# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-25-027808
**Filing Date:** 2025-11
**Character Count:** 2798771
**Document Hash:** 812d5864d1db714cb85f522956c6c28b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-027808.hdr.sgml**: 20251121

**ACCESSION NUMBER**: 0001410368-25-027808

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251121

**DATE AS OF CHANGE**: 20251121

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036

**ORGANIZATION NAME:**
- **EIN:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 251505009

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP SSGA Bond Index Fund (Series ID: S000021657)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000062027 | Standard Class |  |
| C000062028 | Service Class  |  |

## Nport-Ex

**LVIP SSGA Bond Index Fund**

**Schedule of Investments**

September 30, 2025 (unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>| **Value** <br>**(U.S. $)**<br>|
| **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.76%** | **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.76%** | **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.76%** |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured <br> Pass-Through Certificates | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured <br> Pass-Through Certificates | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured <br> Pass-Through Certificates |
| &nbsp;&nbsp;&nbsp; ♦Series K060 Class A2 3.30% <br> 10/25/26<br>| 1000000 | $992478 |
| &nbsp;&nbsp;&nbsp; ♦Series K067 Class AM 3.28% <br> 8/25/27<br>| 800000 | 788181 |
| &nbsp;&nbsp;&nbsp; ♦•Series K069 Class A2 3.19% <br> 9/25/27<br>| 1366862 | 1339602 |
| &nbsp;&nbsp;&nbsp; ♦Series K072 Class A2 3.44% <br> 12/25/27<br>| 1270000 | 1256406 |
| &nbsp;&nbsp;&nbsp; ♦Series K089 Class A2 3.56% <br> 1/25/29<br>| 714286 | 704725 |
| &nbsp;&nbsp;&nbsp; ♦Series K098 Class A2 2.43% <br> 8/25/29<br>| 350000 | 330593 |
| &nbsp;&nbsp;&nbsp; ♦Series K102 Class A2 2.54% <br> 10/25/29<br>| 1000000 | 945422 |
| &nbsp;&nbsp;&nbsp; ♦Series K105 Class A2 1.87% <br> 1/25/30<br>| 250000 | 228595 |
| &nbsp;&nbsp;&nbsp; ♦Series K108 Class A2 1.52% <br> 3/25/30<br>| 222222 | 200968 |
| &nbsp;&nbsp;&nbsp; ♦Series K109 Class A2 1.56% <br> 4/25/30<br>| 200000 | 180175 |
| &nbsp;&nbsp;&nbsp; ♦Series K110 Class A2 1.48% <br> 4/25/30<br>| 160714 | 144454 |
| &nbsp;&nbsp;&nbsp; ♦Series K111 Class A2 1.35% <br> 5/25/30<br>| 600000 | 534767 |
| &nbsp;&nbsp;&nbsp; ♦Series K113 Class A2 1.34% <br> 6/25/30<br>| 500000 | 443217 |
| &nbsp;&nbsp;&nbsp; ♦Series K115 Class A2 1.38% <br> 6/25/30<br>| 2383333 | 2111078 |
| &nbsp;&nbsp;&nbsp; ♦Series K117 Class A2 1.41% <br> 8/25/30<br>| 750000 | 662283 |
| &nbsp;&nbsp;&nbsp; ♦Series K121 Class A2 1.55% <br> 10/25/30<br>| 400000 | 353621 |
| &nbsp;&nbsp;&nbsp; ♦Series K123 Class A2 1.62% <br> 12/25/30<br>| 350000 | 309736 |
| &nbsp;&nbsp;&nbsp; ♦Series K126 Class A2 2.07% <br> 1/25/31<br>| 400000 | 361595 |
| &nbsp;&nbsp;&nbsp; ♦Series K140 Class A2 2.25% <br> 1/25/32<br>| 1000000 | 893719 |
| &nbsp;&nbsp;&nbsp; ♦Series K-1515 Class A2 1.94% <br> 2/25/35<br>| 351000 | 281558 |
| &nbsp;&nbsp;&nbsp; ♦Series K-1519 Class A2 2.01% <br> 12/25/35<br>| 250000 | 196388 |
| &nbsp;&nbsp;&nbsp; ♦•Series K-159 Class A2 4.50% <br> 7/25/33<br>| 487500 | 492385 |
| &nbsp;&nbsp;&nbsp; ♦Series K741 Class A2 1.60% <br> 12/25/27<br>| 400000 | 382000 |
| &nbsp;&nbsp;&nbsp; ♦Series K752 Class A2 4.28% <br> 7/25/30<br>| 500000 | 502110 |
| Federal National Mortgage Association-ACES | Federal National Mortgage Association-ACES | Federal National Mortgage Association-ACES |
| &nbsp;&nbsp;&nbsp; •Series 2017-M15 Class ATS2 <br> 3.21% 11/25/27<br>| 407492 | 401810 |
| &nbsp;&nbsp;&nbsp; •Series 2017-M3 Class A2 <br> 2.56% 12/25/26<br>| 497306 | 488540 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** | **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** | **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** |
| Federal National Mortgage Association-ACES (continued) | Federal National Mortgage Association-ACES (continued) | Federal National Mortgage Association-ACES (continued) |
| &nbsp;&nbsp;&nbsp; •Series 2017-M8 Class A2 <br> 3.06% 5/25/27<br>| 238575 | $234981 |
| &nbsp;&nbsp;&nbsp; •Series 2018-M1 Class A2 <br> 3.09% 12/25/27<br>| 115285 | 112757 |
| &nbsp;&nbsp;&nbsp; Series 2020-M42 Class A2 <br> 1.27% 7/25/30<br>| 960000 | 842512 |
| &nbsp;&nbsp;&nbsp; •Series 2020-M53 Class A2 <br> 1.74% 11/25/32<br>| 1000000 | 846808 |
| &nbsp;&nbsp;&nbsp; Series 2020-M8 Class A2 <br> 1.82% 2/25/30<br>| 134788 | 121951 |
| &nbsp;&nbsp;&nbsp; •Series 2021-M1 Class A2 <br> 1.43% 11/25/30<br>| 131250 | 114026 |
| &nbsp;&nbsp;&nbsp; •Series 2022-M1 Class A2 <br> 1.72% 10/25/31<br>| 500000 | 428581 |
| &nbsp;&nbsp;&nbsp; •Series 2022-M13 Class A2 <br> 2.68% 6/25/32<br>| 500000 | 447985 |
| &nbsp;&nbsp;&nbsp; •Series 2022-M3 Class A2 <br> 1.76% 11/25/31<br>| 1000000 | 859328 |
| **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $21,219,389)** | **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $21,219,389)** | **19535335** |
| **AGENCY MORTGAGE-BACKED SECURITIES–24.31%** | **AGENCY MORTGAGE-BACKED SECURITIES–24.31%** | **AGENCY MORTGAGE-BACKED SECURITIES–24.31%** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 1.50% 2/1/37 | 3377836 | 3022342 |
| &nbsp;&nbsp; 1.50% 2/1/51 | 5779140 | 4445128 |
| &nbsp;&nbsp; 1.50% 10/1/51 | 2526824 | 1941477 |
| &nbsp;&nbsp; 1.50% 11/1/51 | 2479673 | 1905249 |
| &nbsp;&nbsp; 2.00% 2/1/37 | 1543835 | 1421394 |
| &nbsp;&nbsp; 2.00% 10/1/50 | 5045904 | 4107302 |
| &nbsp;&nbsp; 2.00% 11/1/50 | 5621087 | 4574322 |
| &nbsp;&nbsp; 2.00% 1/1/51 | 5111027 | 4159247 |
| &nbsp;&nbsp; 2.00% 2/1/51 | 6900822 | 5611429 |
| &nbsp;&nbsp; 2.00% 11/1/51 | 9661138 | 7833976 |
| &nbsp;&nbsp; 2.00% 2/1/52 | 7523691 | 6092357 |
| &nbsp;&nbsp; 2.00% 3/1/52 | 4896210 | 3964659 |
| &nbsp;&nbsp; 2.50% 4/1/28 | 8003 | 7874 |
| &nbsp;&nbsp; 2.50% 7/1/28 | 38790 | 38135 |
| &nbsp;&nbsp; 2.50% 9/1/28 | 215288 | 211295 |
| &nbsp;&nbsp; 2.50% 10/1/28 | 258514 | 253669 |
| &nbsp;&nbsp; 2.50% 1/1/31 | 302575 | 292904 |
| &nbsp;&nbsp; 2.50% 5/1/31 | 118661 | 114655 |
| &nbsp;&nbsp; 2.50% 6/1/31 | 434521 | 420209 |
| &nbsp;&nbsp; 2.50% 12/1/31 | 479609 | 463293 |
| &nbsp;&nbsp; 2.50% 12/1/32 | 304698 | 292988 |
| &nbsp;&nbsp; 2.50% 1/1/42 | 1061791 | 948545 |
| &nbsp;&nbsp; 2.50% 6/1/42 | 370923 | 331822 |
| &nbsp;&nbsp; 2.50% 7/1/50 | 4200599 | 3577449 |
| &nbsp;&nbsp; 2.50% 8/1/50 | 3374251 | 2870012 |
| &nbsp;&nbsp; 2.50% 10/1/50 | 3718773 | 3162319 |
| &nbsp;&nbsp; 2.50% 11/1/50 | 3438163 | 2923636 |
| &nbsp;&nbsp; 2.50% 6/1/51 | 3338966 | 2814564 |
| &nbsp;&nbsp; 2.50% 9/1/51 | 4716886 | 3985241 |
| &nbsp;&nbsp; 2.50% 10/1/51 | 3536363 | 2986002 |

---

*LVIP SSGA Bond Index Fund–1*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal Home Loan Mortgage Corp. (continued) | Federal Home Loan Mortgage Corp. (continued) | Federal Home Loan Mortgage Corp. (continued) |
| &nbsp;&nbsp; 2.50% 11/1/51 | 4876628 | $4132927 |
| &nbsp;&nbsp; 2.50% 12/1/51 | 5639284 | 4778087 |
| &nbsp;&nbsp; 2.50% 4/1/52 | 21711 | 18479 |
| &nbsp;&nbsp; 3.00% 11/1/26 | 73864 | 73293 |
| &nbsp;&nbsp; 3.00% 2/1/27 | 8376 | 8308 |
| &nbsp;&nbsp; 3.00% 4/1/27 | 21394 | 21197 |
| &nbsp;&nbsp; 3.00% 11/1/27 | 10327 | 10243 |
| &nbsp;&nbsp; 3.00% 2/1/29 | 134127 | 132150 |
| &nbsp;&nbsp; 3.00% 4/1/30 | 373601 | 367029 |
| &nbsp;&nbsp; 3.00% 12/1/30 | 473301 | 463594 |
| &nbsp;&nbsp; 3.00% 5/1/31 | 230521 | 225445 |
| &nbsp;&nbsp; 3.00% 2/1/32 | 237635 | 232005 |
| &nbsp;&nbsp; 3.00% 5/1/32 | 139633 | 136174 |
| &nbsp;&nbsp; 3.00% 11/1/32 | 263659 | 256828 |
| &nbsp;&nbsp; 3.00% 4/1/36 | 331920 | 315807 |
| &nbsp;&nbsp; 3.00% 2/1/37 | 281079 | 266365 |
| &nbsp;&nbsp; 3.00% 5/1/42 | 606621 | 561638 |
| &nbsp;&nbsp; 3.00% 10/1/42 | 545347 | 502412 |
| &nbsp;&nbsp; 3.00% 1/1/43 | 1370582 | 1261968 |
| &nbsp;&nbsp; 3.00% 4/1/43 | 837554 | 771851 |
| &nbsp;&nbsp; 3.00% 7/1/43 | 337569 | 310570 |
| &nbsp;&nbsp; 3.00% 8/1/43 | 140548 | 129307 |
| &nbsp;&nbsp; 3.00% 10/1/43 | 513537 | 472498 |
| &nbsp;&nbsp; 3.00% 4/1/46 | 288884 | 261686 |
| &nbsp;&nbsp; 3.00% 7/1/46 | 2186596 | 1983157 |
| &nbsp;&nbsp; 3.00% 11/1/46 | 791017 | 715719 |
| &nbsp;&nbsp; 3.00% 1/1/47 | 983753 | 890108 |
| &nbsp;&nbsp; 3.00% 2/1/47 | 1919190 | 1736487 |
| &nbsp;&nbsp; 3.00% 12/1/47 | 83072 | 74854 |
| &nbsp;&nbsp; 3.00% 10/1/49 | 587154 | 522095 |
| &nbsp;&nbsp; 3.00% 1/1/50 | 1749340 | 1555325 |
| &nbsp;&nbsp; 3.00% 2/1/50 | 2268199 | 2016495 |
| &nbsp;&nbsp; 3.00% 4/1/50 | 1236770 | 1099393 |
| &nbsp;&nbsp; 3.00% 2/1/52 | 2084663 | 1842926 |
| &nbsp;&nbsp; 3.00% 3/1/52 | 1926791 | 1696589 |
| &nbsp;&nbsp; 3.00% 8/1/52 | 572361 | 503076 |
| &nbsp;&nbsp; 3.50% 12/1/25 | 2845 | 2835 |
| &nbsp;&nbsp; 3.50% 3/1/26 | 7192 | 7167 |
| &nbsp;&nbsp; 3.50% 10/1/27 | 30227 | 30082 |
| &nbsp;&nbsp; 3.50% 2/1/30 | 31010 | 30709 |
| &nbsp;&nbsp; 3.50% 4/1/32 | 102895 | 101750 |
| &nbsp;&nbsp; 3.50% 7/1/38 | 476418 | 461709 |
| &nbsp;&nbsp; 3.50% 10/1/41 | 554644 | 528269 |
| &nbsp;&nbsp; 3.50% 2/1/42 | 371405 | 353286 |
| &nbsp;&nbsp; 3.50% 5/1/42 | 460050 | 436181 |
| &nbsp;&nbsp; 3.50% 10/1/42 | 477915 | 451639 |
| &nbsp;&nbsp; 3.50% 2/1/43 | 456013 | 434899 |
| &nbsp;&nbsp; 3.50% 5/1/43 | 348880 | 329336 |
| &nbsp;&nbsp; 3.50% 8/1/43 | 780218 | 736187 |
| &nbsp;&nbsp; 3.50% 2/1/44 | 167865 | 158353 |
| &nbsp;&nbsp; 3.50% 3/1/44 | 12837 | 12102 |
| &nbsp;&nbsp; 3.50% 6/1/44 | 175265 | 165151 |
| &nbsp;&nbsp; 3.50% 8/1/44 | 205222 | 192828 |
| &nbsp;&nbsp; 3.50% 11/1/44 | 358676 | 337608 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal Home Loan Mortgage Corp. (continued) | Federal Home Loan Mortgage Corp. (continued) | Federal Home Loan Mortgage Corp. (continued) |
| &nbsp;&nbsp; 3.50% 1/1/45 | 458369 | $431444 |
| &nbsp;&nbsp; 3.50% 7/1/45 | 633276 | 596076 |
| &nbsp;&nbsp; 3.50% 12/1/45 | 270245 | 254369 |
| &nbsp;&nbsp; 3.50% 3/1/46 | 305477 | 286650 |
| &nbsp;&nbsp; 3.50% 5/1/46 | 224065 | 209977 |
| &nbsp;&nbsp; 3.50% 6/1/46 | 518910 | 485855 |
| &nbsp;&nbsp; 3.50% 2/1/47 | 513814 | 479387 |
| &nbsp;&nbsp; 3.50% 3/1/47 | 281933 | 263768 |
| &nbsp;&nbsp; 3.50% 10/1/47 | 200785 | 187057 |
| &nbsp;&nbsp; 3.50% 11/1/47 | 293560 | 273903 |
| &nbsp;&nbsp; 3.50% 2/1/48 | 629456 | 585615 |
| &nbsp;&nbsp; 3.50% 5/1/48 | 252055 | 234331 |
| &nbsp;&nbsp; 3.50% 8/1/49 | 164512 | 152080 |
| &nbsp;&nbsp; 3.50% 9/1/49 | 1439004 | 1344712 |
| &nbsp;&nbsp; 3.50% 12/1/49 | 635399 | 587124 |
| &nbsp;&nbsp; 3.50% 3/1/50 | 183011 | 168988 |
| &nbsp;&nbsp; 3.50% 9/1/52 | 2119016 | 1939330 |
| &nbsp;&nbsp; 4.00% 4/1/26 | 6541 | 6527 |
| &nbsp;&nbsp; 4.00% 5/1/39 | 42645 | 42022 |
| &nbsp;&nbsp; 4.00% 2/1/40 | 18538 | 18164 |
| &nbsp;&nbsp; 4.00% 5/1/40 | 12947 | 12694 |
| &nbsp;&nbsp; 4.00% 8/1/40 | 7961 | 7796 |
| &nbsp;&nbsp; 4.00% 9/1/40 | 42292 | 41306 |
| &nbsp;&nbsp; 4.00% 10/1/40 | 220454 | 215487 |
| &nbsp;&nbsp; 4.00% 11/1/40 | 446329 | 435371 |
| &nbsp;&nbsp; 4.00% 12/1/40 | 310029 | 303094 |
| &nbsp;&nbsp; 4.00% 2/1/41 | 266390 | 260061 |
| &nbsp;&nbsp; 4.00% 12/1/41 | 347569 | 337586 |
| &nbsp;&nbsp; 4.00% 1/1/42 | 27012 | 26587 |
| &nbsp;&nbsp; 4.00% 3/1/42 | 25242 | 24384 |
| &nbsp;&nbsp; 4.00% 4/1/42 | 415233 | 404679 |
| &nbsp;&nbsp; 4.00% 6/1/42 | 1971 | 1920 |
| &nbsp;&nbsp; 4.00% 5/1/44 | 464478 | 449409 |
| &nbsp;&nbsp; 4.00% 9/1/44 | 138894 | 134044 |
| &nbsp;&nbsp; 4.00% 10/1/45 | 221366 | 213247 |
| &nbsp;&nbsp; 4.00% 11/1/45 | 90795 | 87465 |
| &nbsp;&nbsp; 4.00% 1/1/46 | 256370 | 246914 |
| &nbsp;&nbsp; 4.00% 2/1/46 | 207345 | 198011 |
| &nbsp;&nbsp; 4.00% 2/1/47 | 121735 | 117181 |
| &nbsp;&nbsp; 4.00% 9/1/47 | 899621 | 865825 |
| &nbsp;&nbsp; 4.00% 11/1/47 | 122325 | 118039 |
| &nbsp;&nbsp; 4.00% 12/1/47 | 265053 | 255041 |
| &nbsp;&nbsp; 4.00% 1/1/48 | 125513 | 121296 |
| &nbsp;&nbsp; 4.00% 5/1/48 | 505733 | 487802 |
| &nbsp;&nbsp; 4.00% 7/1/48 | 152349 | 146570 |
| &nbsp;&nbsp; 4.00% 10/1/48 | 232673 | 223678 |
| &nbsp;&nbsp; 4.00% 3/1/49 | 248292 | 238505 |
| &nbsp;&nbsp; 4.00% 11/1/49 | 593200 | 567130 |
| &nbsp;&nbsp; 4.00% 10/1/52 | 1463333 | 1382796 |
| &nbsp;&nbsp; 4.50% 2/1/39 | 11158 | 11253 |
| &nbsp;&nbsp; 4.50% 4/1/39 | 8317 | 8380 |
| &nbsp;&nbsp; 4.50% 5/1/39 | 19935 | 20124 |
| &nbsp;&nbsp; 4.50% 6/1/39 | 124717 | 125770 |
| &nbsp;&nbsp; 4.50% 7/1/39 | 18441 | 18621 |

