       | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43489.88     | 0.07%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                                                                                   | Parker-Hannifin Corp                                                                                                                                   | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12051.71     | 0.02%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83144 | PA      | $84456.70     | 0.14%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     59000 | PA      | $45569.70     | 0.08%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      1000 | PA      | $823.46       | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | 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      | $51613.27     | 0.09%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                                                                                     | Vodafone Group PLC                                                                                                                                     | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90779.91     | 0.16%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                                                                                            | Kemper Corp                                                                                                                                            | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37393.67     | 0.06%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                                                                                                   | Adventist Health System/West                                                                                                                           | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6746.46      | 0.01%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                                                                                                  | Republic Services Inc                                                                                                                                  | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10718.96     | 0.02%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                                                                                           | Adventist Health System/West                                                                                                                           | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49779.10     | 0.09%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                                                           | Broadcom Inc                                                                                                                                           | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     84000 | PA      | $68549.11     | 0.12%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $252763.67    | 0.43%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                                                                                   | Bank of America Corp                                                                                                                                   | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49892.67     | 0.09%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                                                                         | Air Lease Corp                                                                                                                                         | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10613.94     | 0.02%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                                                                       | Georgia Power Co                                                                                                                                       | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     81000 | PA      | $59493.97     | 0.10%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                                                                    | Southern California Edison Co                                                                                                                          | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89452.82     | 0.15%             | 2053-03-01      | Fixed         | 5.70%                 | 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      | $2780.31      | 0.00%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                                                                       | T-Mobile USA Inc                                                                                                                                       | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33170.96     | 0.06%             | 2052-10-15      | Fixed         | 3.40%                 | 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      | $39199.01     | 0.07%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                                                                                    | JPMorgan Chase & Co                                                                                                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203493.25    | 0.35%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $134373.60    | 0.23%             | 2052-02-12      | Fixed         | 4.40%                 | 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      | $6897.05      | 0.01%             | 2027-12-06      | Fixed         | 4.00%                 | 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      | $49627.63     | 0.08%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                                                                   | Colombia Government International Bond                                                                                                                 | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     19000 | PA      | $12264.74     | 0.02%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                                                                                         | Starbucks Corp                                                                                                                                         | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     31000 | PA      | $20257.27     | 0.03%             | 2050-03-12      | Fixed         | 3.35%                 | 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        |    100000 | PA      | $100117.52    | 0.17%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                                                                                        | Kreditanstalt fuer Wiederaufbau                                                                                                                        | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     20000 | PA      | $20787.75     | 0.04%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                                                                                         | Idaho Power Co                                                                                                                                         | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9829.41      | 0.02%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                                                                                           | HPEFS Equipment Trust 2023-2                                                                                                                           | CUSIP: 44328UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24787 | PA      | $24832.90     | 0.04%             | 2031-01-21      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                                                                 | Commonwealth Edison Co                                                                                                                                 | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64699.16     | 0.11%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                                                                                               | American Water Capital Corp                                                                                                                            | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15846.61     | 0.03%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                                                                             | US Bancorp                                                                                                                                             | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10161.73     | 0.02%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                                                                                                     | Valero Energy Corp                                                                                                                                     | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     23000 | PA      | $14924.72     | 0.03%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                                                                                         | Albemarle Corp                                                                                                                                         | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8092.35      | 0.01%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                                                                                | Federal Home Loan Banks                                                                                                                                | CUSIP: 3130B2PJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24977.00     | 0.04%             | 2026-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                                                                                                 | Hartford Insurance Group Inc/The                                                                                                                       | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50674.43     | 0.09%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                                                                                          | Wachovia Corp                                                                                                                                          | CUSIP: 337358BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10375.41     | 0.02%             | 2026-08-01      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36061.86     | 0.06%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8817.35      | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                                                                                | Marathon Petroleum Corp                                                                                                                                | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11044.36     | 0.02%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                                                                               | Brighthouse Financial Inc                                                                                                                              | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14363.24     | 0.02%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| AON CORP/AON GLOBAL HOLD                                                                                                                               | Aon Corp / Aon Global Holdings PLC                                                                                                                     | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     55000 | PA      | $55938.82     | 0.10%             | 2033-02-28      | Fixed         | 5.35%                 | 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      | $28332.18     | 0.05%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                                                  | Wells Fargo & Co                                                                                                                                       | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99899.33     | 0.17%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                                                                   | Kyndryl Holdings Inc                                                                                                                                   | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37691.45     | 0.06%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                                                                        | CVS Health Corp                                                                                                                                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84988.60     | 0.15%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    103671 | PA      | $99268.02     | 0.17%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8518.53      | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                                                                                               | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                                    | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9725.65      | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                                                                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     38000 | PA      | $33575.85     | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                                                                     | Ally Financial Inc                                                                                                                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12181.41     | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                                                                               | Brighthouse Financial Inc                                                                                                                              | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37165.18     | 0.06%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    107294 | PA      | $100290.92    | 0.17%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                                                                                               | Johnson Controls International plc                                                                                                                     | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     12000 | PA      | $9863.90      | 0.02%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                                                              | Boeing Co/The                                                                                                                                          | CUSIP: 097023BL8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13321.09     | 0.02%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                                                                 | International Paper Co                                                                                                                                 | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5570.07      | 0.01%             | 2047-08-15      | Fixed         | 4.40%                 | 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      | $43812.03     | 0.07%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                                                                                     | First Horizon Bank                                                                                                                                     | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10046.05     | 0.02%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10097.32     | 0.02%             | 2048-02-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     14000 | PA      | $12177.04     | 0.02%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                                                                                             | Biogen Inc                                                                                                                                             | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30007.85     | 0.05%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $104042.97    | 0.18%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                                                           | Stryker Corp                                                                                                                                           | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13088.19     | 0.02%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUB SVC ELEC & GAS                                                                                                                                     | Public Service Electric and Gas Co                                                                                                                     | CUSIP: 74456QAQ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10392.50     | 0.02%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418DTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163144 | PA      | $143207.69    | 0.24%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $806750.00    | 1.38%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                                                                      | Suncor Energy Inc                                                                                                                                      | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $17246.26     | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                                                                                                 | Arizona Public Service Co                                                                                                                              | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $28850.39     | 0.05%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                                                                                             | RenaissanceRe Holdings Ltd                                                                                                                             | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $51344.92     | 0.09%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                                                  | Wells Fargo & Co                                                                                                                                       | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50682.26     | 0.09%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22315 | PA      | $21088.92     | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University, General Receipts Bonds, Build America Taxable Bond Series 2010C                                                                 | Ohio State University, General Receipts Bonds, Build America Taxable Bond Series 2010C                                                                 | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9828.87      | 0.02%             | 2040-06-01      | Fixed         | 4.91%                 | 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      | $29770.31     | 0.05%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                                                                | Piedmont Natural Gas Co Inc                                                                                                                            | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    115000 | PA      | $81746.40     | 0.14%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                                                                                         | Avis Budget Rental Car Funding AESOP LLC                                                                                                               | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     66667 | PA      | $66371.97     | 0.11%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50721.30     | 0.09%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                                                                     | Royalty Pharma PLC                                                                                                                                     | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $32786.87     | 0.06%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                                                                                                | Manulife Financial Corp                                                                                                                                | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $18696.54     | 0.03%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                                                                                    | American Express Co                                                                                                                                    | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16273.09     | 0.03%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                                                                                         | Mastercard Inc                                                                                                                                         | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30774.30     | 0.05%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                                                                                                 | Equitable Holdings Inc                                                                                                                                 | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32831.54     | 0.06%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                                                                                                     | Bain Capital Specialty Finance Inc                                                                                                                     | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19593.88     | 0.03%             | 2030-03-15      | Fixed         | 5.95%                 | 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        |     25000 | PA      | $25281.07     | 0.04%             | 2030-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                                                                    | Carrier Global Corp                                                                                                                                    | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4297.64      | 0.01%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58097.77     | 0.10%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                                                             | Intel Corp                                                                                                                                             | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30542.01     | 0.05%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    129000 | PA      | $105813.37    | 0.18%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                                                                                                 | John Deere Owner Trust 2022                                                                                                                            | CUSIP: 47787JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99009.01     | 0.17%             | 2029-01-16      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                                                                                 | Canadian Imperial Bank of Commerce                                                                                                                     | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20394.14     | 0.03%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                                                                           | Centene Corp                                                                                                                                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42395.60     | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                                                                      | NatWest Group PLC                                                                                                                                      | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     17000 | PA      | $17132.70     | 0.03%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                                                                                  | Vale Overseas Ltd                                                                                                                                      | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $20625.22     | 0.04%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                                                                                          | Allstate Corp/The                                                                                                                                      | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50603.63     | 0.09%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                                                                                                | PPL Capital Funding Inc                                                                                                                                | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9859.35      | 0.02%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40535.51     | 0.07%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7713.76      | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383202 | PA      | $383712.43    | 0.66%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                                                                                                 | Synovus Financial Corp                                                                                                                                 | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10090.00     | 0.02%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $658074.22    | 1.13%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                                                                                               | Western Alliance Bancorp                                                                                                                               | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9225.00      | 0.02%             | 2031-06-15      | Fixed         | 3.00%                 | 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      | $52197.24     | 0.09%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       600 | PA      | $581.58       | 0.00%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                                                                                        | McDonald's Corp                                                                                                                                        | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53474.03     | 0.09%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                                                                    | Southern California Edison Co                                                                                                                          | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8266.15      | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     10000 | PA      | $9833.80      | 0.02%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                                                                                                      | Iberdrola International BV                                                                                                                             | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     18000 | PA      | $20318.25     | 0.03%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                                                                        | Xcel Energy Inc                                                                                                                                        | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5975.17      | 0.01%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                                                                                           | VeriSign Inc                                                                                                                                           | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50408.87     | 0.09%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                                                                                       | MDC Holdings Inc                                                                                                                                       | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17286.55     | 0.03%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16535.36     | 0.03%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                                      | HSBC Holdings PLC                                                                                                                                      | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     56000 | PA      | $59883.35     | 0.10%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                                                                               | Occidental Petroleum Corp                                                                                                                              | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21776.86     | 0.04%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                                                                                | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47468.93     | 0.08%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                                                                                        | BANK5 2023-5YR3                                                                                                                                        | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $53165.47     | 0.09%             | 2056-09-15      | Variable      | 6.72%                 | 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      | $25302.45     | 0.04%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12082.06     | 0.02%             | 2050-03-22      | Fixed         | 4.00%                 | 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      | $47492.72     | 0.08%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                                                                                     | Athene Holding Ltd                                                                                                                                     | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1049.61      | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                                                                   | Royal Bank of Canada                                                                                                                                   | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9174.52      | 0.02%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                                                                                                                           | Regions Bank/Birmingham AL                                                                                                                             | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10123.38     | 0.02%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                                                                      | Golub Capital BDC Inc                                                                                                                                  | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21584.34     | 0.04%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HFF59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50910.14     | 0.09%             | 2029-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                                                                                  | DuPont de Nemours Inc                                                                                                                                  | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5121.21      | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | 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        |     46952 | PA      | $47117.16     | 0.08%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                                                                            | Hertz Vehicle Financing III LLC                                                                                                                        | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     33333 | PA      | $33228.26     | 0.06%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                                                                                               | Discovery Communications LLC                                                                                                                           | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36394.11     | 0.06%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                                                                                       | Markel Group Inc                                                                                                                                       | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19811.92     | 0.03%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1000 | PA      | $986.23       | 0.00%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418FCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154830 | PA      | $151615.92    | 0.26%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                                                                                 | Expand Energy Corp                                                                                                                                     | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56293.34     | 0.10%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                                                    | Fifth Third Bancorp                                                                                                                                    | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41582.47     | 0.07%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    207641 | PA      | $189288.05    | 0.32%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORM                                                                                                                               | Fidelity National Information Services Inc                                                                                                             | CUSIP: 31620MAZ9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41251.84     | 0.07%             | 2048-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                                                                                                  | Jackson Financial Inc                                                                                                                                  | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8066.16      | 0.01%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                                                                       | BAT Capital Corp                                                                                                                                       | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16032.62     | 