---

*LVIP SSGA Bond Index Fund–2*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal Home Loan Mortgage Corp. (continued) | Federal Home Loan Mortgage Corp. (continued) | Federal Home Loan Mortgage Corp. (continued) |
| &nbsp;&nbsp; 4.50% 9/1/39 | 173012 | $174437 |
| &nbsp;&nbsp; 4.50% 10/1/39 | 98761 | 99140 |
| &nbsp;&nbsp; 4.50% 1/1/40 | 376716 | 379470 |
| &nbsp;&nbsp; 4.50% 2/1/40 | 202445 | 203801 |
| &nbsp;&nbsp; 4.50% 7/1/40 | 28747 | 28869 |
| &nbsp;&nbsp; 4.50% 8/1/40 | 17164 | 16912 |
| &nbsp;&nbsp; 4.50% 9/1/40 | 180172 | 180601 |
| &nbsp;&nbsp; 4.50% 2/1/41 | 412723 | 413366 |
| &nbsp;&nbsp; 4.50% 3/1/41 | 100449 | 100678 |
| &nbsp;&nbsp; 4.50% 9/1/41 | 125107 | 125366 |
| &nbsp;&nbsp; 4.50% 3/1/44 | 68576 | 68288 |
| &nbsp;&nbsp; 4.50% 7/1/45 | 239966 | 240537 |
| &nbsp;&nbsp; 4.50% 4/1/47 | 61658 | 60992 |
| &nbsp;&nbsp; 4.50% 9/1/47 | 142190 | 140595 |
| &nbsp;&nbsp; 4.50% 12/1/47 | 66578 | 65831 |
| &nbsp;&nbsp; 4.50% 6/1/48 | 179839 | 177419 |
| &nbsp;&nbsp; 4.50% 8/1/48 | 308907 | 305315 |
| &nbsp;&nbsp; 4.50% 3/1/49 | 328910 | 324414 |
| &nbsp;&nbsp; 4.50% 6/1/49 | 421868 | 414631 |
| &nbsp;&nbsp; 4.50% 10/1/52 | 545805 | 531864 |
| &nbsp;&nbsp; 4.50% 12/1/52 | 1985867 | 1945904 |
| &nbsp;&nbsp; 4.50% 5/1/53 | 255842 | 248994 |
| &nbsp;&nbsp; 5.00% 10/1/34 | 32780 | 33566 |
| &nbsp;&nbsp; 5.00% 2/1/35 | 11871 | 11917 |
| &nbsp;&nbsp; 5.00% 8/1/35 | 13768 | 14099 |
| &nbsp;&nbsp; 5.00% 10/1/35 | 6983 | 7158 |
| &nbsp;&nbsp; 5.00% 11/1/35 | 2848 | 2916 |
| &nbsp;&nbsp; 5.00% 12/1/35 | 23430 | 24027 |
| &nbsp;&nbsp; 5.00% 2/1/37 | 17721 | 18013 |
| &nbsp;&nbsp; 5.00% 12/1/37 | 88005 | 90338 |
| &nbsp;&nbsp; 5.00% 1/1/38 | 1235 | 1268 |
| &nbsp;&nbsp; 5.00% 4/1/38 | 769 | 789 |
| &nbsp;&nbsp; 5.00% 6/1/38 | 34095 | 34999 |
| &nbsp;&nbsp; 5.00% 7/1/38 | 4374 | 4490 |
| &nbsp;&nbsp; 5.00% 9/1/38 | 1742 | 1788 |
| &nbsp;&nbsp; 5.00% 10/1/38 | 33630 | 34522 |
| &nbsp;&nbsp; 5.00% 12/1/38 | 29010 | 29779 |
| &nbsp;&nbsp; 5.00% 1/1/39 | 8657 | 8886 |
| &nbsp;&nbsp; 5.00% 2/1/39 | 149964 | 153942 |
| &nbsp;&nbsp; 5.00% 3/1/39 | 339889 | 348722 |
| &nbsp;&nbsp; 5.00% 8/1/39 | 34328 | 35218 |
| &nbsp;&nbsp; 5.00% 9/1/39 | 108166 | 110905 |
| &nbsp;&nbsp; 5.00% 1/1/40 | 93053 | 95410 |
| &nbsp;&nbsp; 5.00% 4/1/40 | 767306 | 775312 |
| &nbsp;&nbsp; 5.00% 5/1/40 | 33370 | 34215 |
| &nbsp;&nbsp; 5.00% 6/1/40 | 147690 | 151056 |
| &nbsp;&nbsp; 5.00% 9/1/40 | 22872 | 23479 |
| &nbsp;&nbsp; 5.00% 3/1/41 | 65217 | 66867 |
| &nbsp;&nbsp; 5.00% 9/1/48 | 51024 | 51636 |
| &nbsp;&nbsp; 5.00% 11/1/48 | 95339 | 96129 |
| &nbsp;&nbsp; 5.00% 9/1/52 | 1326506 | 1322014 |
| &nbsp;&nbsp; 5.00% 10/1/52 | 734953 | 736193 |
| &nbsp;&nbsp; 5.00% 12/1/52 | 1201927 | 1206312 |
| &nbsp;&nbsp; 5.00% 2/1/53 | 2899374 | 2888957 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal Home Loan Mortgage Corp. (continued) | Federal Home Loan Mortgage Corp. (continued) | Federal Home Loan Mortgage Corp. (continued) |
| &nbsp;&nbsp; 5.00% 7/1/53 | 3066244 | $3053489 |
| &nbsp;&nbsp; 5.00% 11/1/54 | 1897527 | 1882793 |
| &nbsp;&nbsp; 5.00% 1/1/55 | 2399989 | 2381353 |
| &nbsp;&nbsp; 5.50% 8/1/33 | 6996 | 7196 |
| &nbsp;&nbsp; 5.50% 6/1/34 | 20392 | 20930 |
| &nbsp;&nbsp; 5.50% 6/1/35 | 13972 | 14519 |
| &nbsp;&nbsp; 5.50% 11/1/35 | 15634 | 16115 |
| &nbsp;&nbsp; 5.50% 1/1/37 | 7960 | 8267 |
| &nbsp;&nbsp; 5.50% 5/1/37 | 11682 | 12170 |
| &nbsp;&nbsp; 5.50% 7/1/37 | 4869 | 4987 |
| &nbsp;&nbsp; 5.50% 1/1/38 | 51680 | 53836 |
| &nbsp;&nbsp; 5.50% 2/1/38 | 13286 | 13792 |
| &nbsp;&nbsp; 5.50% 5/1/38 | 156794 | 162573 |
| &nbsp;&nbsp; 5.50% 6/1/38 | 3658 | 3795 |
| &nbsp;&nbsp; 5.50% 8/1/38 | 12113 | 12589 |
| &nbsp;&nbsp; 5.50% 12/1/38 | 5436 | 5595 |
| &nbsp;&nbsp; 5.50% 8/1/39 | 31390 | 32547 |
| &nbsp;&nbsp; 5.50% 12/1/39 | 82056 | 84660 |
| &nbsp;&nbsp; 5.50% 3/1/40 | 80237 | 83194 |
| &nbsp;&nbsp; 5.50% 4/1/40 | 160168 | 166788 |
| &nbsp;&nbsp; 5.50% 5/1/40 | 51925 | 53902 |
| &nbsp;&nbsp; 5.50% 6/1/41 | 16114 | 16708 |
| &nbsp;&nbsp; 5.50% 12/1/52 | 394736 | 404627 |
| &nbsp;&nbsp; 5.50% 7/1/53 | 2269859 | 2294328 |
| &nbsp;&nbsp; 5.50% 3/1/54 | 3679233 | 3715289 |
| &nbsp;&nbsp; 5.50% 11/1/54 | 6075672 | 6129999 |
| &nbsp;&nbsp; 6.00% 11/1/28 | 1016 | 1043 |
| &nbsp;&nbsp; 6.00% 7/1/33 | 1313 | 1342 |
| &nbsp;&nbsp; 6.00% 8/1/36 | 3608 | 3794 |
| &nbsp;&nbsp; 6.00% 11/1/36 | 12210 | 12667 |
| &nbsp;&nbsp; 6.00% 4/1/37 | 125 | 131 |
| &nbsp;&nbsp; 6.00% 5/1/37 | 13310 | 14042 |
| &nbsp;&nbsp; 6.00% 8/1/37 | 26157 | 27433 |
| &nbsp;&nbsp; 6.00% 9/1/37 | 19056 | 20080 |
| &nbsp;&nbsp; 6.00% 10/1/37 | 7377 | 7612 |
| &nbsp;&nbsp; 6.00% 11/1/37 | 40757 | 42995 |
| &nbsp;&nbsp; 6.00% 12/1/37 | 4959 | 5171 |
| &nbsp;&nbsp; 6.00% 1/1/38 | 19226 | 20284 |
| &nbsp;&nbsp; 6.00% 4/1/38 | 3076 | 3233 |
| &nbsp;&nbsp; 6.00% 6/1/38 | 6052 | 6365 |
| &nbsp;&nbsp; 6.00% 7/1/38 | 8362 | 8772 |
| &nbsp;&nbsp; 6.00% 8/1/38 | 5688 | 5994 |
| &nbsp;&nbsp; 6.00% 9/1/38 | 6518 | 6866 |
| &nbsp;&nbsp; 6.00% 10/1/38 | 9616 | 10024 |
| &nbsp;&nbsp; 6.00% 3/1/39 | 6511 | 6865 |
| &nbsp;&nbsp; 6.00% 5/1/40 | 169772 | 179077 |
| &nbsp;&nbsp; 6.00% 7/1/40 | 202246 | 213328 |
| &nbsp;&nbsp; 6.00% 2/1/53 | 1583110 | 1624628 |
| &nbsp;&nbsp; 6.00% 6/1/53 | 398825 | 410587 |
| &nbsp;&nbsp; 6.00% 8/1/53 | 1408246 | 1442112 |
| &nbsp;&nbsp; 6.00% 9/1/53 | 1153751 | 1192654 |
| &nbsp;&nbsp; 6.00% 11/1/53 | 2815062 | 2884602 |
| &nbsp;&nbsp; 6.00% 12/1/53 | 553205 | 566428 |
| &nbsp;&nbsp; 6.00% 6/1/54 | 1050065 | 1073443 |

---

*LVIP SSGA Bond Index Fund–3*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal Home Loan Mortgage Corp. (continued) | Federal Home Loan Mortgage Corp. (continued) | Federal Home Loan Mortgage Corp. (continued) |
| &nbsp;&nbsp; 6.00% 8/1/54 | 5935991 | $6068195 |
| &nbsp;&nbsp; 6.00% 9/1/54 | 3107589 | 3175970 |
| &nbsp;&nbsp; 6.00% 6/1/55 | 2198433 | 2247227 |
| &nbsp;&nbsp; 6.00% 8/1/55 | 6436695 | 6578129 |
| &nbsp;&nbsp; 6.50% 11/1/36 | 32523 | 34167 |
| &nbsp;&nbsp; 6.50% 8/1/37 | 15728 | 16361 |
| &nbsp;&nbsp; 6.50% 10/1/37 | 5302 | 5621 |
| &nbsp;&nbsp; 6.50% 4/1/39 | 21163 | 22430 |
| &nbsp;&nbsp; 6.50% 10/1/53 | 2153441 | 2227725 |
| &nbsp;&nbsp; 6.50% 12/1/53 | 2394227 | 2505159 |
| &nbsp;&nbsp; 6.50% 1/1/54 | 1424289 | 1472543 |
| &nbsp;&nbsp; 6.50% 6/1/55 | 1403073 | 1450422 |
| &nbsp;&nbsp; 7.00% 1/1/54 | 676716 | 707660 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 1.50% 7/1/36 | 3088783 | 2765516 |
| &nbsp;&nbsp; 1.50% 3/1/37 | 5193284 | 4646416 |
| &nbsp;&nbsp; 1.50% 12/1/41 | 2249884 | 1863072 |
| &nbsp;&nbsp; 1.50% 11/1/51 | 3958976 | 3041866 |
| &nbsp;&nbsp; 2.00% 9/1/35 | 1707344 | 1578650 |
| &nbsp;&nbsp; 2.00% 11/1/35 | 3012508 | 2782730 |
| &nbsp;&nbsp; 2.00% 12/1/35 | 2163993 | 1995517 |
| &nbsp;&nbsp; 2.00% 2/1/36 | 1945629 | 1792907 |
| &nbsp;&nbsp; 2.00% 6/1/36 | 3531152 | 3253887 |
| &nbsp;&nbsp; 2.00% 12/1/36 | 3474549 | 3196495 |
| &nbsp;&nbsp; 2.00% 5/1/37 | 1118279 | 1027656 |
| &nbsp;&nbsp; 2.00% 8/1/40 | 498123 | 438140 |
| &nbsp;&nbsp; 2.00% 10/1/40 | 563092 | 494654 |
| &nbsp;&nbsp; 2.00% 11/1/40 | 4016857 | 3496821 |
| &nbsp;&nbsp; 2.00% 1/1/41 | 1842171 | 1594947 |
| &nbsp;&nbsp; 2.00% 11/1/41 | 2142822 | 1841700 |
| &nbsp;&nbsp; 2.00% 8/1/50 | 10190977 | 8307279 |
| &nbsp;&nbsp; 2.00% 1/1/51 | 5133419 | 4176400 |
| &nbsp;&nbsp; 2.00% 2/1/51 | 5277614 | 4284931 |
| &nbsp;&nbsp; 2.00% 4/1/51 | 6849351 | 5546199 |
| &nbsp;&nbsp; 2.00% 7/1/51 | 8699268 | 7064763 |
| &nbsp;&nbsp; 2.00% 9/1/51 | 3074451 | 2487216 |
| &nbsp;&nbsp; 2.00% 10/1/51 | 8775379 | 7114093 |
| &nbsp;&nbsp; 2.00% 11/1/51 | 6450816 | 5229523 |
| &nbsp;&nbsp; 2.00% 1/1/52 | 6436815 | 5207456 |
| &nbsp;&nbsp; 2.00% 3/1/52 | 4481212 | 3631231 |
| &nbsp;&nbsp; 2.50% 10/1/27 | 69615 | 68583 |
| &nbsp;&nbsp; 2.50% 3/1/28 | 124138 | 122061 |
| &nbsp;&nbsp; 2.50% 4/1/28 | 248995 | 244808 |
| &nbsp;&nbsp; 2.50% 7/1/28 | 61361 | 60208 |
| &nbsp;&nbsp; 2.50% 9/1/28 | 97953 | 96065 |
| &nbsp;&nbsp; 2.50% 10/1/28 | 51856 | 50940 |
| &nbsp;&nbsp; 2.50% 2/1/30 | 229850 | 223354 |
| &nbsp;&nbsp; 2.50% 5/1/30 | 93141 | 90421 |
| &nbsp;&nbsp; 2.50% 7/1/31 | 283230 | 273583 |
| &nbsp;&nbsp; 2.50% 10/1/31 | 299959 | 289322 |
| &nbsp;&nbsp; 2.50% 6/1/32 | 778979 | 752062 |
| &nbsp;&nbsp; 2.50% 12/1/32 | 328840 | 315880 |
| &nbsp;&nbsp; 2.50% 2/1/35 | 1405672 | 1335895 |
| &nbsp;&nbsp; 2.50% 8/1/35 | 704101 | 664797 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) |
| &nbsp;&nbsp; 2.50% 2/1/40 | 336503 | $306668 |
| &nbsp;&nbsp; 2.50% 6/1/40 | 353299 | 321321 |
| &nbsp;&nbsp; 2.50% 8/1/40 | 827008 | 751032 |
| &nbsp;&nbsp; 2.50% 4/1/41 | 266017 | 239605 |
| &nbsp;&nbsp; 2.50% 11/1/49 | 3888436 | 3315279 |
| &nbsp;&nbsp; 2.50% 4/1/51 | 9633283 | 8177995 |
| &nbsp;&nbsp; 2.50% 7/1/51 | 5542421 | 4699626 |
| &nbsp;&nbsp; 2.50% 8/1/51 | 5670367 | 4810150 |
| &nbsp;&nbsp; 2.50% 9/1/51 | 1510422 | 1281286 |
| &nbsp;&nbsp; 2.50% 10/1/51 | 7071673 | 5995965 |
| &nbsp;&nbsp; 2.50% 1/1/52 | 4173711 | 3585090 |
| &nbsp;&nbsp; 2.50% 3/1/52 | 6895827 | 5840374 |
| &nbsp;&nbsp; 3.00% 11/1/26 | 63885 | 63365 |
| &nbsp;&nbsp; 3.00% 6/1/27 | 22601 | 22376 |
| &nbsp;&nbsp; 3.00% 8/1/27 | 48385 | 47892 |
| &nbsp;&nbsp; 3.00% 9/1/27 | 199664 | 197591 |
| &nbsp;&nbsp; 3.00% 10/1/27 | 33172 | 32783 |
| &nbsp;&nbsp; 3.00% 12/1/27 | 10990 | 10847 |
| &nbsp;&nbsp; 3.00% 8/1/29 | 252696 | 248483 |
| &nbsp;&nbsp; 3.00% 4/1/30 | 153259 | 150426 |
| &nbsp;&nbsp; 3.00% 5/1/30 | 166734 | 164898 |
| &nbsp;&nbsp; 3.00% 6/1/30 | 211753 | 207809 |
| &nbsp;&nbsp; 3.00% 12/1/30 | 170431 | 166952 |
| &nbsp;&nbsp; 3.00% 10/1/32 | 243586 | 237101 |
| &nbsp;&nbsp; 3.00% 11/1/34 | 205727 | 195844 |
| &nbsp;&nbsp; 3.00% 12/1/34 | 137310 | 130717 |
| &nbsp;&nbsp; 3.00% 2/1/35 | 275659 | 262480 |
| &nbsp;&nbsp; 3.00% 3/1/36 | 121880 | 114847 |
| &nbsp;&nbsp; 3.00% 11/1/36 | 592982 | 562006 |
| &nbsp;&nbsp; 3.00% 9/1/37 | 316552 | 298931 |
| &nbsp;&nbsp; 3.00% 9/1/42 | 327847 | 301043 |
| &nbsp;&nbsp; 3.00% 10/1/42 | 809072 | 743879 |
| &nbsp;&nbsp; 3.00% 11/1/42 | 529761 | 487358 |
| &nbsp;&nbsp; 3.00% 12/1/42 | 545695 | 502017 |
| &nbsp;&nbsp; 3.00% 1/1/43 | 390221 | 358989 |
| &nbsp;&nbsp; 3.00% 4/1/43 | 505339 | 464630 |
| &nbsp;&nbsp; 3.00% 6/1/43 | 1426668 | 1311095 |
| &nbsp;&nbsp; 3.00% 7/1/43 | 809402 | 743857 |
| &nbsp;&nbsp; 3.00% 9/1/45 | 546484 | 498772 |
| &nbsp;&nbsp; 3.00% 11/1/45 | 102369 | 92839 |
| &nbsp;&nbsp; 3.00% 10/1/46 | 793953 | 717500 |
| &nbsp;&nbsp; 3.00% 11/1/46 | 875319 | 791033 |
| &nbsp;&nbsp; 3.00% 12/1/46 | 896872 | 810509 |
| &nbsp;&nbsp; 3.00% 1/1/47 | 811825 | 731160 |
| &nbsp;&nbsp; 3.00% 9/1/47 | 309499 | 278034 |
| &nbsp;&nbsp; 3.00% 2/1/48 | 1044675 | 945413 |
| &nbsp;&nbsp; 3.00% 12/1/49 | 4080997 | 3612544 |
| &nbsp;&nbsp; 3.00% 2/1/50 | 1800708 | 1610881 |
| &nbsp;&nbsp; 3.00% 7/1/50 | 1606727 | 1427089 |
| &nbsp;&nbsp; 3.00% 1/1/51 | 3616130 | 3254411 |
| &nbsp;&nbsp; 3.00% 2/1/52 | 1733789 | 1540807 |
| &nbsp;&nbsp; 3.00% 5/1/52 | 2036744 | 1793035 |
| &nbsp;&nbsp; 3.50% 11/1/25 | 2045 | 2038 |
| &nbsp;&nbsp; 3.50% 12/1/25 | 4167 | 4153 |