0.03%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                                                                   | Duke Energy Ohio Inc                                                                                                                                   | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7350.83      | 0.01%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1000 | PA      | $623.90       | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58957.64     | 0.10%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                                                                                            | Discover Financial Services                                                                                                                            | CUSIP: 254709AT5<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11470.81     | 0.02%             | 2034-11-02      | Fixed         | 7.96%                 | 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      | $60459.38     | 0.10%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                                                                        | CMS Energy Corp                                                                                                                                        | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51889.67     | 0.09%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                                                                   | Colombia Government International Bond                                                                                                                 | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     13000 | PA      | $8447.12      | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8515.41      | 0.01%             | 2118-08-01      | Fixed         | 5.10%                 | 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        |     50000 | PA      | $50559.95     | 0.09%             | 2029-03-15      | Fixed         | 4.88%                 | 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      | $247382.81    | 0.42%             | 2055-02-15      | Fixed         | 4.62%                 | 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      | $95896.69     | 0.16%             | 2055-09-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54818 | PA      | $51854.72     | 0.09%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                                                                               | Canadian Pacific Railway Co                                                                                                                            | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $14467.99     | 0.02%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                                                                                       | Lazard Group LLC                                                                                                                                       | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20755.37     | 0.04%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                                                                                      | Ares Capital Corp                                                                                                                                      | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30825.53     | 0.05%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                                                                         | Lowe's Cos Inc                                                                                                                                         | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6846.08      | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  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      | $100132.81    | 0.17%             | 2028-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                                                                                       | Black Hills Corp                                                                                                                                       | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     61000 | PA      | $43662.86     | 0.07%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                                                                                      | General Mills Inc                                                                                                                                      | CUSIP: 370334CH5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11029.47     | 0.02%             | 2038-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49089.32     | 0.08%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                                                                         | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50848.27     | 0.09%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                                                                                     | Athene Holding Ltd                                                                                                                                     | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29066.43     | 0.05%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52913.28     | 0.09%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73467 | PA      | $67299.00     | 0.12%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                                                                      | General Motors Co                                                                                                                                      | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47161.06     | 0.08%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                                                                     | Panama Government International Bond                                                                                                                   | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $60863.55     | 0.10%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51912.70     | 0.09%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                                                                   | Colombia Government International Bond                                                                                                                 | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $142558.88    | 0.24%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                                                                                   | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $190493.60    | 0.33%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                                                                                                 | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13430.60     | 0.02%             | 2026-12-15      | Fixed         | 2.62%                 | 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      | $22485.16     | 0.04%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $89516.64     | 0.15%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                                                                                         | Fairfax Financial Holdings Ltd                                                                                                                         | CUSIP: 303901BQ4<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9558.83      | 0.02%             | 2055-03-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                                                                    | Gilead Sciences Inc                                                                                                                                    | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7920.73      | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | 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      | $103427.00    | 0.18%             | 2036-09-15      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                                                                                      | Kinder Morgan Inc                                                                                                                                      | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7303.74      | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | 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        |    221089 | PA      | $217305.60    | 0.37%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                                                                                               | Interstate Power and Light Co                                                                                                                          | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9896.25      | 0.02%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                                                                             | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $48753.59     | 0.08%             | 2055-02-01      | Fixed         | 5.25%                 | 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      | $156423.20    | 0.27%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                                                                                                    | Leggett & Platt Inc                                                                                                                                    | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7066.73      | 0.01%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                                                                     | VICI Properties LP                                                                                                                                     | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8955.41      | 0.02%             | 2052-05-15      | Fixed         | 5.62%                 | 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      | $13950.67     | 0.02%             | 2051-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5946.68      | 0.01%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3837451.16   | 6.56%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                                                                       | Paramount Global                                                                                                                                       | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     24000 | PA      | $18066.08     | 0.03%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                                                                                            | Corning Inc                                                                                                                                            | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7333.00      | 0.01%             | 2049-11-15      | Fixed         | 3.90%                 | 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      | $944.43       | 0.00%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1000 | PA      | $834.24       | 0.00%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21085.04     | 0.04%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                                                                               | Rogers Communications Inc                                                                                                                              | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $28796.27     | 0.05%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                                                                                                  | Flowserve Corp                                                                                                                                         | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9219.48      | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                                                                                          | Oaktree Strategic Credit Fund                                                                                                                          | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10166.39     | 0.02%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XCL8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9639.41      | 0.02%             | 2034-01-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    335000 | PA      | $310555.47    | 0.53%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                                                                                            | Blue Owl Credit Income Corp                                                                                                                            | CUSIP: 09581CAC5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97920.44     | 0.17%             | 2030-03-15      | Fixed         | 5.80%                 | Yes           |                  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        |    200000 | PA      | $210978.87    | 0.36%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                                                                                                     | Verizon Master Trust Series 2024-4                                                                                                                     | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45328.14     | 0.08%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5754.08      | 0.01%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                                                                           | Broadcom Inc                                                                                                                                           | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29402.17     | 0.05%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                                                                           | Synopsys Inc                                                                                                                                           | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50106.74     | 0.09%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                                                                      | Eversource Energy                                                                                                                                      | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4065.88      | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                                                                                                   | Verisk Analytics Inc                                                                                                                                   | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99152.81     | 0.17%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101434.26    | 0.17%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5JD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    199619 | PA      | $199663.39    | 0.34%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                                                                                                                    | El Paso Electric Co                                                                                                                                    | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23185.00     | 0.04%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                                                                                  | Lincoln National Corp                                                                                                                                  | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10263.11     | 0.02%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                                                                                  | Truist Financial Corp                                                                                                                                  | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43184.49     | 0.07%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $45253.91     | 0.08%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                                                                                               | Alexandria Real Estate Equities Inc                                                                                                                    | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     23000 | PA      | $15155.35     | 0.03%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     93000 | PA      | $67541.25     | 0.12%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $57599.18     | 0.10%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                                                                               | Santander UK Group Holdings PLC                                                                                                                        | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $28846.68     | 0.05%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8537.05      | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5655.47      | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                                                                                               | Willis North America Inc                                                                                                                               | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60438.70     | 0.10%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                                                                                      | State Street Corp                                                                                                                                      | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30287.50     | 0.05%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    181511 | PA      | $148110.89    | 0.25%             | 2051-02-20      | Fixed         | 2.00%                 | 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      | $50218.29     | 0.09%             | 2035-03-15      | Fixed         | 5.40%                 | 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        |     60000 | PA      | $59846.25     | 0.10%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                                                                                                  | Stifel Financial Corp                                                                                                                                  | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11438.60     | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                                                                                               | Triton Container International Ltd / TAL International Container Corp                                                                                  | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4000 | PA      | $3336.58      | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                                                                         | Air Lease Corp                                                                                                                                         | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7845.03      | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $201140.62    | 0.34%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                                                                                      | Sysco Corp                                                                                                                                             | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9350.23      | 0.02%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10719.98     | 0.02%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                                                                                         | Hyundai Auto Receivables Trust 2022-B                                                                                                                  | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37815 | PA      | $37739.64     | 0.06%             | 2026-11-16      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $147498.05    | 0.25%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                                                                                           | Assurant Inc                                                                                                                                           | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8414.14      | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70442.30     | 0.12%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                                                                                | Arthur J Gallagher & Co                                                                                                                                | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96359.81     | 0.16%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                                                                                                   | Southern Copper Corp                                                                                                                                   | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6376.34      | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1000 | PA      | $608.25       | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                                                                                               | American Financial Group Inc/OH                                                                                                                        | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8049.10      | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                                                                                                                          | Comerica Bank                                                                                                                                          | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94541.82     | 0.16%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                                                                                                | Spectra Energy Partners LP                                                                                                                             | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23502.26     | 0.04%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82240 | PA      | $83452.15     | 0.14%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                                                           | NNN REIT Inc                                                                                                                                           | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     11000 | PA      | $6501.58      | 0.01%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                                                                                 | Marriott International Inc/MD                                                                                                                          | CUSIP: 571903AX1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4612.58      | 0.01%             | 2034-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                                                                      | Union Electric Co                                                                                                                                      | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61801.29     | 0.11%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                                                                                               | FactSet Research Systems Inc                                                                                                                           | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17869.09     | 0.03%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                                                                                               | Everest Reinsurance Holdings Inc                                                                                                                       | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6612.40      | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | 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      | $47686.63     | 0.08%             | 2056-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                                                               | Corebridge Financial Inc                                                                                                                               | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44582.31     | 0.08%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                                                                                          | Owens Corning                                                                                                                                          | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11170.69     | 0.02%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     48000 | PA      | $36332.01     | 0.06%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                                                                                      | ITC Holdings Corp                                                                                                                                      | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      1000 | PA      | $917.18       | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                                                                                              | Arizona Public Service Co                                                                                                                              | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50746.11     | 0.09%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    258000 | PA      | $184376.03    | 0.32%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                                                                       | Deutsche Bank AG/New York NY                                                                                                                           | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $205192.00    | 0.35%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                                                                                       | Ventas Realty LP                                                                                                                                       | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9656.02      | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     54000 | PA      | $44921.00     | 0.08%             | 2052-03-01      | Fixed         | 5.25%                 | 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        |     50000 | PA      | $50682.31     | 0.09%             | 2029-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                                                                                                 | Barrick North America Finance LLC                                                                                                                      | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10773.65     | 0.02%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                                                                   | Freeport-McMoRan Inc                                                                                                                                   | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9973.34      | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                                                                             | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222784.04    | 0.38%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6025.22      | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-3                                                                                                                    | Dell Equipment Finance Trust 2023-3                                                                                                                    | CUSIP: 24702EAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8575 | PA      | $8584.85      | 0.01%             | 2029-04-23      | Fixed         | 6.10%                 | Yes           |                  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      | $17157.66     | 0.03%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                                                               | Warnermedia Holdings Inc                                                                                                                               | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9045.16      | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4109.34      | 0.01%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XCN4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13791.58     | 0.02%             | 2041-05-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1000 | PA      | $820.66       | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18667.52     | 0.03%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                                                                                              | GATX Corp                                                                                                                                              | CUSIP: 361448AX1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39836.42     | 0.07%             | 2045-03-30      | Fixed         | 4.50%                 | 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      | $30319.72     | 0.05%             | 2029-07-16      | Fixed         | 4.62%                 | 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      | $20438.66     | 0.03%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222359.03    | 0.38%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                                                                                                | Wisconsin Power and Light Co                                                                                                                           | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46470.05     | 0.08%             | 2044-10-15      | Fixed         | 4.10%                 | 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      | $51804.81     | 0.09%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                                                                       | Crown Castle Inc                                                                                                                                       | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8399.70      | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                                                                                                  | Evergy Kansas Central Inc                                                                                                                              | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40303.47     | 0.07%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                                                                                              | ORIX Corp                                                                                                                                              | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9345.39      | 0.02%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                                                                                               | Martin Marietta Materials Inc                                                                                                                          | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      1000 | PA      | $639.02       | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                                                                                   | Westpac Banking Corp                                                                                                                                   | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     27000 | PA      | $23486.36     | 0.04%             | 2035-11-15      | Fixed         | 2.67%                 | 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      | $203539.06    | 0.35%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4905.40      | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                                                                                                 | Old Republic International Corp                                                                                                                        | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6889.99      | 0.01%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                                                                                                 | Potomac Electric Power Co                                                                                                                              | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8229.31      | 0.01%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                                                                                                                                | Delmarva Power & Light Co                                                                                                                              | CUSIP: 247109BR1<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10240.47     | 0.02%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                                                                 | Diamondback Energy Inc                                                                                                                                 | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     36000 | PA      | $26369.52     | 0.05%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                                                                               | Cooperatieve Rabobank UA                                                                                                                               | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $19781.81     | 0.03%             | 2026-07-21      | Fixed         | 3.75%                 | 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        |     10000 | PA      | $10334.56     | 0.02%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5295.06      | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                                                                                               | Willis North America Inc                                                                                                                               | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13989.87     | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                                                                                                 | Zimmer Biomet Holdings Inc                                                                                                                             | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6034.76      | 0.01%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                                                             | Unum Group                                                                                                                                             | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38816.78     | 0.07%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                                                                                                | Southwestern Electric Power Co                                                                                                                         | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7800.46      | 0.01%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                                                                 | Sempra                                                                                                                                                 | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     38000 | PA      | $30719.96     | 0.05%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BlackRock TCP Capital Corp                                                                                                                             | BlackRock TCP Capital Corp                                                                                                                             | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20045.46     | 0.03%             | 2029-05-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Fiserv Inc                                                                                                                                             | Fiserv Inc                                                                                                                                             | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40144.84     | 0.07%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                                                                                              | Aptiv Swiss Holdings Ltd                                                                                                                               | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     13000 | PA      | $7370.25      | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | 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      | $280843.75    | 0.48%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                                                                                             | TELUS Corp                                                                                                                                             | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $6823.47      | 0.01%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $139785.89    | 0.24%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                                                                                     | Coterra Energy Inc                                                                                                                                     | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19326.34     | 0.03%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45872.15     | 0.08%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                                                                                | Bank of Nova Scotia/The                                                                                                                                | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49502.62     | 0.08%             | 2032-11-10      | Fixed         | 4.74%                 | 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      | $51395.62     | 0.09%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     43000 | PA      | $43635.88     | 0.07%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2800 | PA      | $2706.27      | 0.00%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                                                                                        | BANK 2024-BNK47                                                                                                                                        | CUSIP: 06540GAR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $160291.64    | 0.27%             | 2057-06-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $171140.00    | 0.29%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                                                                                                   | Southern Copper Corp                                                                                                                                   | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11348.37     | 0.02%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                                                                            | MetLife Inc                                                                                                                                            | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99339.50     | 0.17%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                                                                                 | Mitsubishi UFJ Financial Group Inc                                                                                                                     | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $36366.28     | 0.06%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1000 | PA      | $958.14       | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                                                                                                      | National Grid USA                                                                                                                                      | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12043.35     | 0.02%             | 2035-04-01      | Fixed         | 5.80%                 | 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      | $43641.85     | 0.07%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $111596.14    | 0.19%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                                                                                              | Timken Co/The                                                                                                                                          | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45506.65     | 0.08%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                                                                       | Duke Energy Corp                                                                                                                                       | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1000 | PA      | $854.90       | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | 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      | $50761.54     | 0.09%             | 2032-08-13      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| VALE CANADA LTD                                                                                                                                        | Vale Canada Ltd                                                                                                                                        | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $64717.20     | 0.11%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                                                                                               | Constellation Energy Generation LLC                                                                                                                    | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96490.63     | 0.16%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                                                                                               | Citizens Financial Group Inc                                                                                                                           | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10725.75     | 0.02%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                                                                                                     | Southwest Gas Corp                                                                                                                                     | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33972.97     | 0.06%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                                                                                 | Fairfax Financial Holdings Ltd                                                                                                                         | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $23535.39     | 0.04%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                                                                                               | American Water Capital Corp                                                                                                                            | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13160.73     | 0.02%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                                                                         | Lowe's Cos Inc                                                                                                                                         | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     41000 | PA      | $31263.13     | 0.05%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     70000 | PA      | $71643.23     | 0.12%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                                                                     | Cenovus Energy Inc                                                                                                                                     | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4708.07      | 0.01%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4000 | PA      | $3511.35      | 0.01%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                                                                                       | Puget Energy Inc                                                                                                                                       | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24395.28     | 0.04%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                                                                                                 | Regions Financial Corp                                                                                                                                 | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21905.55     | 0.04%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                                                                       | BAT Capital Corp                                                                                                                                       | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21448.45     | 0.04%             | 2043-08-02      | Fixed         | 7.08%                 | 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      | $101317.58    | 0.17%             | 2029-06-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                                      | HSBC Holdings PLC                                                                                                                                      | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $135839.11    | 0.23%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                                                                               | Occidental Petroleum Corp                                                                                                                              | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112043.00    | 0.19%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      9000 | PA      | $9458.21      | 0.02%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                                                                       | Welltower OP LLC                                                                                                                                       | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8960.86      | 0.02%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69587.91     | 0.12%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                                                                            | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48448.22     | 0.08%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                                                                                    | General Electric Co                                                                                                                                    | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9108.41      | 0.02%             | 2050-05-01      | Fixed         | 4.35%                 | 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      | $51940.88     | 0.09%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     18000 | PA      | $12772.52     | 0.02%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $453726.56    | 0.78%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49553.36     | 0.08%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $506093.75    | 0.87%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                                                                                       | Black Hills Corp                                                                                                                                       | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3893.78      | 0.01%             | 2027-01-15      | Fixed         | 3.15%                 | 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      | $248076.17    | 0.42%             | 2029-09-30      | Fixed         | 3.50%                 | 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        |     28157 | PA      | $31247.15     | 0.05%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                                                                                                                         | American Express Credit Account Master Trust                                                                                                           | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249877.98    | 0.43%             | 2027-05-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                                                                                              | Mylan Inc                                                                                                                                              | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14884.69     | 0.03%             | 2048-04-15      | Fixed         | 5.20%                 | 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      | $48002.10     | 0.08%             | 2046-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                                                                                   | Bank of America Corp                                                                                                                                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130081.20    | 0.22%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                                                                                               | APA Corp                                                                                                                                               | CUSIP: 03743QAN8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38507.48     | 0.07%             | 2049-07-01      | Fixed         | 5.35%                 | Yes           |                  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      | $71151.08     | 0.12%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                                                             | Federal National Mortgage Association                                                                                                                  | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      1000 | PA      | $974.57       | 0.00%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                                                                                | Canadian Natural Resources Ltd                                                                                                                         | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2107.00      | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                                                                                          | AppLovin Corp                                                                                                                                          | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49950.20     | 0.09%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                                                                         | Lowe's Cos Inc                                                                                                                                         | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93256.26     | 0.16%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                                                                                | Jefferies Financial Group Inc                                                                                                                          | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32752.57     | 0.06%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                                                                                                 | Hartford Insurance Group Inc/The                                                                                                                       | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12335.31     | 0.02%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                                                               | Constellation Brands Inc                                                                                                                               | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8924.28      | 0.02%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                                                                               | Occidental Petroleum Corp                                                                                                                              | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7099.52      | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $151113.60    | 0.26%             | 2044-03-08      | Fixed         | 4.75%                 | 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        |    100000 | PA      | $101695.12    | 0.17%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  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      | $209110.96    | 0.36%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                                                                                               | Stanley Black & Decker Inc                                                                                                                             | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7969.94      | 0.01%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                                                                                               | Manufacturers & Traders Trust Co                                                                                                                       | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9702.79      | 0.02%             | 2027-08-17      | Fixed         | 3.40%                 | 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      | $13568.29     | 0.02%             | 2051-05-01      | Fixed         | 2.77%                 | 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        |     50000 | PA      | $50544.80     | 0.09%             | 2029-09-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                                                                               | Devon Energy Corp                                                                                                                                      | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16694.88     | 0.03%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                                                                                   | Bank of America Corp                                                                                                                                   | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200543.50    | 0.34%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25446.49     | 0.04%             | 2061-02-01      | Fixed         | 3.50%                 | 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      | $5436.67      | 0.01%             | 2038-06-01      | Fixed         | 3.86%                 | 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      | $44345.87     | 0.08%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                                                                                               | Trane Technologies Global Holding Co Ltd                                                                                                               | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3996.50      | 0.01%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                                                                                                     | Republic of Poland Government International Bond                                                                                                       | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     30000 | PA      | $28092.97     | 0.05%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                                                                                                | PPL Capital Funding Inc                                                                                                                                | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      1000 | PA      | $982.78       | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | 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      | $10320.66     | 0.02%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                                                               | RTX Corp                                                                                                                                               | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8451.75      | 0.01%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                                                                                                | Fidelity National Financial Inc                                                                                                                        | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5893.87      | 0.01%             | 2051-09-17      | Fixed         | 3.20%                 | 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: 13063DGD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49766.32     | 0.09%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-4                                                                                                             | Exeter Automobile Receivables Trust 2024-4                                                                                                             | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50330.09     | 0.09%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                                                                                 | HP Inc                                                                                                                                                 | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50455.87     | 0.09%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9110.10      | 0.02%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                                                                | MPLX LP                                                                                                                                                | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16930.77     | 0.03%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                                                                                                    | Cardinal Health Inc                                                                                                                                    | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8221.55      | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                                                                                         | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HACX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $204504.68    | 0.35%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                                                                   | Kraft Heinz Foods Co                                                                                                                                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22488.33     | 0.04%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                                                                                   | Bank of America Corp                                                                                                                                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98083.36     | 0.17%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                                                                                                 | Zimmer Biomet Holdings Inc                                                                                                                             | CUSIP: 98956PAG7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1819.96      | 0.00%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                                                                                         | Globe Life Inc                                                                                                                                         | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10025.89     | 0.02%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6463.11      | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                                                                       | Welltower OP LLC                                                                                                                                       | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28139.25     | 0.05%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202103.75    | 0.35%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                                                                     | Banco Santander SA                                                                                                                                     | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $112381.71    | 0.19%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                                                                           | Enbridge Inc                                                                                                                                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $21557.80     | 0.04%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                                                                          | AEP Texas Inc                                                                                                                                          | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45690.38     | 0.08%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                                                                                          | AppLovin Corp                                                                                                                                          | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10091.50     | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                                                                                               | APA Corp                                                                                                                                               | CUSIP: 03743QAG3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57146.92     | 0.10%             | 2037-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    146129 | PA      | $147914.51    | 0.25%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    143000 | PA      | $115010.46    | 0.20%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1155767.96   | 1.98%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                                                                                               | Affiliated Managers Group Inc                                                                                                                          | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9324.67      | 0.02%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                                                                              | HA Sustainable Infrastructure Capital Inc                                                                                                              | CUSIP: 41068XAE0<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19204.38     | 0.03%             | 2034-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                                                                          | AEP Texas Inc                                                                                                                                          | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87091.84     | 0.15%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                                                                         | Air Lease Corp                                                                                                                                         | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20676.78     | 0.04%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                                                                                 | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3846.47      | 0.01%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49594.72     | 0.08%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| MONTEFIORE OBLIGATED GRP                                                                                                                               | Montefiore Obligated Group                                                                                                                             | CUSIP: 61237WAE6<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24863.81     | 0.04%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                                                                                 | Oaktree Specialty Lending Corp                                                                                                                         | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9450.28      | 0.02%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                                                                                                 | Indiana Michigan Power Co                                                                                                                              | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73571.10     | 0.13%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                                                                                        | Southern Co/The                                                                                                                                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82709.96     | 0.14%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                                                                                | Arthur J Gallagher & Co                                                                                                                                | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49618.83     | 0.08%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                                                                                 | Santander Holdings USA Inc                                                                                                                             | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      1000 | PA      | $959.77       | 0.00%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $3005.22      | 0.01%             | 2026-05-12      | Fixed         | 5.20%                 | 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      | $51989.77     | 0.09%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6149.86      | 0.01%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                                                                                       | Enstar Group Ltd                                                                                                                                       | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     13000 | PA      | $11313.16     | 0.02%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                                                                                                    | LYB International Finance BV                                                                                                                           | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     19000 | PA      | $16504.04     | 0.03%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      5000 | PA      | $2652.15      | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                                                                                          | Westlake Corp                                                                                                                                          | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     23000 | PA      | $13903.40     | 0.02%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp                                                                                                                                  | Independent Bank Corp                                                                                                                                  | CUSIP: 453836AJ7<br>LEI: 549300C5K3W8THR3GE10 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9986.97      | 0.02%             | 2035-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                                                                                  | Lincoln National Corp                                                                                                                                  | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38696.32     | 0.07%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                                                                                                | Public Service Electric and Gas Co                                                                                                                     | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24211.17     | 0.04%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                                                                                                 | CenterPoint Energy Inc                                                                                                                                 | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9868.30      | 0.02%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                                                                | AEP Transmission Co LLC                                                                                                                                | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46974.29     | 0.08%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                                                                    | Consumers Energy Co                                                                                                                                    | CUSIP: 210518CX2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7717.04      | 0.01%             | 2064-08-31      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     50000 | PA      | $36842.31     | 0.06%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool MA7589                                                                                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    111788 | PA      | $95286.21     | 0.16%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                                                                                  | Blue Owl Capital Corp                                                                                                                                  | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      