---

*LVIP SSGA Bond Index Fund–4*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) |
| &nbsp;&nbsp; 3.50% 12/1/26 | 21710 | $21562 |
| &nbsp;&nbsp; 3.50% 10/1/29 | 237557 | 235481 |
| &nbsp;&nbsp; 3.50% 4/1/32 | 94902 | 93769 |
| &nbsp;&nbsp; 3.50% 7/1/32 | 59048 | 58330 |
| &nbsp;&nbsp; 3.50% 6/1/33 | 147264 | 145214 |
| &nbsp;&nbsp; 3.50% 7/1/34 | 806652 | 785822 |
| &nbsp;&nbsp; 3.50% 2/1/37 | 359878 | 347560 |
| &nbsp;&nbsp; 3.50% 10/1/40 | 147073 | 141009 |
| &nbsp;&nbsp; 3.50% 12/1/40 | 85319 | 81342 |
| &nbsp;&nbsp; 3.50% 2/1/41 | 137506 | 131195 |
| &nbsp;&nbsp; 3.50% 8/1/42 | 150393 | 142326 |
| &nbsp;&nbsp; 3.50% 9/1/42 | 424746 | 401960 |
| &nbsp;&nbsp; 3.50% 10/1/42 | 887231 | 837179 |
| &nbsp;&nbsp; 3.50% 11/1/42 | 229175 | 219640 |
| &nbsp;&nbsp; 3.50% 1/1/43 | 756139 | 712834 |
| &nbsp;&nbsp; 3.50% 2/1/43 | 128008 | 120744 |
| &nbsp;&nbsp; 3.50% 7/1/43 | 1050307 | 990380 |
| &nbsp;&nbsp; 3.50% 10/1/44 | 409113 | 385037 |
| &nbsp;&nbsp; 3.50% 1/1/45 | 263716 | 249064 |
| &nbsp;&nbsp; 3.50% 5/1/45 | 511648 | 481007 |
| &nbsp;&nbsp; 3.50% 8/1/45 | 616317 | 579405 |
| &nbsp;&nbsp; 3.50% 11/1/45 | 753800 | 707115 |
| &nbsp;&nbsp; 3.50% 2/1/46 | 1469086 | 1377400 |
| &nbsp;&nbsp; 3.50% 5/1/46 | 315333 | 295277 |
| &nbsp;&nbsp; 3.50% 6/1/46 | 130579 | 122615 |
| &nbsp;&nbsp; 3.50% 2/1/47 | 431117 | 402847 |
| &nbsp;&nbsp; 3.50% 3/1/47 | 291357 | 272252 |
| &nbsp;&nbsp; 3.50% 5/1/47 | 554506 | 520394 |
| &nbsp;&nbsp; 3.50% 7/1/47 | 1135207 | 1071690 |
| &nbsp;&nbsp; 3.50% 9/1/47 | 269961 | 251697 |
| &nbsp;&nbsp; 3.50% 12/1/47 | 556809 | 518513 |
| &nbsp;&nbsp; 3.50% 1/1/48 | 659423 | 614204 |
| &nbsp;&nbsp; 3.50% 2/1/48 | 375045 | 347766 |
| &nbsp;&nbsp; 3.50% 6/1/48 | 684529 | 634690 |
| &nbsp;&nbsp; 3.50% 11/1/48 | 512526 | 481850 |
| &nbsp;&nbsp; 3.50% 6/1/49 | 1854018 | 1725148 |
| &nbsp;&nbsp; 3.50% 8/1/49 | 1841518 | 1701661 |
| &nbsp;&nbsp; 3.50% 6/1/50 | 477031 | 440479 |
| &nbsp;&nbsp; 3.50% 5/1/52 | 466163 | 432533 |
| &nbsp;&nbsp; 4.00% 1/1/26 | 19 | 19 |
| &nbsp;&nbsp; 4.00% 3/1/26 | 3922 | 3908 |
| &nbsp;&nbsp; 4.00% 5/1/26 | 72 | 72 |
| &nbsp;&nbsp; 4.00% 7/1/26 | 1033 | 1029 |
| &nbsp;&nbsp; 4.00% 3/1/31 | 10363 | 10329 |
| &nbsp;&nbsp; 4.00% 9/1/35 | 72849 | 72130 |
| &nbsp;&nbsp; 4.00% 10/1/35 | 118195 | 116923 |
| &nbsp;&nbsp; 4.00% 1/1/37 | 175692 | 172747 |
| &nbsp;&nbsp; 4.00% 1/1/38 | 204241 | 201006 |
| &nbsp;&nbsp; 4.00% 1/1/39 | 8380 | 8265 |
| &nbsp;&nbsp; 4.00% 2/1/39 | 8493 | 8363 |
| &nbsp;&nbsp; 4.00% 3/1/39 | 466 | 459 |
| &nbsp;&nbsp; 4.00% 4/1/39 | 31922 | 31417 |
| &nbsp;&nbsp; 4.00% 6/1/39 | 27264 | 26704 |
| &nbsp;&nbsp; 4.00% 8/1/39 | 101199 | 99582 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) |
| &nbsp;&nbsp; 4.00% 9/1/39 | 137288 | $135081 |
| &nbsp;&nbsp; 4.00% 11/1/39 | 7803 | 7674 |
| &nbsp;&nbsp; 4.00% 12/1/39 | 155307 | 152683 |
| &nbsp;&nbsp; 4.00% 1/1/40 | 49845 | 48879 |
| &nbsp;&nbsp; 4.00% 5/1/40 | 75037 | 73584 |
| &nbsp;&nbsp; 4.00% 8/1/40 | 21803 | 21260 |
| &nbsp;&nbsp; 4.00% 9/1/40 | 29331 | 28701 |
| &nbsp;&nbsp; 4.00% 10/1/40 | 129054 | 125808 |
| &nbsp;&nbsp; 4.00% 11/1/40 | 183958 | 179377 |
| &nbsp;&nbsp; 4.00% 12/1/40 | 299834 | 292323 |
| &nbsp;&nbsp; 4.00% 1/1/41 | 536733 | 523088 |
| &nbsp;&nbsp; 4.00% 2/1/41 | 198909 | 193996 |
| &nbsp;&nbsp; 4.00% 3/1/41 | 3199 | 3111 |
| &nbsp;&nbsp; 4.00% 4/1/41 | 62236 | 60607 |
| &nbsp;&nbsp; 4.00% 5/1/41 | 343379 | 334321 |
| &nbsp;&nbsp; 4.00% 9/1/41 | 59980 | 58348 |
| &nbsp;&nbsp; 4.00% 10/1/41 | 26316 | 25616 |
| &nbsp;&nbsp; 4.00% 11/1/41 | 69160 | 67307 |
| &nbsp;&nbsp; 4.00% 12/1/41 | 2178 | 2120 |
| &nbsp;&nbsp; 4.00% 1/1/42 | 2224 | 2165 |
| &nbsp;&nbsp; 4.00% 10/1/43 | 892399 | 866676 |
| &nbsp;&nbsp; 4.00% 12/1/43 | 225088 | 218497 |
| &nbsp;&nbsp; 4.00% 7/1/44 | 281602 | 271622 |
| &nbsp;&nbsp; 4.00% 9/1/44 | 297246 | 286703 |
| &nbsp;&nbsp; 4.00% 10/1/44 | 439736 | 424347 |
| &nbsp;&nbsp; 4.00% 3/1/45 | 438068 | 417847 |
| &nbsp;&nbsp; 4.00% 7/1/45 | 444383 | 427704 |
| &nbsp;&nbsp; 4.00% 9/1/45 | 620343 | 597235 |
| &nbsp;&nbsp; 4.00% 4/1/46 | 232790 | 224077 |
| &nbsp;&nbsp; 4.00% 7/1/46 | 100540 | 96662 |
| &nbsp;&nbsp; 4.00% 11/1/46 | 815838 | 784371 |
| &nbsp;&nbsp; 4.00% 4/1/47 | 446661 | 429537 |
| &nbsp;&nbsp; 4.00% 9/1/47 | 231993 | 223007 |
| &nbsp;&nbsp; 4.00% 1/1/48 | 268053 | 257614 |
| &nbsp;&nbsp; 4.00% 2/1/48 | 570763 | 548476 |
| &nbsp;&nbsp; 4.00% 5/1/48 | 140131 | 134652 |
| &nbsp;&nbsp; 4.00% 6/1/48 | 1160149 | 1114666 |
| &nbsp;&nbsp; 4.00% 7/1/48 | 333485 | 320480 |
| &nbsp;&nbsp; 4.00% 5/1/49 | 525061 | 503344 |
| &nbsp;&nbsp; 4.00% 8/1/49 | 1569316 | 1505139 |
| &nbsp;&nbsp; 4.00% 7/1/52 | 1051595 | 1001404 |
| &nbsp;&nbsp; 4.00% 8/1/52 | 1425558 | 1362019 |
| &nbsp;&nbsp; 4.00% 10/1/52 | 3170265 | 2996550 |
| &nbsp;&nbsp; 4.50% 8/1/33 | 3405 | 3404 |
| &nbsp;&nbsp; 4.50% 1/1/34 | 2712 | 2700 |
| &nbsp;&nbsp; 4.50% 9/1/35 | 11291 | 11373 |
| &nbsp;&nbsp; 4.50% 2/1/38 | 400 | 403 |
| &nbsp;&nbsp; 4.50% 4/1/38 | 11672 | 11626 |
| &nbsp;&nbsp; 4.50% 5/1/38 | 201996 | 202002 |
| &nbsp;&nbsp; 4.50% 7/1/38 | 10869 | 10942 |
| &nbsp;&nbsp; 4.50% 11/1/38 | 20208 | 20382 |
| &nbsp;&nbsp; 4.50% 2/1/39 | 61713 | 62105 |
| &nbsp;&nbsp; 4.50% 3/1/39 | 41662 | 41917 |
| &nbsp;&nbsp; 4.50% 4/1/39 | 202138 | 203375 |

---

*LVIP SSGA Bond Index Fund–5*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) |
| &nbsp;&nbsp; 4.50% 5/1/39 | 113969 | $114596 |
| &nbsp;&nbsp; 4.50% 6/1/39 | 20036 | 20099 |
| &nbsp;&nbsp; 4.50% 7/1/39 | 68177 | 68521 |
| &nbsp;&nbsp; 4.50% 9/1/39 | 61328 | 61797 |
| &nbsp;&nbsp; 4.50% 11/1/39 | 349042 | 348634 |
| &nbsp;&nbsp; 4.50% 1/1/40 | 164159 | 165213 |
| &nbsp;&nbsp; 4.50% 2/1/40 | 293485 | 295042 |
| &nbsp;&nbsp; 4.50% 5/1/40 | 129054 | 129309 |
| &nbsp;&nbsp; 4.50% 6/1/40 | 89524 | 89906 |
| &nbsp;&nbsp; 4.50% 8/1/40 | 25937 | 26098 |
| &nbsp;&nbsp; 4.50% 9/1/40 | 77542 | 77635 |
| &nbsp;&nbsp; 4.50% 10/1/40 | 416869 | 417416 |
| &nbsp;&nbsp; 4.50% 11/1/40 | 61013 | 61348 |
| &nbsp;&nbsp; 4.50% 2/1/41 | 228563 | 229003 |
| &nbsp;&nbsp; 4.50% 4/1/41 | 5538 | 5483 |
| &nbsp;&nbsp; 4.50% 5/1/41 | 389710 | 389494 |
| &nbsp;&nbsp; 4.50% 1/1/42 | 478081 | 478300 |
| &nbsp;&nbsp; 4.50% 9/1/43 | 204668 | 203645 |
| &nbsp;&nbsp; 4.50% 10/1/44 | 38926 | 38828 |
| &nbsp;&nbsp; 4.50% 9/1/47 | 294673 | 291015 |
| &nbsp;&nbsp; 4.50% 11/1/47 | 268702 | 264383 |
| &nbsp;&nbsp; 4.50% 8/1/48 | 524421 | 517466 |
| &nbsp;&nbsp; 4.50% 11/1/48 | 308143 | 303936 |
| &nbsp;&nbsp; 4.50% 12/1/48 | 368800 | 363613 |
| &nbsp;&nbsp; 4.50% 7/1/52 | 1593297 | 1559547 |
| &nbsp;&nbsp; 4.50% 8/1/52 | 4827277 | 4704477 |
| &nbsp;&nbsp; 4.50% 2/1/53 | 496701 | 485599 |
| &nbsp;&nbsp; 4.50% 3/1/53 | 818763 | 796497 |
| &nbsp;&nbsp; 5.00% 9/1/33 | 22737 | 23048 |
| &nbsp;&nbsp; 5.00% 4/1/34 | 92375 | 93641 |
| &nbsp;&nbsp; 5.00% 7/1/34 | 58900 | 59630 |
| &nbsp;&nbsp; 5.00% 11/1/34 | 28680 | 28841 |
| &nbsp;&nbsp; 5.00% 4/1/35 | 17174 | 17565 |
| &nbsp;&nbsp; 5.00% 6/1/35 | 31139 | 31723 |
| &nbsp;&nbsp; 5.00% 7/1/35 | 347566 | 355481 |
| &nbsp;&nbsp; 5.00% 9/1/35 | 8191 | 8377 |
| &nbsp;&nbsp; 5.00% 10/1/35 | 21940 | 22455 |
| &nbsp;&nbsp; 5.00% 12/1/35 | 105950 | 108431 |
| &nbsp;&nbsp; 5.00% 2/1/36 | 236656 | 242345 |
| &nbsp;&nbsp; 5.00% 3/1/36 | 13332 | 13645 |
| &nbsp;&nbsp; 5.00% 11/1/36 | 5087 | 5203 |
| &nbsp;&nbsp; 5.00% 4/1/38 | 26400 | 27067 |
| &nbsp;&nbsp; 5.00% 7/1/38 | 1807 | 1822 |
| &nbsp;&nbsp; 5.00% 8/1/39 | 76845 | 78839 |
| &nbsp;&nbsp; 5.00% 12/1/39 | 26734 | 27379 |
| &nbsp;&nbsp; 5.00% 1/1/40 | 96858 | 99308 |
| &nbsp;&nbsp; 5.00% 7/1/40 | 194812 | 199526 |
| &nbsp;&nbsp; 5.00% 9/1/40 | 62287 | 63788 |
| &nbsp;&nbsp; 5.00% 6/1/41 | 114122 | 116873 |
| &nbsp;&nbsp; 5.00% 10/1/52 | 483706 | 484333 |
| &nbsp;&nbsp; 5.00% 4/1/53 | 416160 | 414944 |
| &nbsp;&nbsp; 5.00% 6/1/53 | 2503047 | 2493281 |
| &nbsp;&nbsp; 5.00% 10/1/53 | 1453059 | 1445891 |
| &nbsp;&nbsp; 5.00% 5/1/54 | 1376762 | 1366697 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) |
| &nbsp;&nbsp; 5.00% 11/1/54 | 1474837 | $1463385 |
| &nbsp;&nbsp; 5.50% 11/1/33 | 7416 | 7670 |
| &nbsp;&nbsp; 5.50% 1/1/34 | 13628 | 13967 |
| &nbsp;&nbsp; 5.50% 5/1/34 | 25942 | 26679 |
| &nbsp;&nbsp; 5.50% 7/1/34 | 13955 | 14429 |
| &nbsp;&nbsp; 5.50% 10/1/34 | 33628 | 34947 |
| &nbsp;&nbsp; 5.50% 9/1/35 | 19318 | 20100 |
| &nbsp;&nbsp; 5.50% 10/1/35 | 4778 | 4954 |
| &nbsp;&nbsp; 5.50% 12/1/35 | 18781 | 19542 |
| &nbsp;&nbsp; 5.50% 1/1/36 | 92572 | 96319 |
| &nbsp;&nbsp; 5.50% 4/1/36 | 180035 | 187322 |
| &nbsp;&nbsp; 5.50% 8/1/36 | 68411 | 70963 |
| &nbsp;&nbsp; 5.50% 1/1/37 | 43425 | 44696 |
| &nbsp;&nbsp; 5.50% 3/1/37 | 15874 | 16466 |
| &nbsp;&nbsp; 5.50% 5/1/37 | 21502 | 22341 |
| &nbsp;&nbsp; 5.50% 6/1/37 | 5203 | 5397 |
| &nbsp;&nbsp; 5.50% 8/1/37 | 8007 | 8331 |
| &nbsp;&nbsp; 5.50% 11/1/37 | 453 | 471 |
| &nbsp;&nbsp; 5.50% 12/1/37 | 68 | 69 |
| &nbsp;&nbsp; 5.50% 1/1/38 | 312061 | 323690 |
| &nbsp;&nbsp; 5.50% 2/1/38 | 6997 | 7245 |
| &nbsp;&nbsp; 5.50% 5/1/38 | 34029 | 35324 |
| &nbsp;&nbsp; 5.50% 6/1/38 | 1907 | 1985 |
| &nbsp;&nbsp; 5.50% 7/1/38 | 12235 | 12691 |
| &nbsp;&nbsp; 5.50% 10/1/38 | 6958 | 7217 |
| &nbsp;&nbsp; 5.50% 1/1/39 | 39014 | 40442 |
| &nbsp;&nbsp; 5.50% 5/1/39 | 65055 | 67585 |
| &nbsp;&nbsp; 5.50% 6/1/39 | 63774 | 66177 |
| &nbsp;&nbsp; 5.50% 10/1/39 | 27752 | 28786 |
| &nbsp;&nbsp; 5.50% 7/1/41 | 54769 | 56855 |
| &nbsp;&nbsp; 5.50% 12/1/52 | 537495 | 548419 |
| &nbsp;&nbsp; 5.50% 2/1/53 | 1372446 | 1393774 |
| &nbsp;&nbsp; 5.50% 5/1/53 | 1973044 | 1997508 |
| &nbsp;&nbsp; 5.50% 7/1/53 | 776384 | 792150 |
| &nbsp;&nbsp; 5.50% 9/1/53 | 2876863 | 2909869 |
| &nbsp;&nbsp; 5.50% 10/1/53 | 2853968 | 2886243 |
| &nbsp;&nbsp; 5.50% 8/1/54 | 2290719 | 2312018 |
| &nbsp;&nbsp; 5.50% 12/1/54 | 958621 | 966930 |
| &nbsp;&nbsp; 5.50% 2/1/55 | 5434163 | 5480985 |
| &nbsp;&nbsp; 6.00% 12/1/35 | 18267 | 19045 |
| &nbsp;&nbsp; 6.00% 2/1/36 | 7093 | 7474 |
| &nbsp;&nbsp; 6.00% 6/1/36 | 6943 | 7316 |
| &nbsp;&nbsp; 6.00% 7/1/36 | 20951 | 21995 |
| &nbsp;&nbsp; 6.00% 8/1/36 | 13636 | 14369 |
| &nbsp;&nbsp; 6.00% 9/1/36 | 16779 | 17453 |
| &nbsp;&nbsp; 6.00% 10/1/36 | 7543 | 7857 |
| &nbsp;&nbsp; 6.00% 11/1/36 | 1249 | 1310 |
| &nbsp;&nbsp; 6.00% 1/1/37 | 17163 | 18084 |
| &nbsp;&nbsp; 6.00% 2/1/37 | 53430 | 56302 |
| &nbsp;&nbsp; 6.00% 3/1/37 | 14160 | 14672 |
| &nbsp;&nbsp; 6.00% 5/1/37 | 19806 | 20872 |
| &nbsp;&nbsp; 6.00% 6/1/37 | 14234 | 15031 |
| &nbsp;&nbsp; 6.00% 8/1/37 | 19497 | 20546 |
| &nbsp;&nbsp; 6.00% 9/1/37 | 43042 | 45358 |