1000 | PA      | $948.10       | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AJ5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     69000 | PA      | $54865.31     | 0.09%             | 2042-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                                                                       | Deutsche Bank AG/New York NY                                                                                                                           | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      4000 | PA      | $3851.53      | 0.01%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    106000 | PA      | $85385.86     | 0.15%             | 2050-07-01      | Fixed         | 4.95%                 | 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      | $49965.28     | 0.09%             | 2030-09-10      | Fixed         | 4.31%                 | 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      | $53036.78     | 0.09%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                                                                                                     | Sonoco Products Co                                                                                                                                     | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9901.20      | 0.02%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                                                             | Fiserv Inc                                                                                                                                             | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35408.77     | 0.06%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                                                                                    | Gilead Sciences Inc                                                                                                                                    | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19493.94     | 0.03%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                                                                                                 | CenterPoint Energy Inc                                                                                                                                 | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79882.11     | 0.14%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117243 | PA      | $97756.44     | 0.17%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                                                                                                  | GLP Capital LP / GLP Financing II Inc                                                                                                                  | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10542.78     | 0.02%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut                                                                                                                         | Capital One Multi-Asset Execution Trust                                                                                                                | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149932.62    | 0.26%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                                                                   | Colombia Government International Bond                                                                                                                 | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     13000 | PA      | $6626.65      | 0.01%             | 2061-02-15      | Fixed         | 3.88%                 | 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      | $106625.76    | 0.18%             | 2054-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                                                                                                | Blackstone Secured Lending Fund                                                                                                                        | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15141.10     | 0.03%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Subordinate Lien, Build America Federally Taxable Bond Series  | Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Subordinate Lien, Build America Federally Taxable Bond Series  | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     16000 | PA      | $17902.43     | 0.03%             | 2040-04-01      | Fixed         | 6.92%                 | 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      | $16258.11     | 0.03%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                                                                                   | Williams Cos Inc/The                                                                                                                                   | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50430.57     | 0.09%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                                                                                       | Berry Global Inc                                                                                                                                       | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20151.43     | 0.03%             | 2034-01-15      | Fixed         | 5.65%                 | 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      | $22332.00     | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                                                                                        | San Diego Gas & Electric Co                                                                                                                            | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38493.35     | 0.07%             | 2048-05-15      | Fixed         | 4.15%                 | 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      | $824.59       | 0.00%             | 2034-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                                                                    | Kimco Realty OP LLC                                                                                                                                    | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9495.86      | 0.02%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1000 | PA      | $770.80       | 0.00%             | 2042-10-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18755.25     | 0.03%             | 2045-06-15      | Fixed         | 5.10%                 | 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      | $117964.46    | 0.20%             | 2034-03-15      | Fixed         | 6.95%                 | 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        |     52706 | PA      | $52718.36     | 0.09%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42250 | PA      | $38479.69     | 0.07%             | 2049-05-01      | Fixed         | 3.50%                 | 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        |    185795 | PA      | $171792.08    | 0.29%             | 2030-11-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                                                                                         | Virginia Electric and Power Co                                                                                                                         | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27508.74     | 0.05%             | 2054-01-15      | Fixed         | 5.35%                 | 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      | $4990.89      | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                                                                       | BAT Capital Corp                                                                                                                                       | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34697.11     | 0.06%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                                                                                | CNO Financial Group Inc                                                                                                                                | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8005.99      | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                                                                    | Gilead Sciences Inc                                                                                                                                    | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15357.65     | 0.03%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159611 | PA      | $156798.76    | 0.27%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150099.61    | 0.26%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                                                                                          | J M Smucker Co/The                                                                                                                                     | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14736.25     | 0.03%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                                                                                    | JPMorgan Chase & Co                                                                                                                                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99932.33     | 0.17%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3600 | PA      | $3460.22      | 0.01%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                                                                                 | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128699.51    | 0.22%             | 2032-07-15      | Fixed         | 5.00%                 | 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      | $60060.25     | 0.10%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                                                                                                     | Enact Holdings Inc                                                                                                                                     | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10237.59     | 0.02%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                                                             | Fiserv Inc                                                                                                                                             | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40743.56     | 0.07%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                                                                                              | Potomac Electric Power Co                                                                                                                              | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95340.41     | 0.16%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                                                                                               | Baxter International Inc                                                                                                                               | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13871.87     | 0.02%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32903 | PA      | $31033.88     | 0.05%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                                                                                        | San Diego Gas & Electric Co                                                                                                                            | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $116639.97    | 0.20%             | 2047-06-01      | Fixed         | 3.75%                 | 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      | $15102.85     | 0.03%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                                                                                      | Tampa Electric Co                                                                                                                                      | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49802.42     | 0.09%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool MA7989                                                                                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    156054 | PA      | $142084.22    | 0.24%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAP CORP III                                                                                                                                  | Blue Owl Capital Corp                                                                                                                                  | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47537.63     | 0.08%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $1089375.00   | 1.86%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                                                                                                 | Hartford Insurance Group Inc/The                                                                                                                       | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11129.71     | 0.02%             | 2029-08-19      | Fixed         | 2.80%                 | 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        |    100000 | PA      | $100448.46    | 0.17%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                                                                                               | Packaging Corp of America                                                                                                                              | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1844.36      | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                                                                                     | Conagra Brands Inc                                                                                                                                     | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10412.97     | 0.02%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                                                                                         | BankUnited Inc                                                                                                                                         | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20168.17     | 0.03%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     46000 | PA      | $37855.04     | 0.06%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     10000 | PA      | $7892.23      | 0.01%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                                                                                                 | PPL Electric Utilities Corp                                                                                                                            | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56292.23     | 0.10%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                                                                                   | PNC Financial Services Group Inc/The                                                                                                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30365.76     | 0.05%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      4000 | PA      | $3708.84      | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47582.67     | 0.08%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                                                                | MPLX LP                                                                                                                                                | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27499.38     | 0.05%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| San Antonio, Texas, Electric and Gas System Revenue Bonds, Build America Taxable Bond Series 2010A                                                     | San Antonio, Texas, Electric and Gas System Revenue Bonds, Build America Taxable Bond Series 2010A                                                     | CUSIP: 796253U91<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20105.08     | 0.03%             | 2041-02-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                                                    | JPMorgan Chase & Co                                                                                                                                    | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27986.48     | 0.05%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                                                                 | International Paper Co                                                                                                                                 | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15241.49     | 0.03%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                                                                                                | Public Service Co of Colorado                                                                                                                          | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65002.75     | 0.11%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                                                                                                   | Boston Properties LP                                                                                                                                   | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31450.84     | 0.05%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                                                                                       | Black Hills Corp                                                                                                                                       | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7958.02      | 0.01%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                                                                                  | Aon North America