---

*LVIP SSGA Bond Index Fund–6*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) |
| &nbsp;&nbsp; 6.00% 10/1/37 | 35850 | $37779 |
| &nbsp;&nbsp; 6.00% 11/1/37 | 15679 | 16486 |
| &nbsp;&nbsp; 6.00% 1/1/38 | 5110 | 5391 |
| &nbsp;&nbsp; 6.00% 4/1/38 | 1393 | 1451 |
| &nbsp;&nbsp; 6.00% 5/1/38 | 20227 | 21316 |
| &nbsp;&nbsp; 6.00% 6/1/38 | 10562 | 11007 |
| &nbsp;&nbsp; 6.00% 8/1/38 | 13577 | 14086 |
| &nbsp;&nbsp; 6.00% 9/1/38 | 11409 | 11850 |
| &nbsp;&nbsp; 6.00% 10/1/38 | 4018 | 4196 |
| &nbsp;&nbsp; 6.00% 11/1/38 | 4969 | 5204 |
| &nbsp;&nbsp; 6.00% 12/1/38 | 99440 | 104791 |
| &nbsp;&nbsp; 6.00% 4/1/40 | 74912 | 78945 |
| &nbsp;&nbsp; 6.00% 6/1/40 | 130314 | 137323 |
| &nbsp;&nbsp; 6.00% 1/1/53 | 1018547 | 1043647 |
| &nbsp;&nbsp; 6.00% 5/1/53 | 913258 | 938211 |
| &nbsp;&nbsp; 6.00% 7/1/53 | 764251 | 789964 |
| &nbsp;&nbsp; 6.00% 5/1/54 | 2451838 | 2506459 |
| &nbsp;&nbsp; 6.00% 9/1/54 | 2584661 | 2641448 |
| &nbsp;&nbsp; 6.50% 3/1/32 | 221 | 231 |
| &nbsp;&nbsp; 6.50% 7/1/36 | 11919 | 12481 |
| &nbsp;&nbsp; 6.50% 9/1/36 | 12676 | 13420 |
| &nbsp;&nbsp; 6.50% 11/1/36 | 11714 | 12375 |
| &nbsp;&nbsp; 6.50% 9/1/37 | 2591 | 2743 |
| &nbsp;&nbsp; 6.50% 10/1/37 | 23514 | 24840 |
| &nbsp;&nbsp; 6.50% 2/1/38 | 18339 | 19316 |
| &nbsp;&nbsp; 6.50% 3/1/38 | 81220 | 85808 |
| &nbsp;&nbsp; 6.50% 5/1/38 | 15646 | 16528 |
| &nbsp;&nbsp; 6.50% 7/1/38 | 47705 | 50296 |
| &nbsp;&nbsp; 6.50% 11/1/53 | 621932 | 642915 |
| &nbsp;&nbsp; 6.50% 12/1/53 | 597539 | 617818 |
| &nbsp;&nbsp; 6.50% 6/1/54 | 1721241 | 1780874 |
| &nbsp;&nbsp; 6.50% 8/1/54 | 2393501 | 2474175 |
| &nbsp;&nbsp; 6.50% 9/1/54 | 863378 | 892522 |
| &nbsp;&nbsp; 7.00% 8/1/39 | 22342 | 23369 |
| &nbsp;&nbsp; 7.00% 11/1/53 | 524230 | 548201 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 2.00% 1/20/51 | 2707193 | 2238995 |
| &nbsp;&nbsp; 2.00% 4/20/51 | 2682514 | 2217748 |
| &nbsp;&nbsp; 2.00% 5/20/51 | 3027397 | 2502863 |
| &nbsp;&nbsp; 2.00% 6/20/51 | 3934548 | 3252826 |
| &nbsp;&nbsp; 2.00% 9/20/51 | 5337289 | 4412464 |
| &nbsp;&nbsp; 2.00% 12/20/51 | 3704122 | 3062251 |
| &nbsp;&nbsp; 2.00% 1/20/52 | 3397103 | 2808421 |
| &nbsp;&nbsp; 2.00% 5/20/52 | 916306 | 757511 |
| &nbsp;&nbsp; 2.50% 12/20/46 | 426567 | 376414 |
| &nbsp;&nbsp; 2.50% 7/20/50 | 1117679 | 964438 |
| &nbsp;&nbsp; 2.50% 8/20/50 | 3178475 | 2739203 |
| &nbsp;&nbsp; 2.50% 10/20/50 | 3436254 | 2967708 |
| &nbsp;&nbsp; 2.50% 4/20/51 | 4471864 | 3853160 |
| &nbsp;&nbsp; 2.50% 7/20/51 | 3854727 | 3321368 |
| &nbsp;&nbsp; 2.50% 8/20/51 | 2373533 | 2045114 |
| &nbsp;&nbsp; 2.50% 9/20/51 | 3574321 | 3078649 |
| &nbsp;&nbsp; 2.50% 3/20/52 | 594372 | 511945 |
| &nbsp;&nbsp; 2.50% 4/20/52 | 831710 | 716367 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Government National Mortgage Association (continued) | Government National Mortgage Association (continued) | Government National Mortgage Association (continued) |
| &nbsp;&nbsp; 2.50% 5/20/52 | 1905021 | $1640829 |
| &nbsp;&nbsp; 3.00% 9/15/42 | 297671 | 271651 |
| &nbsp;&nbsp; 3.00% 9/20/42 | 456130 | 420381 |
| &nbsp;&nbsp; 3.00% 11/15/42 | 258253 | 236367 |
| &nbsp;&nbsp; 3.00% 11/20/42 | 229130 | 211172 |
| &nbsp;&nbsp; 3.00% 12/15/42 | 106342 | 97285 |
| &nbsp;&nbsp; 3.00% 12/20/42 | 366686 | 337644 |
| &nbsp;&nbsp; 3.00% 1/20/43 | 351466 | 323630 |
| &nbsp;&nbsp; 3.00% 2/20/43 | 647806 | 592815 |
| &nbsp;&nbsp; 3.00% 3/20/43 | 921860 | 847195 |
| &nbsp;&nbsp; 3.00% 6/20/43 | 302095 | 277420 |
| &nbsp;&nbsp; 3.00% 9/20/43 | 557509 | 511278 |
| &nbsp;&nbsp; 3.00% 12/20/44 | 312581 | 282125 |
| &nbsp;&nbsp; 3.00% 2/15/45 | 183453 | 165100 |
| &nbsp;&nbsp; 3.00% 3/20/45 | 296056 | 269179 |
| &nbsp;&nbsp; 3.00% 4/20/45 | 259987 | 236303 |
| &nbsp;&nbsp; 3.00% 6/20/45 | 434124 | 394173 |
| &nbsp;&nbsp; 3.00% 8/20/45 | 597574 | 541277 |
| &nbsp;&nbsp; 3.00% 12/20/45 | 125387 | 113808 |
| &nbsp;&nbsp; 3.00% 5/20/46 | 495757 | 449848 |
| &nbsp;&nbsp; 3.00% 9/20/46 | 591086 | 536192 |
| &nbsp;&nbsp; 3.00% 10/20/46 | 607868 | 550038 |
| &nbsp;&nbsp; 3.00% 11/20/46 | 503276 | 456016 |
| &nbsp;&nbsp; 3.00% 1/20/47 | 933960 | 846616 |
| &nbsp;&nbsp; 3.00% 2/20/47 | 339785 | 307458 |
| &nbsp;&nbsp; 3.00% 6/20/47 | 380751 | 344172 |
| &nbsp;&nbsp; 3.00% 1/20/48 | 315290 | 285500 |
| &nbsp;&nbsp; 3.00% 12/20/49 | 385771 | 346211 |
| &nbsp;&nbsp; 3.00% 2/20/50 | 1000374 | 896501 |
| &nbsp;&nbsp; 3.00% 6/20/50 | 2122129 | 1899817 |
| &nbsp;&nbsp; 3.00% 7/20/50 | 3372891 | 3021789 |
| &nbsp;&nbsp; 3.00% 8/20/51 | 1369168 | 1223442 |
| &nbsp;&nbsp; 3.50% 10/15/40 | 39231 | 36725 |
| &nbsp;&nbsp; 3.50% 1/15/41 | 13399 | 12576 |
| &nbsp;&nbsp; 3.50% 7/15/41 | 37254 | 34838 |
| &nbsp;&nbsp; 3.50% 10/15/41 | 40317 | 37765 |
| &nbsp;&nbsp; 3.50% 12/20/41 | 306452 | 290238 |
| &nbsp;&nbsp; 3.50% 3/15/42 | 5227 | 4892 |
| &nbsp;&nbsp; 3.50% 4/20/42 | 144312 | 136794 |
| &nbsp;&nbsp; 3.50% 6/15/42 | 349278 | 327494 |
| &nbsp;&nbsp; 3.50% 6/20/42 | 441725 | 418985 |
| &nbsp;&nbsp; 3.50% 10/15/42 | 16572 | 15492 |
| &nbsp;&nbsp; 3.50% 10/20/42 | 184471 | 175125 |
| &nbsp;&nbsp; 3.50% 12/20/42 | 398334 | 377908 |
| &nbsp;&nbsp; 3.50% 2/20/43 | 684841 | 643047 |
| &nbsp;&nbsp; 3.50% 3/20/43 | 381759 | 355126 |
| &nbsp;&nbsp; 3.50% 5/20/43 | 482533 | 456599 |
| &nbsp;&nbsp; 3.50% 9/20/43 | 552237 | 520505 |
| &nbsp;&nbsp; 3.50% 1/20/44 | 531700 | 500487 |
| &nbsp;&nbsp; 3.50% 12/20/44 | 271339 | 254065 |
| &nbsp;&nbsp; 3.50% 3/20/45 | 230234 | 214924 |
| &nbsp;&nbsp; 3.50% 4/20/45 | 1208978 | 1116114 |
| &nbsp;&nbsp; 3.50% 6/20/45 | 465573 | 433921 |
| &nbsp;&nbsp; 3.50% 10/20/45 | 480940 | 448043 |

---

*LVIP SSGA Bond Index Fund–7*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Government National Mortgage Association (continued) | Government National Mortgage Association (continued) | Government National Mortgage Association (continued) |
| &nbsp;&nbsp; 3.50% 11/20/45 | 321421 | $299402 |
| &nbsp;&nbsp; 3.50% 12/20/45 | 111201 | 103440 |
| &nbsp;&nbsp; 3.50% 3/20/46 | 419829 | 389950 |
| &nbsp;&nbsp; 3.50% 6/20/46 | 815668 | 759040 |
| &nbsp;&nbsp; 3.50% 7/20/46 | 485415 | 448664 |
| &nbsp;&nbsp; 3.50% 1/20/47 | 376825 | 349591 |
| &nbsp;&nbsp; 3.50% 6/20/47 | 508809 | 469874 |
| &nbsp;&nbsp; 3.50% 9/20/47 | 507127 | 469083 |
| &nbsp;&nbsp; 3.50% 11/20/47 | 473342 | 439392 |
| &nbsp;&nbsp; 3.50% 12/20/47 | 208870 | 194708 |
| &nbsp;&nbsp; 3.50% 1/20/48 | 460007 | 427015 |
| &nbsp;&nbsp; 3.50% 8/20/49 | 259912 | 238773 |
| &nbsp;&nbsp; 3.50% 11/20/49 | 406162 | 373827 |
| &nbsp;&nbsp; 3.50% 12/20/49 | 842994 | 772754 |
| &nbsp;&nbsp; 3.50% 7/20/52 | 204045 | 186373 |
| &nbsp;&nbsp; 3.50% 10/20/52 | 1183882 | 1083064 |
| &nbsp;&nbsp; 4.00% 6/15/39 | 14680 | 14107 |
| &nbsp;&nbsp; 4.00% 8/15/40 | 59355 | 56935 |
| &nbsp;&nbsp; 4.00% 8/20/40 | 87755 | 84988 |
| &nbsp;&nbsp; 4.00% 10/15/40 | 127579 | 122377 |
| &nbsp;&nbsp; 4.00% 12/15/40 | 237680 | 229574 |
| &nbsp;&nbsp; 4.00% 1/15/41 | 217755 | 210330 |
| &nbsp;&nbsp; 4.00% 9/15/41 | 54176 | 51966 |
| &nbsp;&nbsp; 4.00% 10/20/41 | 18058 | 17478 |
| &nbsp;&nbsp; 4.00% 11/20/41 | 322208 | 311861 |
| &nbsp;&nbsp; 4.00% 12/20/41 | 130733 | 126535 |
| &nbsp;&nbsp; 4.00% 5/20/42 | 298464 | 288878 |
| &nbsp;&nbsp; 4.00% 7/20/42 | 191861 | 185698 |
| &nbsp;&nbsp; 4.00% 8/20/42 | 145977 | 141289 |
| &nbsp;&nbsp; 4.00% 8/20/43 | 213656 | 206570 |
| &nbsp;&nbsp; 4.00% 3/20/44 | 287208 | 277034 |
| &nbsp;&nbsp; 4.00% 8/20/44 | 405595 | 390390 |
| &nbsp;&nbsp; 4.00% 10/20/44 | 115961 | 111518 |
| &nbsp;&nbsp; 4.00% 12/20/44 | 419452 | 403381 |
| &nbsp;&nbsp; 4.00% 1/20/45 | 86467 | 83155 |
| &nbsp;&nbsp; 4.00% 2/20/45 | 222641 | 214113 |
| &nbsp;&nbsp; 4.00% 8/20/45 | 146296 | 140149 |
| &nbsp;&nbsp; 4.00% 9/20/45 | 209038 | 200836 |
| &nbsp;&nbsp; 4.00% 10/20/45 | 313399 | 302360 |
| &nbsp;&nbsp; 4.00% 11/20/45 | 204192 | 196053 |
| &nbsp;&nbsp; 4.00% 1/20/46 | 44069 | 42285 |
| &nbsp;&nbsp; 4.00% 6/20/46 | 201510 | 193627 |
| &nbsp;&nbsp; 4.00% 1/20/47 | 164216 | 157180 |
| &nbsp;&nbsp; 4.00% 4/20/47 | 281002 | 268904 |
| &nbsp;&nbsp; 4.00% 6/20/47 | 205018 | 196148 |
| &nbsp;&nbsp; 4.00% 7/20/47 | 71600 | 68502 |
| &nbsp;&nbsp; 4.00% 8/20/47 | 296402 | 283579 |
| &nbsp;&nbsp; 4.00% 5/20/49 | 391971 | 372664 |
| &nbsp;&nbsp; 4.00% 7/20/49 | 315588 | 300631 |
| &nbsp;&nbsp; 4.00% 3/20/50 | 486579 | 463441 |
| &nbsp;&nbsp; 4.00% 10/20/52 | 3195469 | 3032044 |
| &nbsp;&nbsp; 4.00% 11/20/52 | 609363 | 579235 |
| &nbsp;&nbsp; 4.50% 2/15/39 | 17045 | 16961 |
| &nbsp;&nbsp; 4.50% 3/15/39 | 186999 | 185595 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Government National Mortgage Association (continued) | Government National Mortgage Association (continued) | Government National Mortgage Association (continued) |
| &nbsp;&nbsp; 4.50% 4/15/39 | 45036 | $44713 |
| &nbsp;&nbsp; 4.50% 5/15/39 | 17497 | 17339 |
| &nbsp;&nbsp; 4.50% 6/15/39 | 20517 | 20358 |
| &nbsp;&nbsp; 4.50% 7/15/39 | 46449 | 46403 |
| &nbsp;&nbsp; 4.50% 8/15/39 | 7160 | 7154 |
| &nbsp;&nbsp; 4.50% 9/15/39 | 62904 | 62544 |
| &nbsp;&nbsp; 4.50% 10/15/39 | 184860 | 183377 |
| &nbsp;&nbsp; 4.50% 11/15/39 | 61729 | 61600 |
| &nbsp;&nbsp; 4.50% 12/15/39 | 44914 | 44751 |
| &nbsp;&nbsp; 4.50% 1/15/40 | 158607 | 158283 |
| &nbsp;&nbsp; 4.50% 4/15/40 | 67241 | 66534 |
| &nbsp;&nbsp; 4.50% 5/15/40 | 53140 | 52725 |
| &nbsp;&nbsp; 4.50% 6/15/40 | 140070 | 137934 |
| &nbsp;&nbsp; 4.50% 8/15/40 | 31562 | 31434 |
| &nbsp;&nbsp; 4.50% 9/15/40 | 33853 | 33602 |
| &nbsp;&nbsp; 4.50% 1/15/41 | 202506 | 204830 |
| &nbsp;&nbsp; 4.50% 2/15/41 | 266882 | 264497 |
| &nbsp;&nbsp; 4.50% 3/15/41 | 32040 | 31714 |
| &nbsp;&nbsp; 4.50% 6/15/41 | 31795 | 31345 |
| &nbsp;&nbsp; 4.50% 7/15/41 | 4587 | 4568 |
| &nbsp;&nbsp; 4.50% 7/20/41 | 445724 | 448364 |
| &nbsp;&nbsp; 4.50% 12/20/43 | 281662 | 279854 |
| &nbsp;&nbsp; 4.50% 3/20/44 | 186423 | 185150 |
| &nbsp;&nbsp; 4.50% 4/20/45 | 133691 | 132806 |
| &nbsp;&nbsp; 4.50% 4/20/47 | 87800 | 87128 |
| &nbsp;&nbsp; 4.50% 7/20/47 | 90638 | 89944 |
| &nbsp;&nbsp; 4.50% 9/20/47 | 46287 | 46040 |
| &nbsp;&nbsp; 4.50% 3/20/48 | 134482 | 133453 |
| &nbsp;&nbsp; 4.50% 7/20/48 | 522792 | 516879 |
| &nbsp;&nbsp; 4.50% 10/20/52 | 238634 | 233118 |
| &nbsp;&nbsp; 4.50% 1/20/53 | 3151743 | 3075950 |
| &nbsp;&nbsp; 4.50% 3/20/53 | 834662 | 814590 |
| &nbsp;&nbsp; 4.50% 6/20/53 | 1306975 | 1272513 |
| &nbsp;&nbsp; 4.50% 2/20/55 | 1485848 | 1441827 |
| &nbsp;&nbsp; 5.00% 3/15/35 | 9002 | 9166 |
| &nbsp;&nbsp; 5.00% 3/15/38 | 4175 | 4279 |
| &nbsp;&nbsp; 5.00% 4/15/38 | 3024 | 3098 |
| &nbsp;&nbsp; 5.00% 5/15/38 | 511 | 522 |
| &nbsp;&nbsp; 5.00% 8/15/38 | 1768 | 1796 |
| &nbsp;&nbsp; 5.00% 1/15/39 | 35046 | 35632 |
| &nbsp;&nbsp; 5.00% 4/15/39 | 35201 | 36102 |
| &nbsp;&nbsp; 5.00% 5/15/39 | 224595 | 230340 |
| &nbsp;&nbsp; 5.00% 6/15/39 | 171981 | 175739 |
| &nbsp;&nbsp; 5.00% 9/15/39 | 48146 | 48698 |
| &nbsp;&nbsp; 5.00% 10/15/39 | 60118 | 61656 |
| &nbsp;&nbsp; 5.00% 11/15/39 | 75139 | 77061 |
| &nbsp;&nbsp; 5.00% 1/15/40 | 250417 | 255915 |
| &nbsp;&nbsp; 5.00% 2/15/40 | 142964 | 145254 |
| &nbsp;&nbsp; 5.00% 4/15/40 | 87740 | 89337 |
| &nbsp;&nbsp; 5.00% 7/15/40 | 83929 | 85995 |
| &nbsp;&nbsp; 5.00% 4/20/43 | 223826 | 229617 |
| &nbsp;&nbsp; 5.00% 7/20/48 | 103681 | 105252 |
| &nbsp;&nbsp; 5.00% 5/20/53 | 2085460 | 2081696 |
| &nbsp;&nbsp; 5.00% 7/20/53 | 3155820 | 3147524 |

---

*LVIP SSGA Bond Index Fund–8*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Government National Mortgage Association (continued) | Government National Mortgage Association (continued) | Government National Mortgage Association (continued) |
| &nbsp;&nbsp; 5.00% 5/20/54 | 1866829 | $1858842 |
| &nbsp;&nbsp; 5.00% 7/20/54 | 239149 | 238126 |
| &nbsp;&nbsp; 5.00% 12/20/54 | 645759 | 643063 |
| &nbsp;&nbsp; 5.00% 1/20/55 | 1959503 | 1950872 |
| &nbsp;&nbsp; 5.00% 6/20/55 | 1790437 | 1782551 |
| &nbsp;&nbsp; 5.50% 10/15/33 | 37614 | 38215 |
| &nbsp;&nbsp; 5.50% 4/15/37 | 9628 | 9951 |
| &nbsp;&nbsp; 5.50% 7/15/37 | 7796 | 8142 |
| &nbsp;&nbsp; 5.50% 1/15/38 | 40476 | 42199 |
| &nbsp;&nbsp; 5.50% 2/15/38 | 45896 | 47985 |
| &nbsp;&nbsp; 5.50% 7/15/38 | 19490 | 20085 |
| &nbsp;&nbsp; 5.50% 8/15/38 | 5594 | 5765 |
| &nbsp;&nbsp; 5.50% 9/15/38 | 80074 | 83874 |
| &nbsp;&nbsp; 5.50% 12/15/38 | 62536 | 65629 |
| &nbsp;&nbsp; 5.50% 1/15/39 | 24297 | 25269 |
| &nbsp;&nbsp; 5.50% 5/15/39 | 47040 | 49308 |
| &nbsp;&nbsp; 5.50% 7/15/39 | 540 | 559 |
| &nbsp;&nbsp; 5.50% 10/15/39 | 46308 | 48545 |
| &nbsp;&nbsp; 5.50% 12/15/39 | 12255 | 12786 |
| &nbsp;&nbsp; 5.50% 4/15/40 | 80544 | 83395 |
| &nbsp;&nbsp; 5.50% 2/15/41 | 11491 | 11990 |
| &nbsp;&nbsp; 5.50% 12/20/52 | 696778 | 706728 |
| &nbsp;&nbsp; 5.50% 5/20/53 | 386319 | 391417 |
| &nbsp;&nbsp; 5.50% 7/20/53 | 1566692 | 1587987 |
| &nbsp;&nbsp; 5.50% 8/20/53 | 769646 | 779313 |
| &nbsp;&nbsp; 5.50% 10/20/53 | 798978 | 809364 |
| &nbsp;&nbsp; 5.50% 5/20/54 | 2263276 | 2284419 |
| &nbsp;&nbsp; 5.50% 9/20/54 | 6084301 | 6136932 |
| &nbsp;&nbsp; 5.50% 2/20/55 | 2001039 | 2017162 |
| &nbsp;&nbsp; 5.50% 6/20/55 | 1990822 | 2007171 |
| &nbsp;&nbsp; 6.00% 1/15/38 | 23124 | 24010 |
| &nbsp;&nbsp; 6.00% 3/15/38 | 271 | 278 |
| &nbsp;&nbsp; 6.00% 5/15/38 | 10267 | 10570 |
| &nbsp;&nbsp; 6.00% 7/15/38 | 856 | 887 |
| &nbsp;&nbsp; 6.00% 8/15/38 | 18329 | 19047 |
| &nbsp;&nbsp; 6.00% 10/15/38 | 23423 | 24497 |
| &nbsp;&nbsp; 6.00% 11/15/38 | 18335 | 19500 |
| &nbsp;&nbsp; 6.00% 12/15/38 | 41755 | 43621 |
| &nbsp;&nbsp; 6.00% 8/15/39 | 2781 | 2859 |
| &nbsp;&nbsp; 6.00% 10/15/39 | 1790 | 1840 |
| &nbsp;&nbsp; 6.00% 6/15/40 | 2263 | 2326 |
| &nbsp;&nbsp; 6.00% 12/15/40 | 117757 | 124006 |
| &nbsp;&nbsp; 6.00% 12/20/52 | 352503 | 361447 |
| &nbsp;&nbsp; 6.00% 9/20/53 | 1139361 | 1165386 |
| &nbsp;&nbsp; 6.00% 2/20/54 | 2756912 | 2816783 |
| &nbsp;&nbsp; 6.00% 9/20/54 | 3392134 | 3456211 |
| &nbsp;&nbsp; 6.00% 2/20/55 | 1800685 | 1832778 |
| &nbsp;&nbsp; 6.50% 5/15/38 | 6523 | 6790 |
| &nbsp;&nbsp; 6.50% 7/15/38 | 51447 | 53630 |
| &nbsp;&nbsp; 6.50% 10/15/38 | 3363 | 3575 |
| &nbsp;&nbsp; 6.50% 2/15/39 | 48501 | 50502 |
| &nbsp;&nbsp; 6.50% 8/15/39 | 2906 | 3029 |
| &nbsp;&nbsp; 6.50% 1/20/54 | 604898 | 622564 |
| &nbsp;&nbsp; 6.50% 6/20/54 | 1921170 | 1976339 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Government National Mortgage Association (continued) | Government National Mortgage Association (continued) | Government National Mortgage Association (continued) |
| &nbsp;&nbsp; 6.50% 3/20/55 | 620741 | $638123 |
| Government National Mortgage Association, TBA | Government National Mortgage Association, TBA | Government National Mortgage Association, TBA |
| &nbsp;&nbsp; 2.50% 10/20/55 | 500000 | 430389 |
| &nbsp;&nbsp; 4.50% 10/20/55 | 1200000 | 1163522 |
| &nbsp;&nbsp; 5.00% 10/20/54 | 2400000 | 2387086 |
| &nbsp;&nbsp; 5.50% 10/20/54 | 2075000 | 2090443 |
| &nbsp;&nbsp; 6.00% 10/20/54 | 1425000 | 1449244 |
| &nbsp;&nbsp; 6.50% 10/20/54 | 1424000 | 1462478 |
| Uniform Mortgage-Backed Security, TBA | Uniform Mortgage-Backed Security, TBA | Uniform Mortgage-Backed Security, TBA |
| &nbsp;&nbsp; 4.00% 10/1/39 | 300000 | 295018 |
| &nbsp;&nbsp; 4.50% 10/1/55 | 600000 | 581915 |
| &nbsp;&nbsp; 5.00% 10/1/39 | 1750000 | 1768025 |
| &nbsp;&nbsp; 5.00% 10/1/55 | 1500000 | 1487486 |
| &nbsp;&nbsp; 5.50% 10/1/39 | 500000 | 510976 |
| &nbsp;&nbsp; 5.50% 10/1/54 | 4475000 | 4511865 |
| &nbsp;&nbsp; 6.00% 10/1/54 | 4225000 | 4316208 |
| &nbsp;&nbsp; 6.50% 10/1/54 | 2350000 | 2428452 |
| &nbsp;&nbsp; 7.00% 10/1/54 | 2625000 | 2745418 |
| **Total Agency Mortgage-Backed Securities** <br>**(Cost $679,817,573)** | **Total Agency Mortgage-Backed Securities** <br>**(Cost $679,817,573)** | **619844955** |
| **AGENCY OBLIGATIONS–0.59%** | **AGENCY OBLIGATIONS–0.59%** | **AGENCY OBLIGATIONS–0.59%** |
| Federal Home Loan Banks | Federal Home Loan Banks | Federal Home Loan Banks |
| &nbsp;&nbsp; 1.25% 12/21/26 | 1000000 | 971244 |
| &nbsp;&nbsp; 3.25% 11/16/28 | 1255000 | 1243888 |
| &nbsp;&nbsp; 3.88% 6/4/27 | 2405000 | 2414982 |
| &nbsp;&nbsp; Series 677 5.50% 7/15/36 | 300000 | 328400 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 6.25% 7/15/32 | 750000 | 851353 |
| &nbsp;&nbsp; 6.75% 9/15/29 | 100000 | 111231 |
| &nbsp;&nbsp; 6.75% 3/15/31 | 300000 | 342907 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 0.75% 10/8/27 | 850000 | 803248 |
| &nbsp;&nbsp; 0.88% 8/5/30 | 5000000 | 4370905 |
| &nbsp;&nbsp; 5.63% 7/15/37 | 100000 | 110618 |
| &nbsp;&nbsp; 6.25% 5/15/29 | 500000 | 543574 |
| &nbsp;&nbsp; 6.63% 11/15/30 | 300000 | 339079 |
| &nbsp;&nbsp; 7.13% 1/15/30 | 500000 | 568613 |
| &nbsp;&nbsp; 7.25% 5/15/30 | 500000 | 574026 |
| Tennessee Valley Authority | Tennessee Valley Authority | Tennessee Valley Authority |
| &nbsp;&nbsp; 4.63% 9/15/60 | 150000 | 134550 |
| &nbsp;&nbsp; 4.65% 6/15/35 | 500000 | 512361 |
| &nbsp;&nbsp; Series B 4.70% 7/15/33 | 200000 | 207154 |
| &nbsp;&nbsp; 5.38% 4/1/56 | 200000 | 203619 |
| &nbsp;&nbsp; 5.88% 4/1/36 | 75000 | 83918 |
| &nbsp;&nbsp; 6.15% 1/15/38 | 100000 | 116801 |
| &nbsp;&nbsp; 7.13% 5/1/30 | 100000 | 113998 |
| **Total Agency Obligations** <br>**(Cost $14,814,139)** | **Total Agency Obligations** <br>**(Cost $14,814,139)** | **14946469** |
| **CORPORATE BONDS–24.08%** | **CORPORATE BONDS–24.08%** | **CORPORATE BONDS–24.08%** |
| **Advertising–0.01%** | **Advertising–0.01%** | **Advertising–0.01%** |
| Omnicom Group, Inc. |  |  |
| &nbsp;&nbsp; 2.45% 4/30/30 | 100000 | 91829 |

---

*LVIP SSGA Bond Index Fund–9*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Advertising (continued)** | **Advertising (continued)** | **Advertising (continued)** |
| &nbsp;&nbsp; Omnicom Group, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 5.30% 11/1/34 | 250000 | $256506 |
|  |  | **348335** |
| **Aerospace & Defense–0.45%** | **Aerospace & Defense–0.45%** | **Aerospace & Defense–0.45%** |
| Boeing Co. |  |  |
| &nbsp;&nbsp; 2.70% 2/1/27 | 75000 | 73471 |
| &nbsp;&nbsp; 2.95% 2/1/30 | 150000 | 141223 |
| &nbsp;&nbsp; 3.20% 3/1/29 | 100000 | 96492 |
| &nbsp;&nbsp; 3.25% 2/1/28 | 150000 | 146508 |
| &nbsp;&nbsp; 3.25% 3/1/28 | 95000 | 92743 |
| &nbsp;&nbsp; 3.25% 2/1/35 | 100000 | 86785 |
| &nbsp;&nbsp; 3.55% 3/1/38 | 65000 | 53723 |
| &nbsp;&nbsp; 3.60% 5/1/34 | 100000 | 90451 |
| &nbsp;&nbsp; 3.63% 2/1/31 | 85000 | 81413 |
| &nbsp;&nbsp; 3.63% 3/1/48 | 35000 | 25293 |
| &nbsp;&nbsp; 3.75% 2/1/50 | 150000 | 110823 |
| &nbsp;&nbsp; 3.85% 11/1/48 | 35000 | 26057 |
| &nbsp;&nbsp; 3.90% 5/1/49 | 100000 | 75353 |
| &nbsp;&nbsp; 3.95% 8/1/59 | 150000 | 107769 |
| &nbsp;&nbsp; 5.04% 5/1/27 | 250000 | 252678 |
| &nbsp;&nbsp; 5.15% 5/1/30 | 500000 | 513078 |
| &nbsp;&nbsp; 5.71% 5/1/40 | 450000 | 459172 |
| &nbsp;&nbsp; 5.81% 5/1/50 | 500000 | 499532 |
| &nbsp;&nbsp; 5.93% 5/1/60 | 350000 | 349648 |
| &nbsp;&nbsp; 6.13% 2/15/33 | 50000 | 53792 |
| &nbsp;&nbsp; 6.26% 5/1/27 | 45000 | 46301 |
| &nbsp;&nbsp; 6.30% 5/1/29 | 125000 | 132656 |
| &nbsp;&nbsp; 6.53% 5/1/34 | 80000 | 88437 |
| &nbsp;&nbsp; 6.86% 5/1/54 | 45000 | 51332 |
| &nbsp;&nbsp; 6.88% 3/15/39 | 100000 | 113240 |
| &nbsp;&nbsp; GE Capital Funding LLC <br> 4.55% 5/15/32<br>| 250000 | 252687 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp; 2.63% 11/15/27 | 100000 | 97471 |
| &nbsp;&nbsp; 3.75% 5/15/28 | 160000 | 159643 |
| &nbsp;&nbsp; 4.25% 4/1/50 | 300000 | 257753 |
| &nbsp;&nbsp; Howmet Aerospace, Inc. <br> 4.85% 10/15/31<br>| 150000 | 153905 |
| L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp; 3.85% 12/15/26 | 75000 | 74767 |
| &nbsp;&nbsp; 4.40% 6/15/28 | 150000 | 150976 |
| &nbsp;&nbsp; 4.85% 4/27/35 | 70000 | 69777 |
| &nbsp;&nbsp; 5.05% 4/27/45 | 70000 | 67513 |
| &nbsp;&nbsp; 5.40% 1/15/27 | 165000 | 167707 |
| &nbsp;&nbsp; 5.40% 7/31/33 | 250000 | 260585 |
| &nbsp;&nbsp; 5.50% 8/15/54 | 200000 | 198789 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp; 1.85% 6/15/30 | 45000 | 40608 |
| &nbsp;&nbsp; 2.80% 6/15/50 | 50000 | 32406 |
| &nbsp;&nbsp; 3.60% 3/1/35 | 150000 | 138329 |
| &nbsp;&nbsp; 3.80% 3/1/45 | 250000 | 204168 |
| &nbsp;&nbsp; 4.07% 12/15/42 | 279000 | 240831 |
| &nbsp;&nbsp; 4.50% 5/15/36 | 40000 | 39146 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| &nbsp;&nbsp; Lockheed Martin <br> Corp. (continued)<br>|  |  |
| &nbsp;&nbsp; 4.70% 5/15/46 | 109000 | $100062 |
| &nbsp;&nbsp; 4.75% 2/15/34 | 350000 | 353232 |
| &nbsp;&nbsp; 4.80% 8/15/34 | 115000 | 116272 |
| &nbsp;&nbsp; 5.10% 11/15/27 | 100000 | 102487 |
| &nbsp;&nbsp; 5.25% 1/15/33 | 200000 | 210321 |
| &nbsp;&nbsp; 5.70% 11/15/54 | 70000 | 72220 |
| &nbsp;&nbsp; 5.90% 11/15/63 | 90000 | 95326 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp; 3.20% 2/1/27 | 100000 | 98936 |
| &nbsp;&nbsp; 3.25% 1/15/28 | 125000 | 122931 |
| &nbsp;&nbsp; 4.70% 3/15/33 | 115000 | 115802 |
| &nbsp;&nbsp; 4.90% 6/1/34 | 250000 | 253595 |
| &nbsp;&nbsp; 5.05% 11/15/40 | 100000 | 98173 |
| &nbsp;&nbsp; 5.20% 6/1/54 | 400000 | 380851 |
| &nbsp;&nbsp; 5.25% 5/1/50 | 200000 | 192593 |
| RTX Corp. |  |  |
| &nbsp;&nbsp; 2.25% 7/1/30 | 100000 | 91588 |
| &nbsp;&nbsp; 2.38% 3/15/32 | 200000 | 176708 |
| &nbsp;&nbsp; 3.03% 3/15/52 | 140000 | 92292 |
| &nbsp;&nbsp; 3.13% 5/4/27 | 350000 | 344957 |
| &nbsp;&nbsp; 3.13% 7/1/50 | 600000 | 408016 |
| &nbsp;&nbsp; 3.50% 3/15/27 | 107000 | 106137 |
| &nbsp;&nbsp; 3.75% 11/1/46 | 100000 | 78304 |
| &nbsp;&nbsp; 4.05% 5/4/47 | 50000 | 40742 |
| &nbsp;&nbsp; 4.13% 11/16/28 | 180000 | 179861 |
| &nbsp;&nbsp; 4.15% 5/15/45 | 250000 | 210863 |
| &nbsp;&nbsp; 4.35% 4/15/47 | 70000 | 59948 |
| &nbsp;&nbsp; 4.45% 11/16/38 | 60000 | 56463 |
| &nbsp;&nbsp; 4.63% 11/16/48 | 100000 | 88383 |
| &nbsp;&nbsp; 4.70% 12/15/41 | 200000 | 187025 |
| &nbsp;&nbsp; 5.38% 2/27/53 | 160000 | 156376 |
| &nbsp;&nbsp; 6.10% 3/15/34 | 500000 | 547497 |
|  |  | **11512992** |
| **Agriculture–0.31%** | **Agriculture–0.31%** | **Agriculture–0.31%** |
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp; 2.45% 2/4/32 | 200000 | 176054 |
| &nbsp;&nbsp; 3.40% 5/6/30 | 25000 | 23989 |
| &nbsp;&nbsp; 3.40% 2/4/41 | 415000 | 321669 |
| &nbsp;&nbsp; 3.88% 9/16/46 | 200000 | 153304 |
| &nbsp;&nbsp; 4.00% 2/4/61 | 385000 | 284150 |
| &nbsp;&nbsp; 4.45% 5/6/50 | 40000 | 32428 |
| &nbsp;&nbsp; 4.50% 5/2/43 | 100000 | 86239 |
| &nbsp;&nbsp; 4.80% 2/14/29 | 225000 | 228487 |
| &nbsp;&nbsp; 5.38% 1/31/44 | 63000 | 61960 |
| &nbsp;&nbsp; 5.80% 2/14/39 | 165000 | 171121 |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp; 2.70% 9/15/51 | 250000 | 155719 |
| &nbsp;&nbsp; 4.50% 3/15/49 | 500000 | 436595 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp; 2.26% 3/25/28 | 75000 | 71671 |
| &nbsp;&nbsp; 2.73% 3/25/31 | 150000 | 137048 |
| &nbsp;&nbsp; 3.46% 9/6/29 | 200000 | 193742 |

---

*LVIP SSGA Bond Index Fund–10*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Agriculture (continued)** | **Agriculture (continued)** | **Agriculture (continued)** |
| &nbsp;&nbsp; BAT Capital <br> Corp. (continued)<br>|  |  |
| &nbsp;&nbsp; 3.56% 8/15/27 | 200000 | $197954 |
| &nbsp;&nbsp; 3.98% 9/25/50 | 100000 | 74433 |
| &nbsp;&nbsp; 4.39% 8/15/37 | 275000 | 252179 |
| &nbsp;&nbsp; 4.76% 9/6/49 | 100000 | 85103 |
| &nbsp;&nbsp; 5.35% 8/15/32 | 250000 | 258484 |
| &nbsp;&nbsp; 5.63% 8/15/35 | 50000 | 51950 |
| &nbsp;&nbsp; 6.25% 8/15/55 | 180000 | 188213 |
| &nbsp;&nbsp; 6.42% 8/2/33 | 250000 | 274457 |
| &nbsp;&nbsp; 7.08% 8/2/53 | 125000 | 143275 |
| &nbsp;&nbsp; 7.75% 10/19/32 | 110000 | 128548 |
| &nbsp;&nbsp; BAT International Finance <br> PLC 5.93% 2/2/29<br>| 195000 | 204786 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp; 3.20% 4/21/31 | 600000 | 561923 |
| &nbsp;&nbsp; 3.75% 9/25/27 | 55000 | 54675 |
| &nbsp;&nbsp; JBS USA LUX SARL/JBS USA <br> Food Co./JBS USA Foods <br> Group 5.95% 4/20/35<br>| 125000 | 131313 |
| &nbsp;&nbsp; Philip Morris International, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 2.10% 5/1/30 | 55000 | 50122 |
| &nbsp;&nbsp; 3.13% 8/17/27 | 150000 | 147725 |
| &nbsp;&nbsp; 4.25% 11/10/44 | 85000 | 73217 |
| &nbsp;&nbsp; 4.50% 3/20/42 | 100000 | 90247 |
| &nbsp;&nbsp; 4.63% 11/1/29 | 250000 | 253704 |
| &nbsp;&nbsp; 4.88% 2/15/28 | 350000 | 356297 |
| &nbsp;&nbsp; 4.90% 11/1/34 | 250000 | 251966 |
| &nbsp;&nbsp; 5.13% 11/17/27 | 155000 | 158361 |
| &nbsp;&nbsp; 5.13% 2/15/30 | 100000 | 103344 |
| &nbsp;&nbsp; 5.25% 9/7/28 | 250000 | 258093 |
| &nbsp;&nbsp; 5.50% 9/7/30 | 250000 | 262862 |
| &nbsp;&nbsp; 5.63% 9/7/33 | 250000 | 265146 |
| &nbsp;&nbsp; 5.75% 11/17/32 | 115000 | 122526 |
| Reynolds American, Inc. |  |  |
| &nbsp;&nbsp; 5.70% 8/15/35 | 50000 | 52048 |
| &nbsp;&nbsp; 5.85% 8/15/45 | 180000 | 178375 |
| &nbsp;&nbsp; 6.15% 9/15/43 | 125000 | 128308 |
|  |  | **7893810** |
| **Airlines–0.06%** | **Airlines–0.06%** | **Airlines–0.06%** |
| &nbsp;&nbsp; ♦American Airlines <br> Pass-Through Trust<br>|  |  |
| &nbsp;&nbsp; 3.00% 4/15/30 | 35897 | 34510 |
| &nbsp;&nbsp; 3.20% 12/15/29 | 303500 | 293848 |
| &nbsp;&nbsp; 3.65% 8/15/30 | 59125 | 57442 |
| &nbsp;&nbsp; ♦Delta Air Lines Pass-Through <br> Trust 2.00% 12/10/29<br>| 105155 | 100716 |
| &nbsp;&nbsp; Delta Air Lines, Inc. 5.25% <br> 7/10/30<br>| 200000 | 204038 |
| ♦JetBlue Pass-Through Trust |  |  |
| &nbsp;&nbsp; 2.75% 11/15/33 | 37198 | 32947 |
| &nbsp;&nbsp; 4.00% 5/15/34 | 17638 | 16588 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Airlines (continued)** | **Airlines (continued)** | **Airlines (continued)** |
| &nbsp;&nbsp; Southwest Airlines Co. 5.13% <br> 6/15/27<br>| 265000 | $268204 |
| &nbsp;&nbsp; ♦United Airlines Pass-Through <br> Trust<br>|  |  |
| &nbsp;&nbsp; 2.70% 11/1/33 | 71905 | 65929 |
| &nbsp;&nbsp; 3.10% 1/7/30 | 57787 | 55827 |
| &nbsp;&nbsp; 3.50% 9/1/31 | 87831 | 84259 |
| &nbsp;&nbsp; 4.15% 2/25/33 | 76135 | 74283 |
| &nbsp;&nbsp; 5.45% 8/15/38 | 57931 | 59589 |
| &nbsp;&nbsp; 5.88% 4/15/29 | 110633 | 113718 |
|  |  | **1461898** |
| **Apparel–0.03%** | **Apparel–0.03%** | **Apparel–0.03%** |
| NIKE, Inc. |  |  |
| &nbsp;&nbsp; 2.38% 11/1/26 | 150000 | 147552 |
| &nbsp;&nbsp; 2.85% 3/27/30 | 200000 | 189962 |
| &nbsp;&nbsp; 3.38% 11/1/46 | 100000 | 75039 |
| &nbsp;&nbsp; 3.63% 5/1/43 | 100000 | 80702 |
| &nbsp;&nbsp; 3.88% 11/1/45 | 100000 | 81437 |
| &nbsp;&nbsp; Ralph Lauren Corp. 2.95% <br> 6/15/30<br>| 55000 | 51941 |
| Tapestry, Inc. |  |  |
| &nbsp;&nbsp; 3.05% 3/15/32 | 100000 | 90813 |
| &nbsp;&nbsp; 4.13% 7/15/27 | 35000 | 34968 |
|  |  | **752414** |
| **Auto Manufacturers–0.56%** | **Auto Manufacturers–0.56%** | **Auto Manufacturers–0.56%** |
| &nbsp;&nbsp; American Honda Finance <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 2.00% 3/24/28 | 115000 | 109325 |
| &nbsp;&nbsp; 2.35% 1/8/27 | 100000 | 97818 |
| &nbsp;&nbsp; 4.45% 10/22/27 | 170000 | 171463 |
| &nbsp;&nbsp; 4.70% 1/12/28 | 175000 | 177167 |
| &nbsp;&nbsp; 4.85% 10/23/31 | 250000 | 253805 |
| &nbsp;&nbsp; 4.90% 7/9/27 | 70000 | 70989 |
| &nbsp;&nbsp; 4.90% 1/10/34 | 160000 | 161189 |
| &nbsp;&nbsp; 5.85% 10/4/30 | 220000 | 233890 |
| Cummins, Inc. |  |  |
| &nbsp;&nbsp; 4.88% 10/1/43 | 64000 | 61714 |
| &nbsp;&nbsp; 5.30% 5/9/35 | 250000 | 258101 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp; 5.80% 3/5/27 | 600000 | 606070 |
| &nbsp;&nbsp; 5.92% 3/20/28 | 200000 | 203425 |
| &nbsp;&nbsp; 6.05% 3/5/31 | 750000 | 767348 |
| &nbsp;&nbsp; 6.05% 11/5/31 | 200000 | 204415 |
| &nbsp;&nbsp; 6.13% 3/8/34 | 250000 | 251243 |
| &nbsp;&nbsp; 6.50% 2/7/35 | 250000 | 256839 |
| &nbsp;&nbsp; 6.53% 3/19/32 | 700000 | 728388 |
| &nbsp;&nbsp; 6.80% 11/7/28 | 205000 | 214031 |
| &nbsp;&nbsp; 7.12% 11/7/33 | 285000 | 304630 |
| &nbsp;&nbsp; 7.20% 6/10/30 | 400000 | 427632 |
| General Motors Co. |  |  |
| &nbsp;&nbsp; 5.00% 10/1/28 | 150000 | 152559 |
| &nbsp;&nbsp; 5.15% 4/1/38 | 125000 | 119596 |
| &nbsp;&nbsp; 5.40% 4/1/48 | 200000 | 182365 |

---

*LVIP SSGA Bond Index Fund–11*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp; General Motors <br> Co. (continued)<br>|  |  |
| &nbsp;&nbsp; 5.95% 4/1/49 | 100000 | $97493 |
| &nbsp;&nbsp; 6.60% 4/1/36 | 305000 | 329198 |
| &nbsp;&nbsp; 6.75% 4/1/46 | 75000 | 80319 |
| &nbsp;&nbsp; 6.80% 10/1/27 | 200000 | 208649 |
| &nbsp;&nbsp; General Motors Financial Co., <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 2.35% 2/26/27 | 150000 | 146116 |
| &nbsp;&nbsp; 2.35% 1/8/31 | 250000 | 221488 |
| &nbsp;&nbsp; 2.40% 4/10/28 | 100000 | 95405 |
| &nbsp;&nbsp; 2.70% 8/20/27 | 250000 | 243009 |
| &nbsp;&nbsp; 3.10% 1/12/32 | 150000 | 135139 |
| &nbsp;&nbsp; 3.60% 6/21/30 | 250000 | 238173 |
| &nbsp;&nbsp; 3.85% 1/5/28 | 100000 | 99077 |
| &nbsp;&nbsp; 4.35% 1/17/27 | 180000 | 180205 |
| &nbsp;&nbsp; 4.90% 10/6/29 | 125000 | 126445 |
| &nbsp;&nbsp; 5.45% 9/6/34 | 110000 | 110655 |
| &nbsp;&nbsp; 5.55% 7/15/29 | 45000 | 46468 |
| &nbsp;&nbsp; 5.60% 6/18/31 | 155000 | 160408 |
| &nbsp;&nbsp; 5.63% 4/4/32 | 180000 | 185779 |
| &nbsp;&nbsp; 5.75% 2/8/31 | 75000 | 78138 |
| &nbsp;&nbsp; 5.80% 6/23/28 | 200000 | 207254 |
| &nbsp;&nbsp; 5.85% 4/6/30 | 145000 | 151653 |
| &nbsp;&nbsp; 5.90% 1/7/35 | 250000 | 257936 |
| &nbsp;&nbsp; 5.95% 4/4/34 | 45000 | 46735 |
| &nbsp;&nbsp; 6.00% 1/9/28 | 100000 | 103576 |
| &nbsp;&nbsp; 6.10% 1/7/34 | 250000 | 262824 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp; 2.53% 3/10/27 | 85000 | 83143 |
| &nbsp;&nbsp; 2.97% 3/10/32 | 100000 | 91118 |
| &nbsp;&nbsp; 4.69% 7/8/30 | 250000 | 252205 |
| &nbsp;&nbsp; 5.34% 7/8/35 | 200000 | 203783 |
| &nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC 8.50% <br> 1/18/31<br>| 200000 | 238301 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp; 4.45% 8/6/27 | 165000 | 166894 |
| &nbsp;&nbsp; 4.60% 1/10/28 | 100000 | 101483 |
| &nbsp;&nbsp; 4.95% 8/10/28 | 250000 | 257090 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp; 2.76% 7/2/29 | 70000 | 66925 |
| &nbsp;&nbsp; 3.67% 7/20/28 | 105000 | 104640 |
| &nbsp;&nbsp; 5.12% 7/13/33 | 250000 | 260810 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp; 1.15% 8/13/27 | 120000 | 114209 |
| &nbsp;&nbsp; 1.90% 1/13/27 | 200000 | 195030 |
| &nbsp;&nbsp; 1.90% 4/6/28 | 100000 | 95173 |
| &nbsp;&nbsp; 2.40% 1/13/32 | 200000 | 178544 |
| &nbsp;&nbsp; 3.05% 3/22/27 | 200000 | 197529 |
| &nbsp;&nbsp; 3.20% 1/11/27 | 100000 | 99078 |
| &nbsp;&nbsp; 4.63% 1/12/28 | 160000 | 162310 |
| &nbsp;&nbsp; 5.00% 3/19/27 | 65000 | 66020 |
| &nbsp;&nbsp; 5.05% 5/16/29 | 250000 | 257975 |
| &nbsp;&nbsp; 5.10% 3/21/31 | 145000 | 150408 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp; Toyota Motor Credit <br> Corp. (continued)<br>|  |  |
| &nbsp;&nbsp; 5.45% 11/10/27 | 200000 | $206105 |
| &nbsp;&nbsp; 5.55% 11/20/30 | 800000 | 846894 |
|  |  | **14221811** |
| **Auto Parts & Equipment–0.03%** | **Auto Parts & Equipment–0.03%** | **Auto Parts & Equipment–0.03%** |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp; 3.25% 3/1/32 | 100000 | 91979 |
| &nbsp;&nbsp; 4.15% 5/1/52 | 125000 | 94540 |
| &nbsp;&nbsp; 4.35% 3/15/29 | 65000 | 65110 |
| &nbsp;&nbsp; 5.40% 3/15/49 | 150000 | 137158 |
| &nbsp;&nbsp; BorgWarner, Inc. 2.65% <br> 7/1/27<br>| 125000 | 121784 |
| Lear Corp. |  |  |
| &nbsp;&nbsp; 3.80% 9/15/27 | 100000 | 99288 |
| &nbsp;&nbsp; 4.25% 5/15/29 | 50000 | 49700 |
|  |  | **659559** |
| **Banks–5.37%** | **Banks–5.37%** | **Banks–5.37%** |
| &nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.<br>|  |  |
| &nbsp;&nbsp; 4.62% 12/16/29 | 250000 | 255293 |
| &nbsp;&nbsp; 4.75% 1/18/27 | 250000 | 252630 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp; 2.96% 3/25/31 | 200000 | 185147 |
| &nbsp;&nbsp; 3.49% 5/28/30 | 200000 | 192404 |
| &nbsp;&nbsp; 4.25% 4/11/27 | 200000 | 200215 |
| &nbsp;&nbsp; 4.38% 4/12/28 | 200000 | 200506 |
| μ5.37% 7/15/28 | 280000 | 285674 |
| &nbsp;&nbsp; 5.44% 7/15/31 | 350000 | 367383 |
| &nbsp;&nbsp; 5.59% 8/8/28 | 200000 | 207761 |
| &nbsp;&nbsp; 6.03% 1/17/35 | 200000 | 214919 |
| &nbsp;&nbsp; 6.61% 11/7/28 | 200000 | 213838 |
| &nbsp;&nbsp; 6.92% 8/8/33 | 200000 | 222417 |
| &nbsp;&nbsp; 6.94% 11/7/33 | 250000 | 286074 |
| Bank of America Corp. |  |  |
| μ1.90% 7/23/31 | 200000 | 178642 |
| μ1.92% 10/24/31 | 350000 | 310860 |
| μ2.09% 6/14/29 | 750000 | 710421 |
| μ2.30% 7/21/32 | 500000 | 443501 |
| μ2.48% 9/21/36 | 300000 | 260453 |
| μ2.50% 2/13/31 | 300000 | 277651 |
| μ2.55% 2/4/28 | 200000 | 195876 |
| μ2.57% 10/20/32 | 250000 | 224065 |
| μ2.65% 3/11/32 | 250000 | 227957 |
| μ2.68% 6/19/41 | 300000 | 221074 |
| μ2.83% 10/24/51 | 75000 | 48328 |
| μ2.88% 10/22/30 | 200000 | 189825 |
| μ2.97% 2/4/33 | 1125000 | 1024466 |
| μ2.97% 7/21/52 | 500000 | 332761 |
| μ3.19% 7/23/30 | 250000 | 240799 |
| &nbsp;&nbsp; 3.25% 10/21/27 | 500000 | 493473 |
| μ3.42% 12/20/28 | 480000 | 472677 |
| μ3.48% 3/13/52 | 250000 | 183667 |

---

*LVIP SSGA Bond Index Fund–12*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; Bank of America <br> Corp. (continued)<br>|  |  |
| μ3.59% 7/21/28 | 350000 | $346791 |
| μ3.82% 1/20/28 | 250000 | 248837 |
| μ3.85% 3/8/37 | 200000 | 186858 |
| μ3.95% 1/23/49 | 250000 | 201877 |
| μ3.97% 2/7/30 | 375000 | 372233 |
| &nbsp;&nbsp; 4.18% 11/25/27 | 250000 | 250115 |
| μ4.27% 7/23/29 | 400000 | 401384 |
| μ4.38% 4/27/28 | 250000 | 250901 |
| μ4.44% 1/20/48 | 200000 | 175412 |
| μ4.57% 4/27/33 | 250000 | 249948 |
| μ4.98% 1/24/29 | 500000 | 509242 |
| &nbsp;&nbsp; 5.00% 1/21/44 | 350000 | 342264 |
| μ5.16% 1/24/31 | 375000 | 387032 |
| μ5.20% 4/25/29 | 200000 | 205013 |
| μ5.29% 4/25/34 | 200000 | 206924 |
| μ5.43% 8/15/35 | 250000 | 255028 |
| μ5.46% 5/9/36 | 900000 | 938290 |
| μ5.47% 1/23/35 | 200000 | 208846 |
| μ5.51% 1/24/36 | 185000 | 193383 |
| μ5.52% 10/25/35 | 250000 | 256075 |
| μ5.82% 9/15/29 | 250000 | 261424 |
| μ5.87% 9/15/34 | 250000 | 267877 |
| &nbsp;&nbsp; 5.88% 2/7/42 | 218000 | 233620 |
| &nbsp;&nbsp; 6.11% 1/29/37 | 200000 | 215734 |
| μ6.20% 11/10/28 | 130000 | 135473 |
| &nbsp;&nbsp; 7.75% 5/14/38 | 200000 | 244263 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp; 2.65% 3/8/27 | 135000 | 132493 |
| μ4.64% 9/10/30 | 200000 | 202734 |
| &nbsp;&nbsp; 5.20% 2/1/28 | 200000 | 204888 |
| &nbsp;&nbsp; 5.37% 6/4/27 | 350000 | 357692 |
| &nbsp;&nbsp; 5.51% 6/4/31 | 350000 | 368653 |
| &nbsp;&nbsp; Bank of New York Mellon <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 3.00% 10/30/28 | 55000 | 53311 |
| &nbsp;&nbsp; 3.25% 5/16/27 | 150000 | 148657 |
| &nbsp;&nbsp; 3.30% 8/23/29 | 350000 | 338670 |
| μ3.44% 2/7/28 | 180000 | 178773 |
| &nbsp;&nbsp; 3.85% 4/28/28 | 100000 | 100194 |
| μ4.89% 7/21/28 | 200000 | 202977 |
| μ4.97% 4/26/34 | 85000 | 86628 |
| μ5.06% 7/22/32 | 200000 | 206645 |
| μ5.61% 7/21/39 | 60000 | 62575 |
| μ5.80% 10/25/28 | 180000 | 186350 |
| μ5.83% 10/25/33 | 145000 | 156173 |
| μ6.32% 10/25/29 | 160000 | 170267 |
| μ6.47% 10/25/34 | 350000 | 390104 |
| Bank of Nova Scotia |  |  |
| &nbsp;&nbsp; 2.45% 2/2/32 | 200000 | 177623 |
| &nbsp;&nbsp; 2.95% 3/11/27 | 200000 | 196952 |
| μ4.40% 9/8/28 | 185000 | 185961 |
| μ4.59% 5/4/37 | 65000 | 62903 |
| μ4.74% 11/10/32 | 250000 | 252810 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; Bank of Nova <br> Scotia (continued)<br>|  |  |
| &nbsp;&nbsp; 4.85% 2/1/30 | 105000 | $107501 |
| &nbsp;&nbsp; 5.65% 2/1/34 | 250000 | 266100 |
| &nbsp;&nbsp; BankUnited, Inc. 5.13% <br> 6/11/30<br>| 200000 | 200921 |
| Barclays PLC |  |  |
| μ2.28% 11/24/27 | 200000 | 195553 |
| μ2.65% 6/24/31 | 300000 | 275925 |
| μ2.67% 3/10/32 | 200000 | 181000 |
| μ2.89% 11/24/32 | 200000 | 180246 |
| μ3.33% 11/24/42 | 200000 | 154478 |
| μ3.81% 3/10/42 | 200000 | 161346 |
| &nbsp;&nbsp; 4.34% 1/10/28 | 200000 | 200029 |
| μ4.94% 9/10/30 | 200000 | 202973 |
| &nbsp;&nbsp; 4.95% 1/10/47 | 200000 | 184328 |
| μ4.97% 5/16/29 | 200000 | 202976 |
| &nbsp;&nbsp; 5.25% 8/17/45 | 200000 | 192426 |
| μ5.34% 9/10/35 | 200000 | 202887 |
| μ5.75% 8/9/33 | 600000 | 630733 |
| μ5.79% 2/25/36 | 200000 | 208723 |
| μ6.22% 5/9/34 | 200000 | 215156 |
| μ6.69% 9/13/34 | 205000 | 226813 |
| μ7.39% 11/2/28 | 200000 | 212121 |
| μ7.44% 11/2/33 | 200000 | 229485 |
| BPCE SA 3.38% 12/2/26 | 250000 | 248054 |
| &nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce<br>|  |  |
| &nbsp;&nbsp; 3.60% 4/7/32 | 90000 | 85494 |
| μ4.63% 9/11/30 | 160000 | 161828 |
| μ4.86% 1/13/28 | 100000 | 100832 |
| μ4.86% 3/30/29 | 150000 | 152326 |
| μ5.25% 1/13/31 | 100000 | 103260 |
| &nbsp;&nbsp; 5.26% 4/8/29 | 125000 | 129389 |
| &nbsp;&nbsp; 5.99% 10/3/28 | 350000 | 367562 |
| Citibank NA |  |  |
| &nbsp;&nbsp; 4.84% 8/6/29 | 250000 | 256041 |
| μ4.88% 11/19/27 | 350000 | 352726 |
| &nbsp;&nbsp; 5.80% 9/29/28 | 500000 | 524453 |
| Citigroup, Inc. |  |  |
| μ2.52% 11/3/32 | 145000 | 128814 |
| μ2.56% 5/1/32 | 140000 | 126182 |
| μ2.67% 1/29/31 | 300000 | 278873 |
| μ2.90% 11/3/42 | 100000 | 73288 |
| μ3.06% 1/25/33 | 135000 | 122901 |
| μ3.07% 2/24/28 | 250000 | 246164 |
| &nbsp;&nbsp; 3.20% 10/21/26 | 300000 | 297504 |
| μ3.52% 10/27/28 | 250000 | 246669 |
| μ3.67% 7/24/28 | 200000 | 198235 |
| μ3.79% 3/17/33 | 300000 | 284995 |
| μ3.88% 1/24/39 | 250000 | 219988 |
| μ3.98% 3/20/30 | 750000 | 740908 |
| &nbsp;&nbsp; 4.13% 7/25/28 | 380000 | 379623 |
| &nbsp;&nbsp; 4.45% 9/29/27 | 300000 | 301221 |
| μ4.50% 9/11/31 | 500000 | 500270 |

---

*LVIP SSGA Bond Index Fund–13*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Citigroup, Inc. (continued) |  |  |
| &nbsp;&nbsp; 4.65% 7/30/45 | 250000 | $226006 |
| &nbsp;&nbsp; 4.65% 7/23/48 | 250000 | 223014 |
| &nbsp;&nbsp; 4.75% 5/18/46 | 150000 | 133286 |
| μ4.79% 3/4/29 | 250000 | 253220 |
| μ4.95% 5/7/31 | 1000000 | 1019001 |
| μ5.17% 2/13/30 | 150000 | 153872 |
| μ5.17% 9/11/36 | 500000 | 505074 |
| μ5.33% 3/27/36 | 500000 | 511101 |
| μ5.59% 11/19/34 | 250000 | 255823 |
| μ5.61% 3/4/56 | 250000 | 252440 |
| μ5.83% 2/13/35 | 250000 | 259288 |
| &nbsp;&nbsp; 5.88% 2/22/33 | 200000 | 213282 |
| &nbsp;&nbsp; 5.88% 1/30/42 | 150000 | 159025 |
| &nbsp;&nbsp; 6.00% 10/31/33 | 100000 | 107489 |
| μ6.02% 1/24/36 | 225000 | 235707 |
| μ6.17% 5/25/34 | 200000 | 212803 |
| μ6.27% 11/17/33 | 335000 | 365608 |
| &nbsp;&nbsp; 6.63% 6/15/32 | 100000 | 110923 |
| &nbsp;&nbsp; 6.68% 9/13/43 | 150000 | 169432 |
| μCitizens Financial Group, Inc. |  |  |
| &nbsp;&nbsp; 5.25% 3/5/31 | 110000 | 112736 |
| &nbsp;&nbsp; 5.72% 7/23/32 | 100000 | 104414 |
| &nbsp;&nbsp; 5.84% 1/23/30 | 250000 | 260571 |
| &nbsp;&nbsp; 6.65% 4/25/35 | 260000 | 286081 |
| μComerica, Inc. 5.98% 1/30/30 | 125000 | 130081 |
| &nbsp;&nbsp; Commonwealth Bank of <br> Australia 4.58% 11/27/26<br>| 250000 | 251828 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp; 4.80% 1/9/29 | 250000 | 255704 |
| &nbsp;&nbsp; 4.88% 1/21/28 | 250000 | 255576 |
| &nbsp;&nbsp; 5.25% 5/24/41 | 150000 | 150954 |
| μDeutsche Bank AG |  |  |
| &nbsp;&nbsp; 2.55% 1/7/28 | 350000 | 342331 |
| &nbsp;&nbsp; 3.55% 9/18/31 | 355000 | 336534 |
| &nbsp;&nbsp; 5.30% 5/9/31 | 250000 | 256091 |
| &nbsp;&nbsp; 5.37% 1/10/29 | 165000 | 168547 |
| &nbsp;&nbsp; 5.40% 9/11/35 | 155000 | 158054 |
| &nbsp;&nbsp; 5.71% 2/8/28 | 150000 | 152725 |
| &nbsp;&nbsp; 6.82% 11/20/29 | 150000 | 160449 |
| &nbsp;&nbsp; 7.08% 2/10/34 | 200000 | 219849 |
| Fifth Third Bancorp |  |  |
| μ1.71% 11/1/27 | 220000 | 213808 |
| &nbsp;&nbsp; 2.55% 5/5/27 | 120000 | 117171 |
| μ4.06% 4/25/28 | 90000 | 89682 |
| μ4.90% 9/6/30 | 180000 | 182913 |
| μ5.63% 1/29/32 | 70000 | 73385 |
| μ6.34% 7/27/29 | 55000 | 57952 |
| &nbsp;&nbsp; 8.25% 3/1/38 | 100000 | 123725 |
| &nbsp;&nbsp; μFifth Third Bank NA 4.97% <br> 1/28/28<br>| 250000 | 252524 |
| &nbsp;&nbsp; μFirst Citizens BancShares, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 5.23% 3/12/31 | 150000 | 152221 |
| &nbsp;&nbsp; 6.25% 3/12/40 | 250000 | 253268 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; μFirst Horizon Corp. 5.51% <br> 3/7/31<br>| 160000 | $164699 |
| Goldman Sachs Group, Inc. |  |  |
| μ1.95% 10/21/27 | 430000 | 419880 |
| μ2.38% 7/21/32 | 855000 | 763086 |
| μ2.64% 2/24/28 | 90000 | 88108 |
| μ2.65% 10/21/32 | 175000 | 157383 |
| μ2.91% 7/21/42 | 290000 | 213953 |
| μ3.10% 2/24/33 | 200000 | 183476 |
| μ3.44% 2/24/43 | 100000 | 78888 |
| μ3.62% 3/15/28 | 400000 | 397000 |
| μ3.69% 6/5/28 | 135000 | 134029 |
| &nbsp;&nbsp; 3.80% 3/15/30 | 600000 | 590511 |
| μ3.81% 4/23/29 | 400000 | 396590 |
| &nbsp;&nbsp; 3.85% 1/26/27 | 300000 | 299136 |
| μ4.02% 10/31/38 | 350000 | 313719 |
| μ4.22% 5/1/29 | 500000 | 500583 |
| μ4.41% 4/23/39 | 500000 | 462423 |
| μ4.69% 10/23/30 | 511000 | 517513 |
| &nbsp;&nbsp; 4.75% 10/21/45 | 150000 | 137029 |
| μ4.94% 4/23/28 | 150000 | 151756 |
| μ5.05% 7/23/30 | 140000 | 143509 |
| &nbsp;&nbsp; 5.15% 5/22/45 | 360000 | 339735 |
| μ5.21% 1/28/31 | 100000 | 103228 |
| μ5.22% 4/23/31 | 100000 | 103411 |
| μ5.33% 7/23/35 | 120000 | 123533 |
| μ5.54% 1/28/36 | 130000 | 135700 |
| μ5.56% 11/19/45 | 350000 | 355400 |
| μ5.73% 4/25/30 | 150000 | 156936 |
| μ5.73% 1/28/56 | 145000 | 150332 |
| μ5.85% 4/25/35 | 65000 | 69255 |
| &nbsp;&nbsp; 5.95% 1/15/27 | 200000 | 204917 |
| &nbsp;&nbsp; 6.25% 2/1/41 | 255000 | 280128 |
| &nbsp;&nbsp; 6.45% 5/1/36 | 200000 | 220041 |
| μ6.48% 10/24/29 | 500000 | 532090 |
| μ6.56% 10/24/34 | 500000 | 560588 |
| &nbsp;&nbsp; HSBC Bank USA NA 7.00% <br> 1/15/39<br>| 100000 | 117918 |
| HSBC Holdings PLC |  |  |
| μ2.01% 9/22/28 | 355000 | 340098 |
| μ2.36% 8/18/31 | 200000 | 181017 |
| μ2.85% 6/4/31 | 250000 | 232450 |
| μ3.97% 5/22/30 | 435000 | 428414 |
| μ4.04% 3/13/28 | 200000 | 199442 |
| μ4.58% 6/19/29 | 235000 | 236662 |
| μ4.76% 3/29/33 | 200000 | 199056 |
| μ4.90% 3/3/29 | 405000 | 410881 |
| μ5.13% 11/19/28 | 200000 | 203565 |
| μ5.13% 3/3/31 | 500000 | 512071 |
| μ5.29% 11/19/30 | 250000 | 257876 |
| μ5.40% 8/11/33 | 200000 | 207566 |
| μ5.45% 3/3/36 | 315000 | 325067 |
| μ5.60% 5/17/28 | 425000 | 433925 |
| μ5.73% 5/17/32 | 370000 | 389258 |
| μ5.87% 11/18/35 | 250000 | 258347 |

---

*LVIP SSGA Bond Index Fund–14*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; HSBC Holdings <br> PLC (continued)<br>|  |  |
| &nbsp;&nbsp; 6.10% 1/14/42 | 200000 | $217683 |
| μ6.25% 3/9/34 | 250000 | 272278 |
| μ6.33% 3/9/44 | 200000 | 219971 |
| &nbsp;&nbsp; 6.50% 5/2/36 | 200000 | 216040 |
| &nbsp;&nbsp; 6.50% 9/15/37 | 200000 | 214831 |
| μ6.55% 6/20/34 | 250000 | 269853 |
| &nbsp;&nbsp; 6.80% 6/1/38 | 200000 | 222973 |
| μ7.39% 11/3/28 | 250000 | 265516 |
| HSBC USA, Inc. 4.65% 6/3/28 | 400000 | 405656 |
| Huntington Bancshares, Inc. |  |  |
| &nbsp;&nbsp; 2.55% 2/4/30 | 250000 | 231473 |
| μ5.02% 5/17/33 | 70000 | 70476 |
| μ6.14% 11/18/39 | 65000 | 67640 |
| μ6.21% 8/21/29 | 250000 | 263109 |
| &nbsp;&nbsp; μHuntington National Bank <br> 4.87% 4/12/28<br>| 250000 | 252659 |
| &nbsp;&nbsp; Industrial & Commercial <br> Bank of China Ltd. 3.54% <br> 11/8/27<br>| 250000 | 247626 |
| ING Groep NV |  |  |
| &nbsp;&nbsp; 4.05% 4/9/29 | 370000 | 367210 |
| μ4.25% 3/28/33 | 200000 | 195804 |
| μ5.07% 3/25/31 | 250000 | 256058 |
| μ5.53% 3/25/36 | 210000 | 217850 |
| μ6.11% 9/11/34 | 200000 | 216328 |
| JPMorgan Chase & Co. |  |  |
| μ1.76% 11/19/31 | 350000 | 309008 |
| μ1.95% 2/4/32 | 150000 | 132595 |
| μ2.07% 6/1/29 | 280000 | 265686 |
| μ2.18% 6/1/28 | 700000 | 678513 |
| μ2.53% 11/19/41 | 350000 | 253320 |
| μ2.55% 11/8/32 | 250000 | 224230 |
| μ2.74% 10/15/30 | 460000 | 434424 |
| &nbsp;&nbsp; 2.95% 10/1/26 | 500000 | 495287 |
| μ2.95% 2/24/28 | 150000 | 147646 |
| μ2.96% 5/13/31 | 80000 | 75030 |
| μ2.96% 1/25/33 | 200000 | 182969 |
| μ3.11% 4/22/41 | 300000 | 235760 |
| μ3.11% 4/22/51 | 700000 | 483989 |
| μ3.51% 1/23/29 | 310000 | 305916 |
| μ3.54% 5/1/28 | 150000 | 148689 |
| &nbsp;&nbsp; 3.63% 12/1/27 | 260000 | 257942 |
| μ3.70% 5/6/30 | 250000 | 245700 |
| μ3.96% 11/15/48 | 200000 | 163429 |
| μ4.01% 4/23/29 | 350000 | 349124 |
| &nbsp;&nbsp; 4.13% 12/15/26 | 500000 | 500289 |
| μ4.20% 7/23/29 | 300000 | 300580 |
| μ4.32% 4/26/28 | 250000 | 250618 |
| μ4.45% 12/5/29 | 200000 | 201655 |
| μ4.51% 10/22/28 | 600000 | 605126 |
| μ4.57% 6/14/30 | 140000 | 141577 |
| μ4.59% 4/26/33 | 210000 | 210654 |
| μ4.92% 1/24/29 | 160000 | 162885 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; JPMorgan Chase & <br> Co. (continued)<br>|  |  |
| &nbsp;&nbsp; 4.95% 6/1/45 | 500000 | $470899 |
| μ4.98% 7/22/28 | 95000 | 96447 |
| μ5.00% 7/22/30 | 200000 | 205149 |
| μ5.01% 1/23/30 | 100000 | 102445 |
| μ5.04% 1/23/28 | 125000 | 126418 |
| μ5.10% 4/22/31 | 105000 | 108478 |
| μ5.14% 1/24/31 | 85000 | 87782 |
| μ5.29% 7/22/35 | 85000 | 87794 |
| μ5.30% 7/24/29 | 280000 | 288493 |
| μ5.34% 1/23/35 | 95000 | 98741 |
| μ5.35% 6/1/34 | 615000 | 640804 |
| &nbsp;&nbsp; 5.40% 1/6/42 | 200000 | 204303 |
| μ5.50% 1/24/36 | 165000 | 172625 |
| &nbsp;&nbsp; 5.50% 10/15/40 | 100000 | 103628 |
| μ5.53% 11/29/45 | 165000 | 169682 |
| μ5.57% 4/22/28 | 120000 | 122621 |
| μ5.57% 4/22/36 | 105000 | 110673 |
| μ5.58% 4/22/30 | 110000 | 114894 |
| μ5.58% 7/23/36 | 1000000 | 1036682 |
| &nbsp;&nbsp; 5.60% 7/15/41 | 500000 | 522890 |
| μ5.72% 9/14/33 | 1155000 | 1221442 |
| μ5.77% 4/22/35 | 95000 | 101212 |
| μ6.09% 10/23/29 | 230000 | 242713 |
| μ6.25% 10/23/34 | 160000 | 176308 |
| &nbsp;&nbsp; 8.00% 4/29/27 | 100000 | 106061 |
| &nbsp;&nbsp; JPMorgan Chase Bank NA <br> 5.11% 12/8/26<br>| 250000 | 253146 |
| KeyBank NA 5.85% 11/15/27 | 250000 | 257921 |
| KeyCorp |  |  |
| &nbsp;&nbsp; 2.25% 4/6/27 | 250000 | 242873 |
| μ5.12% 4/4/31 | 250000 | 256698 |
| &nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau<br>|  |  |
| ^0.00% 4/18/36 | 200000 | 127820 |
| ^0.00% 6/29/37 | 500000 | 300585 |
| &nbsp;&nbsp; 1.75% 9/14/29 | 140000 | 130028 |
| &nbsp;&nbsp; 2.88% 4/3/28 | 525000 | 515335 |
| &nbsp;&nbsp; 3.00% 5/20/27 | 315000 | 311528 |
| &nbsp;&nbsp; 3.75% 2/15/28 | 425000 | 425867 |
| &nbsp;&nbsp; 3.75% 7/15/30 | 500000 | 499622 |
| &nbsp;&nbsp; 3.88% 5/15/28 | 890000 | 894998 |
| &nbsp;&nbsp; 3.88% 6/15/28 | 205000 | 206184 |
| &nbsp;&nbsp; 4.00% 6/28/27 | 1000000 | 1005520 |
| &nbsp;&nbsp; 4.00% 3/15/29 | 80000 | 80809 |
| &nbsp;&nbsp; 4.13% 7/15/33 | 200000 | 200928 |
| &nbsp;&nbsp; 4.63% 3/18/30 | 70000 | 72538 |
| &nbsp;&nbsp; 4.75% 10/29/30 | 400000 | 417591 |
| &nbsp;&nbsp; Landwirtschaftliche <br> Rentenbank<br>|  |  |
| &nbsp;&nbsp; 2.50% 11/15/27 | 300000 | 292815 |
| &nbsp;&nbsp; 4.63% 4/17/29 | 150000 | 154482 |
| &nbsp;&nbsp; 5.00% 10/24/33 | 600000 | 636626 |

---

*LVIP SSGA Bond Index Fund–15*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Lloyds Banking Group PLC |  |  |
| μ3.75% 3/18/28 | 200000 | $198641 |
| &nbsp;&nbsp; 4.34% 1/9/48 | 150000 | 122649 |
| &nbsp;&nbsp; 4.38% 3/22/28 | 200000 | 200750 |
| μ5.46% 1/5/28 | 250000 | 253725 |
| μ5.59% 11/26/35 | 200000 | 207871 |
| μ5.68% 1/5/35 | 200000 | 209660 |
| μ5.72% 6/5/30 | 230000 | 240548 |
| μ5.87% 3/6/29 | 200000 | 207455 |
| μ7.95% 11/15/33 | 200000 | 232886 |
| μM&T Bank Corp. |  |  |
| &nbsp;&nbsp; 4.83% 1/16/29 | 60000 | 60743 |
| &nbsp;&nbsp; 5.05% 1/27/34 | 170000 | 170435 |
| &nbsp;&nbsp; 5.39% 1/16/36 | 65000 | 65897 |
| &nbsp;&nbsp; 7.41% 10/30/29 | 145000 | 157516 |
| &nbsp;&nbsp; μManufacturers & Traders <br> Trust Co. 4.76% 7/6/28<br>| 400000 | 403853 |
| &nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc.<br>|  |  |
| μ1.64% 10/13/27 | 250000 | 243479 |
| &nbsp;&nbsp; 2.05% 7/17/30 | 200000 | 180529 |
| μ2.34% 1/19/28 | 200000 | 195368 |
| &nbsp;&nbsp; 2.56% 2/25/30 | 200000 | 185980 |
| &nbsp;&nbsp; 3.29% 7/25/27 | 200000 | 197507 |
| &nbsp;&nbsp; 3.74% 3/7/29 | 200000 | 197416 |
| &nbsp;&nbsp; 3.75% 7/18/39 | 200000 | 175625 |
| &nbsp;&nbsp; 4.05% 9/11/28 | 200000 | 200191 |
| &nbsp;&nbsp; 4.15% 3/7/39 | 70000 | 65538 |
| μ5.16% 4/24/31 | 250000 | 257603 |
| μ5.20% 1/16/31 | 200000 | 206165 |
| μ5.35% 9/13/28 | 200000 | 204443 |
| μ5.41% 4/19/34 | 200000 | 209419 |
| μ5.47% 9/13/33 | 200000 | 209882 |
| μ5.57% 1/16/36 | 250000 | 262115 |
| μ5.62% 4/24/36 | 250000 | 262267 |
| Mizuho Financial Group, Inc. |  |  |
| μ1.98% 9/8/31 | 200000 | 178146 |
| μ2.26% 7/9/32 | 200000 | 176540 |
| μ3.15% 7/16/30 | 200000 | 191666 |
| &nbsp;&nbsp; 3.17% 9/11/27 | 200000 | 197022 |
| &nbsp;&nbsp; 4.02% 3/5/28 | 200000 | 200056 |
| μ4.25% 9/11/29 | 200000 | 200234 |
| μ5.38% 7/10/30 | 200000 | 206971 |
| μ5.41% 9/13/28 | 200000 | 204828 |
| μ5.42% 5/13/36 | 250000 | 258808 |
| μ5.59% 7/10/35 | 250000 | 261449 |
| μ5.78% 7/6/29 | 200000 | 208425 |
| Morgan Stanley |  |  |
| μ1.79% 2/13/32 | 655000 | 571277 |
| μ1.93% 4/28/32 | 250000 | 218182 |
| μ2.24% 7/21/32 | 500000 | 441597 |
| μ2.48% 1/21/28 | 170000 | 166391 |
| μ2.48% 9/16/36 | 250000 | 217157 |
| μ2.51% 10/20/32 | 185000 | 165049 |
| μ2.70% 1/22/31 | 235000 | 219592 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Morgan Stanley (continued) |  |  |
| μ2.94% 1/21/33 | 135000 | $122736 |
| •3.59% 7/22/28 | 200000 | 197895 |
| μ3.62% 4/1/31 | 800000 | 776243 |
| &nbsp;&nbsp; 3.63% 1/20/27 | 350000 | 348765 |
| μ3.77% 1/24/29 | 450000 | 446099 |
| &nbsp;&nbsp; 3.95% 4/23/27 | 300000 | 299342 |
| •3.97% 7/22/38 | 130000 | 116277 |
| μ4.21% 4/20/28 | 175000 | 175190 |
| &nbsp;&nbsp; 4.38% 1/22/47 | 400000 | 350788 |
| μ4.43% 1/23/30 | 165000 | 165790 |
| μ4.99% 4/12/29 | 110000 | 112197 |
| μ5.04% 7/19/30 | 90000 | 92238 |
| μ5.12% 2/1/29 | 165000 | 168555 |
| μ5.16% 4/20/29 | 155000 | 158663 |
| μ5.17% 1/16/30 | 120000 | 123333 |
| μ5.19% 4/17/31 | 135000 | 139400 |
| μ5.23% 1/15/31 | 165000 | 170305 |
| μ5.25% 4/21/34 | 180000 | 185620 |
| μ5.30% 4/20/37 | 160000 | 162324 |
| μ5.32% 7/19/35 | 1135000 | 1171148 |
| μ5.42% 7/21/34 | 265000 | 276104 |
| μ5.45% 7/20/29 | 200000 | 206662 |
| μ5.47% 1/18/35 | 100000 | 104154 |
| μ5.52% 11/19/55 | 155000 | 156679 |
| μ5.59% 1/18/36 | 155000 | 162286 |
| μ5.65% 4/13/28 | 75000 | 76679 |
| μ5.66% 4/18/30 | 165000 | 172295 |
| μ5.66% 4/17/36 | 135000 | 142433 |
| μ5.83% 4/19/35 | 115000 | 122595 |
| μ6.30% 10/18/28 | 350000 | 364731 |
| μ6.34% 10/18/33 | 325000 | 357188 |
| μ6.41% 11/1/29 | 290000 | 308231 |
| μ6.63% 11/1/34 | 230000 | 257280 |
| &nbsp;&nbsp; 7.25% 4/1/32 | 100000 | 115840 |
| Morgan Stanley Bank NA |  |  |
| μ4.95% 1/14/28 | 250000 | 252464 |
| μ5.02% 1/12/29 | 250000 | 254479 |
| μ5.50% 5/26/28 | 280000 | 286171 |
| &nbsp;&nbsp; 5.88% 10/30/26 | 320000 | 326255 |
| National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp; 4.79% 1/10/29 | 250000 | 255275 |
| &nbsp;&nbsp; 4.90% 1/14/30 | 250000 | 257939 |
| &nbsp;&nbsp; 5.09% 6/11/27 | 250000 | 254835 |
| μNatWest Group PLC |  |  |
| &nbsp;&nbsp; 3.07% 5/22/28 | 200000 | 196490 |
| &nbsp;&nbsp; 4.45% 5/8/30 | 200000 | 200487 |
| &nbsp;&nbsp; 4.96% 8/15/30 | 370000 | 376820 |
| &nbsp;&nbsp; 5.81% 9/13/29 | 365000 | 380571 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp; 1.95% 5/1/30 | 190000 | 173202 |
| &nbsp;&nbsp; 3.65% 8/3/28 | 100000 | 99380 |
| &nbsp;&nbsp; 4.00% 5/10/27 | 135000 | 135210 |

---

*LVIP SSGA Bond Index Fund–16*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; Oesterreichische <br> Kontrollbank AG<br>|  |  |
| &nbsp;&nbsp; 3.75% 9/5/29 | 535000 | $534657 |
| &nbsp;&nbsp; 4.13% 1/18/29 | 125000 | 126480 |
| &nbsp;&nbsp; 4.25% 3/1/28 | 145000 | 146810 |
| &nbsp;&nbsp; 4.50% 1/24/30 | 215000 | 220990 |
| &nbsp;&nbsp; 5.00% 10/23/26 | 165000 | 166885 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp; 2.70% 10/22/29 | 250000 | 235209 |
| &nbsp;&nbsp; 3.10% 10/25/27 | 250000 | 245841 |
| &nbsp;&nbsp; PNC Financial Services <br> Group, Inc.<br>|  |  |
| &nbsp;&nbsp; 2.55% 1/22/30 | 150000 | 140193 |
| &nbsp;&nbsp; 3.15% 5/19/27 | 250000 | 246722 |
| &nbsp;&nbsp; 3.45% 4/23/29 | 350000 | 342682 |
| μ5.30% 1/21/28 | 60000 | 60889 |
| μ5.37% 7/21/36 | 700000 | 720348 |
| μ5.40% 7/23/35 | 120000 | 124217 |
| μ5.49% 5/14/30 | 125000 | 130101 |
| μ5.58% 6/12/29 | 175000 | 181341 |
| μ5.68% 1/22/35 | 125000 | 131817 |
| μ5.94% 8/18/34 | 250000 | 268160 |
| μRegions Financial Corp. |  |  |
| &nbsp;&nbsp; 5.50% 9/6/35 | 115000 | 118228 |
| &nbsp;&nbsp; 5.72% 6/6/30 | 180000 | 187601 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp; 1.40% 11/2/26 | 250000 | 243305 |
| &nbsp;&nbsp; 2.05% 1/21/27 | 100000 | 97613 |
| &nbsp;&nbsp; 3.63% 5/4/27 | 200000 | 199146 |
| &nbsp;&nbsp; 3.88% 5/4/32 | 200000 | 194059 |
| μ4.72% 3/27/28 | 210000 | 212034 |
| &nbsp;&nbsp; 4.95% 2/1/29 | 180000 | 184983 |
| μ4.97% 1/24/29 | 210000 | 213604 |
| μ4.97% 8/2/30 | 70000 | 71629 |
| μ4.97% 5/2/31 | 250000 | 255995 |
| μ5.15% 2/4/31 | 250000 | 257560 |
| &nbsp;&nbsp; 5.20% 8/1/28 | 250000 | 257807 |
| μSantander Holdings USA, Inc. |  |  |
| &nbsp;&nbsp; 2.49% 1/6/28 | 70000 | 68303 |
| &nbsp;&nbsp; 5.35% 9/6/30 | 250000 | 254941 |
| &nbsp;&nbsp; 5.74% 3/20/31 | 155000 | 160018 |
| &nbsp;&nbsp; 6.34% 5/31/35 | 250000 | 266441 |
| &nbsp;&nbsp; 6.50% 3/9/29 | 125000 | 130419 |
| &nbsp;&nbsp; μSantander U.K. Group <br> Holdings PLC<br>|  |  |
| &nbsp;&nbsp; 2.47% 1/11/28 | 200000 | 195343 |
| &nbsp;&nbsp; 4.86% 9/11/30 | 250000 | 252841 |
| &nbsp;&nbsp; 5.69% 4/15/31 | 250000 | 260822 |
| &nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.<br>|  |  |
| &nbsp;&nbsp; 1.90% 9/17/28 | 200000 | 187763 |
| &nbsp;&nbsp; 2.13% 7/8/30 | 300000 | 271660 |
| &nbsp;&nbsp; 2.22% 9/17/31 | 200000 | 176481 |
| &nbsp;&nbsp; 2.93% 9/17/41 | 100000 | 74059 |
| &nbsp;&nbsp; 3.04% 7/16/29 | 200000 | 191217 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 3.35% 10/18/27 | 150000 | $148076 |
| &nbsp;&nbsp; 3.36% 7/12/27 | 200000 | 198009 |
| &nbsp;&nbsp; 3.94% 7/19/28 | 150000 | 149679 |
| &nbsp;&nbsp; 5.24% 4/15/30 | 250000 | 259014 |
| &nbsp;&nbsp; 5.45% 1/15/32 | 250000 | 261560 |
| &nbsp;&nbsp; 5.52% 1/13/28 | 450000 | 464260 |
| &nbsp;&nbsp; 5.63% 1/15/35 | 250000 | 265214 |
| &nbsp;&nbsp; 5.77% 1/13/33 | 200000 | 213716 |
| &nbsp;&nbsp; 5.78% 7/13/33 | 250000 | 267280 |
| &nbsp;&nbsp; 5.84% 7/9/44 | 90000 | 94365 |
| &nbsp;&nbsp; 6.18% 7/13/43 | 165000 | 180780 |
| Synovus Bank 5.63% 2/15/28 | 250000 | 255239 |
| &nbsp;&nbsp; μSynovus Financial Corp. <br> 6.17% 11/1/30<br>| 40000 | 41499 |
| Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp; 1.95% 1/12/27 | 250000 | 243894 |
| &nbsp;&nbsp; 2.00% 9/10/31 | 100000 | 88840 |
| &nbsp;&nbsp; 2.45% 1/12/32 | 250000 | 222155 |
| &nbsp;&nbsp; 4.57% 12/17/26 | 250000 | 251338 |
| &nbsp;&nbsp; 4.78% 12/17/29 | 250000 | 255548 |
| &nbsp;&nbsp; 4.98% 4/5/27 | 100000 | 101421 |
| &nbsp;&nbsp; 4.99% 4/5/29 | 100000 | 102688 |
| &nbsp;&nbsp; 5.16% 1/10/28 | 350000 | 358322 |
| &nbsp;&nbsp; 5.26% 12/11/26 | 130000 | 131775 |
| &nbsp;&nbsp; 5.52% 7/17/28 | 200000 | 207591 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp; 1.13% 8/3/27 | 200000 | 189700 |
| &nbsp;&nbsp; 1.95% 6/5/30 | 165000 | 148640 |
| μ4.87% 1/26/29 | 40000 | 40602 |
| μ5.12% 1/26/34 | 40000 | 40640 |
| μ5.15% 8/5/32 | 250000 | 257290 |
| μ5.44% 1/24/30 | 140000 | 144859 |
| μ5.71% 1/24/35 | 115000 | 120678 |
| μ5.87% 6/8/34 | 400000 | 423810 |
| μ6.12% 10/28/33 | 250000 | 269353 |
| μ7.16% 10/30/29 | 90000 | 97479 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp; 1.38% 7/22/30 | 150000 | 131577 |
| μ2.22% 1/27/28 | 200000 | 194845 |
| μ2.68% 1/27/33 | 200000 | 178934 |
| &nbsp;&nbsp; 3.00% 7/30/29 | 150000 | 143546 |
| &nbsp;&nbsp; 3.90% 4/26/28 | 250000 | 249567 |
| μ4.65% 2/1/29 | 250000 | 252766 |
| μ4.84% 2/1/34 | 250000 | 251095 |
| μ5.10% 7/23/30 | 85000 | 87445 |
| μ5.38% 1/23/30 | 110000 | 113731 |
| μ5.68% 1/23/35 | 120000 | 126347 |
| μ5.78% 6/12/29 | 250000 | 260181 |
| μ5.85% 10/21/33 | 155000 | 165278 |
| μ6.79% 10/26/27 | 250000 | 256698 |
| μU.S. Bank NA 4.51% 10/22/27 | 250000 | 250809 |
| UBS AG |  |  |
| &nbsp;&nbsp; 5.65% 9/11/28 | 250000 | 261363 |

---

*LVIP SSGA Bond Index Fund–17*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| UBS AG (continued) |  |  |
| &nbsp;&nbsp; 7.50% 2/15/28 | 600000 | $645992 |
| Wachovia Corp. 5.50% 8/1/35 | 150000 | 154585 |
| Wells Fargo & Co. |  |  |
| μ2.39% 6/2/28 | 205000 | 199282 |
| μ2.57% 2/11/31 | 115000 | 106873 |
| μ2.88% 10/30/30 | 500000 | 473401 |
| μ3.35% 3/2/33 | 390000 | 363041 |
| μ3.53% 3/24/28 | 140000 | 138751 |
| μ3.58% 5/22/28 | 755000 | 748187 |
| μ4.08% 9/15/29 | 500000 | 498440 |
| &nbsp;&nbsp; 4.15% 1/24/29 | 300000 | 299872 |
| &nbsp;&nbsp; 4.30% 7/22/27 | 750000 | 752641 |
| &nbsp;&nbsp; 4.40% 6/14/46 | 250000 | 211440 |
| μ4.61% 4/25/53 | 200000 | 175705 |
| &nbsp;&nbsp; 4.65% 11/4/44 | 225000 | 199194 |
| &nbsp;&nbsp; 4.75% 12/7/46 | 350000 | 310597 |
| μ4.89% 9/15/36 | 500000 | 499001 |
| μ4.90% 1/24/28 | 210000 | 211931 |
| μ4.97% 4/23/29 | 155000 | 157951 |
| μ5.01% 4/4/51 | 950000 | 887162 |
| μ5.15% 4/23/31 | 210000 | 216573 |
| μ5.20% 1/23/30 | 140000 | 144186 |
| μ5.21% 12/3/35 | 285000 | 291196 |
| μ5.24% 1/24/31 | 175000 | 181056 |
| μ5.39% 4/24/34 | 195000 | 202617 |
| μ5.50% 1/23/35 | 140000 | 146033 |
| μ5.56% 7/25/34 | 600000 | 630241 |
| μ5.61% 4/23/36 | 165000 | 173159 |
| μ5.71% 4/22/28 | 190000 | 194415 |
| μ6.30% 10/23/29 | 385000 | 407778 |
| μ6.49% 10/23/34 | 355000 | 394438 |
| Wells Fargo Bank NA |  |  |
| &nbsp;&nbsp; 5.25% 12/11/26 | 400000 | 405747 |
| &nbsp;&nbsp; 6.60% 1/15/38 | 450000 | 508179 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp; 2.65% 1/16/30 | 70000 | 66051 |
| μ2.67% 11/15/35 | 125000 | 112172 |
| &nbsp;&nbsp; 2.96% 11/16/40 | 95000 | 72717 |
| &nbsp;&nbsp; 3.35% 3/8/27 | 250000 | 248237 |
| &nbsp;&nbsp; 3.40% 1/25/28 | 100000 | 98947 |
| μ4.11% 7/24/34 | 95000 | 93031 |
| μ4.32% 11/23/31 | 250000 | 249271 |
| &nbsp;&nbsp; 4.42% 7/24/39 | 70000 | 64825 |
| &nbsp;&nbsp; 5.05% 4/16/29 | 250000 | 258051 |
| &nbsp;&nbsp; 5.46% 11/18/27 | 250000 | 257998 |
| &nbsp;&nbsp; 6.82% 11/17/33 | 350000 | 391732 |
|  |  | **136968068** |
| **Beverages–0.45%** | **Beverages–0.45%** | **Beverages–0.45%** |
| &nbsp;&nbsp; Anheuser-Busch Cos. <br> LLC/Anheuser-Busch InBev <br> Worldwide, Inc. 4.70% <br> 2/1/36<br>| 550000 | 543016 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| &nbsp;&nbsp; Anheuser-Busch InBev <br> Worldwide, Inc.<br>|  |  |
| &nbsp;&nbsp; 4.38% 4/15/38 | 285000 | $270204 |
| &nbsp;&nbsp; 4.44% 10/6/48 | 395000 | 343270 |
| &nbsp;&nbsp; 4.75% 1/23/29 | 395000 | 403102 |
| &nbsp;&nbsp; 4.90% 1/23/31 | 160000 | 165313 |
| &nbsp;&nbsp; 4.95% 1/15/42 | 300000 | 288351 |
| &nbsp;&nbsp; 5.00% 6/15/34 | 250000 | 257910 |
| &nbsp;&nbsp; 5.45% 1/23/39 | 165000 | 170481 |
| &nbsp;&nbsp; 5.55% 1/23/49 | 730000 | 738081 |
| &nbsp;&nbsp; 8.20% 1/15/39 | 200000 | 258089 |
| &nbsp;&nbsp; Brown-Forman Corp. 4.00% <br> 4/15/38<br>| 85000 | 76416 |
| Coca-Cola Co. |  |  |
| &nbsp;&nbsp; 1.00% 3/15/28 | 145000 | 135840 |
| &nbsp;&nbsp; 1.45% 6/1/27 | 60000 | 57766 |
| &nbsp;&nbsp; 1.50% 3/5/28 | 145000 | 137374 |
| &nbsp;&nbsp; 1.65% 6/1/30 | 700000 | 629545 |
| &nbsp;&nbsp; 2.00% 3/5/31 | 165000 | 148257 |
| &nbsp;&nbsp; 2.50% 6/1/40 | 70000 | 52072 |
| &nbsp;&nbsp; 2.50% 3/15/51 | 165000 | 100893 |
| &nbsp;&nbsp; 2.60% 6/1/50 | 150000 | 94776 |
| &nbsp;&nbsp; 2.75% 6/1/60 | 150000 | 91199 |
| &nbsp;&nbsp; 2.90% 5/25/27 | 100000 | 98457 |
| &nbsp;&nbsp; 3.00% 3/5/51 | 65000 | 44406 |
| &nbsp;&nbsp; 4.65% 8/14/34 | 140000 | 142485 |
| &nbsp;&nbsp; 5.00% 5/13/34 | 100000 | 104097 |
| &nbsp;&nbsp; 5.20% 1/14/55 | 125000 | 122454 |
| &nbsp;&nbsp; 5.40% 5/13/64 | 145000 | 144323 |
| &nbsp;&nbsp; Coca-Cola Consolidated, Inc. <br> 5.25% 6/1/29<br>| 125000 | 129197 |
| &nbsp;&nbsp; Coca-Cola Femsa SAB de CV <br> 2.75% 1/22/30<br>| 300000 | 281753 |
| Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp; 3.15% 8/1/29 | 100000 | 96170 |
| &nbsp;&nbsp; 3.50% 5/9/27 | 30000 | 29696 |
| &nbsp;&nbsp; 3.60% 2/15/28 | 100000 | 98667 |
| &nbsp;&nbsp; 3.70% 12/6/26 | 100000 | 99464 |
| &nbsp;&nbsp; 4.10% 2/15/48 | 100000 | 78900 |
| &nbsp;&nbsp; 4.50% 5/9/47 | 45000 | 37800 |
| &nbsp;&nbsp; 4.65% 11/15/28 | 125000 | 126376 |
| &nbsp;&nbsp; 4.75% 5/9/32 | 200000 | 201073 |
| &nbsp;&nbsp; 4.90% 5/1/33 | 125000 | 126168 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp; 2.38% 10/24/29 | 200000 | 187198 |
| &nbsp;&nbsp; 3.88% 5/18/28 | 200000 | 199314 |
| &nbsp;&nbsp; 3.88% 4/29/43 | 30000 | 24822 |
| &nbsp;&nbsp; 5.38% 10/5/26 | 250000 | 253292 |
| &nbsp;&nbsp; 5.63% 10/5/33 | 250000 | 265887 |
| &nbsp;&nbsp; 5.88% 9/30/36 | 100000 | 108390 |
| Keurig Dr. Pepper, Inc. |  |  |
| &nbsp;&nbsp; 2.25% 3/15/31 | 85000 | 74950 |
| &nbsp;&nbsp; 3.35% 3/15/51 | 60000 | 39676 |
| &nbsp;&nbsp; 3.43% 6/15/27 | 70000 | 69053 |
| &nbsp;&nbsp; 3.95% 4/15/29 | 200000 | 196722 |

---

*LVIP SSGA Bond Index Fund–18*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| &nbsp;&nbsp; Keurig Dr. Pepper, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 4.05% 4/15/32 | 135000 | $128996 |
| &nbsp;&nbsp; 4.42% 12/15/46 | 50000 | 40513 |
| &nbsp;&nbsp; 4.50% 4/15/52 | 145000 | 117138 |
| &nbsp;&nbsp; 4.60% 5/25/28 | 150000 | 150859 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp; 4.20% 7/15/46 | 345000 | 281063 |
| &nbsp;&nbsp; 5.00% 5/1/42 | 250000 | 233650 |
| &nbsp;&nbsp; Pepsico Singapore Financing <br> I Pte. Ltd.<br>|  |  |
| &nbsp;&nbsp; 4.55% 2/16/29 | 250000 | 254023 |
| &nbsp;&nbsp; 4.70% 2/16/34 | 250000 | 250787 |
| PepsiCo, Inc. |  |  |
| &nbsp;&nbsp; 1.40% 2/25/31 | 75000 | 65228 |
| &nbsp;&nbsp; 1.95% 10/21/31 | 150000 | 131864 |
| &nbsp;&nbsp; 2.38% 10/6/26 | 80000 | 78868 |
| &nbsp;&nbsp; 2.63% 10/21/41 | 200000 | 145513 |
| &nbsp;&nbsp; 2.75% 3/19/30 | 100000 | 94513 |
| &nbsp;&nbsp; 2.75% 10/21/51 | 135000 | 86410 |
| &nbsp;&nbsp; 3.00% 10/15/27 | 150000 | 147702 |
| &nbsp;&nbsp; 4.45% 5/15/28 | 200000 | 203115 |
| &nbsp;&nbsp; 4.45% 2/15/33 | 200000 | 201873 |
| &nbsp;&nbsp; 4.50% 7/17/29 | 100000 | 101777 |
| &nbsp;&nbsp; 4.65% 2/15/53 | 200000 | 179470 |
| &nbsp;&nbsp; 4.80% 7/17/34 | 100000 | 101579 |
| &nbsp;&nbsp; 5.13% 11/10/26 | 130000 | 131710 |
| &nbsp;&nbsp; 5.25% 7/17/54 | 100000 | 98607 |
|  |  | **11568003** |
| **Biotechnology–0.28%** | **Biotechnology–0.28%** | **Biotechnology–0.28%** |
| Amgen, Inc. |  |  |
| &nbsp;&nbsp; 1.65% 8/15/28 | 200000 | 186993 |
| &nbsp;&nbsp; 2.00% 1/15/32 | 200000 | 173605 |
| &nbsp;&nbsp; 2.20% 2/21/27 | 175000 | 170745 |
| &nbsp;&nbsp; 2.30% 2/25/31 | 100000 | 90056 |
| &nbsp;&nbsp; 2.45% 2/21/30 | 400000 | 370524 |
| &nbsp;&nbsp; 2.80% 8/15/41 | 200000 | 147116 |
| &nbsp;&nbsp; 3.00% 2/22/29 | 90000 | 86656 |
| &nbsp;&nbsp; 3.00% 1/15/52 | 200000 | 131405 |
| &nbsp;&nbsp; 3.15% 2/21/40 | 200000 | 157413 |
| &nbsp;&nbsp; 3.35% 2/22/32 | 90000 | 84509 |
| &nbsp;&nbsp; 3.38% 2/21/50 | 300000 | 217193 |
| &nbsp;&nbsp; 4.20% 2/22/52 | 90000 | 72098 |
| &nbsp;&nbsp; 4.40% 2/22/62 | 75000 | 60037 |
| &nbsp;&nbsp; 5.15% 3/2/28 | 250000 | 255836 |
| &nbsp;&nbsp; 5.25% 3/2/30 | 200000 | 207324 |
| &nbsp;&nbsp; 5.25% 3/2/33 | 725000 | 750985 |
| &nbsp;&nbsp; 5.60% 3/2/43 | 90000 | 91193 |
| &nbsp;&nbsp; 5.65% 3/2/53 | 705000 | 703197 |
| &nbsp;&nbsp; 5.75% 3/2/63 | 90000 | 89786 |
| Baxalta, Inc. 5.25% 6/23/45 | 14000 | 13416 |
| Biogen, Inc. |  |  |
| &nbsp;&nbsp; 2.25% 5/1/30 | 75000 | 68426 |
| &nbsp;&nbsp; 3.15% 5/1/50 | 120000 | 78034 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| Biogen, Inc. (continued) |  |  |
| &nbsp;&nbsp; 3.25% 2/15/51 | 586000 | $383882 |
| Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp; 1.20% 10/1/27 | 120000 | 113807 |
| &nbsp;&nbsp; 1.65% 10/1/30 | 95000 | 84235 |
| &nbsp;&nbsp; 2.60% 10/1/40 | 250000 | 183550 |
| &nbsp;&nbsp; 2.80% 10/1/50 | 250000 | 161424 |
| &nbsp;&nbsp; 4.50% 2/1/45 | 80000 | 71685 |
| &nbsp;&nbsp; 4.60% 9/1/35 | 200000 | 197755 |
| &nbsp;&nbsp; 4.75% 3/1/46 | 200000 | 183816 |
| &nbsp;&nbsp; 4.80% 4/1/44 | 200000 | 186809 |
| &nbsp;&nbsp; 5.10% 6/15/35 | 85000 | 87330 |
| &nbsp;&nbsp; 5.25% 10/15/33 | 155000 | 162550 |
| &nbsp;&nbsp; 5.50% 11/15/54 | 250000 | 251849 |
| Illumina, Inc. 5.75% 12/13/27 | 250000 | 257096 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp; 1.75% 9/2/27 | 115000 | 109877 |
| &nbsp;&nbsp; 2.20% 9/2/30 | 105000 | 94269 |
| &nbsp;&nbsp; 3.55% 9/2/50 | 160000 | 112411 |
| &nbsp;&nbsp; 5.40% 9/2/34 | 250000 | 255305 |
|  |  | **7104197** |
| **Building Materials–0.17%** | **Building Materials–0.17%** | **Building Materials–0.17%** |
| &nbsp;&nbsp; Amrize Finance U.S. LLC <br> 4.95% 4/7/30<br>| 200000 | 204416 |
| Carlisle Cos., Inc. |  |  |
| &nbsp;&nbsp; 2.20% 3/1/32 | 150000 | 129663 |
| &nbsp;&nbsp; 3.75% 12/1/27 | 100000 | 99230 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp; 2.49% 2/15/27 | 85000 | 83194 |
| &nbsp;&nbsp; 2.72% 2/15/30 | 120000 | 112462 |
| &nbsp;&nbsp; 3.38% 4/5/40 | 85000 | 68623 |
| &nbsp;&nbsp; 3.58% 4/5/50 | 120000 | 89493 |
| &nbsp;&nbsp; 5.90% 3/15/34 | 125000 | 134130 |
| &nbsp;&nbsp; CRH America Finance, Inc. <br> 5.50% 1/9/35<br>| 250000 | 260918 |
| &nbsp;&nbsp; CRH SMW Finance DAC <br> 5.13% 1/9/30<br>| 200000 | 205853 |
| &nbsp;&nbsp; Fortune Brands Innovations, <br> Inc. 5.88% 6/1/33<br>| 160000 | 169641 |
| &nbsp;&nbsp; Johnson Controls <br> International PLC 4.95% <br> 7/2/64<br>| 68000 | 59264 |
| &nbsp;&nbsp; Johnson Controls <br> International PLC/Tyco Fire <br> & Security Finance SCA<br>|  |  |
| &nbsp;&nbsp; 1.75% 9/15/30 | 85000 | 75347 |
| &nbsp;&nbsp; 2.00% 9/16/31 | 90000 | 78386 |
| &nbsp;&nbsp; 5.50% 4/19/29 | 250000 | 260274 |
| &nbsp;&nbsp; Lennox International, Inc. <br> 5.50% 9/15/28<br>| 200000 | 206753 |
| &nbsp;&nbsp; Martin Marietta Materials, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 3.45% 6/1/27 | 43000 | 42543 |
| &nbsp;&nbsp; 3.50% 12/15/27 | 100000 | 98800 |

---

*LVIP SSGA Bond Index Fund–19*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| &nbsp;&nbsp; Martin Marietta Materials, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 4.25% 12/15/47 | 100000 | $83905 |
| &nbsp;&nbsp; 5.15% 12/1/34 | 180000 | 183699 |
| &nbsp;&nbsp; 5.50% 12/1/54 | 90000 | 89061 |
| Masco Corp. |  |  |
| &nbsp;&nbsp; 1.50% 2/15/28 | 75000 | 70541 |
| &nbsp;&nbsp; 2.00% 2/15/31 | 150000 | 131555 |
| &nbsp;&nbsp; 3.13% 2/15/51 | 45000 | 29156 |
| &nbsp;&nbsp; 3.50% 11/