Inc                                                                                                                                  | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96698.02     | 0.17%             | 2054-03-01      | Fixed         | 5.75%                 | 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      | $26458.93     | 0.05%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51053.49     | 0.09%             | 2036-04-17      | Fixed         | 5.66%                 | 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      | $875.85       | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | 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      | $11888.00     | 0.02%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8128.30      | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                                                                                        | DTE Electric Co                                                                                                                                        | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68924.75     | 0.12%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57726.86     | 0.10%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                                                                    | Sherwin-Williams Co/The                                                                                                                                | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7841.59      | 0.01%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21417.32     | 0.04%             | 2038-06-15      | Fixed         | 5.80%                 | 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      | $13807.71     | 0.02%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18110.87     | 0.03%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                                                                                           | Newmont Corp                                                                                                                                           | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10569.66     | 0.02%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     20000 | PA      | $21870.54     | 0.04%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                                                            | Nutrien Ltd                                                                                                                                            | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $7315.89      | 0.01%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                                                                                        | Blackstone Secured Lending Fund                                                                                                                        | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19944.06     | 0.03%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                                                                                         | Whirlpool Corp                                                                                                                                         | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15734.21     | 0.03%             | 2043-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                                                                                 | Mitsubishi UFJ Financial Group Inc                                                                                                                     | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190840.82    | 0.33%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HHJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $35671.84     | 0.06%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                                                                              | Orange SA                                                                                                                                              | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     14000 | PA      | $13442.37     | 0.02%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                                                                              | Kroger Co/The                                                                                                                                          | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68289.66     | 0.12%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                                                                                        | Southern Co/The                                                                                                                                        | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40664.88     | 0.07%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                                                                                                    | Eastman Chemical Co                                                                                                                                    | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8212.82      | 0.01%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                                                                                                | Newmont Corp / Newcrest Finance Pty Ltd                                                                                                                | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7972.10      | 0.01%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                                                                       | Altria Group Inc                                                                                                                                       | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38339.02     | 0.07%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                                                                             | US Bancorp                                                                                                                                             | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62066.62     | 0.11%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                                                  | Wells Fargo & Co                                                                                                                                       | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50204.13     | 0.09%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                                                                                          | Sixth Street Lending Partners                                                                                                                          | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20072.97     | 0.03%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                                                                                               | Trane Technologies Global Holding Co Ltd                                                                                                               | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8021.48      | 0.01%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                                                                               | Canadian Pacific Railway Co                                                                                                                            | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9691.88      | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     70000 | PA      | $51994.63     | 0.09%             | 2041-08-14      | Fixed         | 4.28%                 | 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      | $105552.36    | 0.18%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                                                              | Boeing Co/The                                                                                                                                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63099.65     | 0.11%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                                                                       | FirstEnergy Corp                                                                                                                                       | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35044.90     | 0.06%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203564.49    | 0.35%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                                                                                    | Moody's Corp                                                                                                                                           | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30004.06     | 0.05%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5A66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    190334 | PA      | $194936.06    | 0.33%             | 2054-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                                                                     | Ally Financial Inc                                                                                                                                     | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25369.88     | 0.04%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                                                                                       | MDC Holdings Inc                                                                                                                                       | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27948.95     | 0.05%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                                                                                                    | Dollar General Corp                                                                                                                                    | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5101.82      | 0.01%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                                                                                          | DR Horton Inc                                                                                                                                          | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50051.88     | 0.09%             | 2035-10-15      | Fixed         | 5.50%                 | 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        |     50000 | PA      | $50426.45     | 0.09%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                                                                                            | Hexcel Corp                                                                                                                                            | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19840.04     | 0.03%             | 2035-02-26      | Fixed         | 5.88%                 | 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      | $7128.61      | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                                                                                                | Fidelity National Financial Inc                                                                                                                        | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19305.55     | 0.03%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222972 | PA      | $177201.34    | 0.30%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                                                                                                 | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18892.50     | 0.03%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                                                                                                | Fidelity National Information Services Inc                                                                                                             | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37916.87     | 0.06%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                                                                   | Western Digital Corp                                                                                                                                   | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51226.53     | 0.09%             | 2032-02-01      | Fixed         | 3.10%                 | 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        |    250000 | PA      | $240034.13    | 0.41%             | 2054-05-15      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                                                                                         | BorgWarner Inc                                                                                                                                         | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6368.57      | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    219766 | PA      | $194630.67    | 0.33%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                                                                               | Sumitomo Mitsui Financial Group Inc                                                                                                                    | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $25762.76     | 0.04%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                                                                                         | Nissan Auto Lease Trust 2025-A                                                                                                                         | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50551.40     | 0.09%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                                                                    | JPMorgan Chase & Co                                                                                                                                    | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11938.04     | 0.02%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                                                                                                   | Western Union Co/The                                                                                                                                   | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10659.69     | 0.02%             | 2026-03-15      | Fixed         | 1.35%                 | 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      | $81230.53     | 0.14%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                                                                   | Royal Bank of Canada                                                                                                                                   | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30801.43     | 0.05%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                                                                                                    | American International Group Inc                                                                                                                       | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43283.05     | 0.07%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                                                                  | Entergy Louisiana LLC                                                                                                                                  | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86589.38     | 0.15%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                                                                         | Air Lease Corp                                                                                                                                         | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6728.77      | 0.01%             | 2027-01-15      | Fixed         | 2.20%                 | 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      | $30091.93     | 0.05%             | 2029-12-25      | Variable      | 4.23%                 | 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      | $670.94       | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                                                                                       | T-Mobile USA Inc                                                                                                                                       | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28776.29     | 0.05%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                                                                                                 | Mizuho Financial Group Inc                                                                                                                             | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $52104.11     | 0.09%             | 2031-05-27      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20113.47     | 0.03%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61425.22     | 0.11%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18632.70     | 0.03%             | 2055-03-15      | Fixed         | 5.95%                 | 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        |    200000 | PA      | $203022.92    | 0.35%             | 2030-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                                                                               | Lloyds Banking Group PLC                                                                                                                               | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $139166.04    | 0.24%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                                                                       | Altria Group Inc                                                                                                                                       | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33699.29     | 0.06%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting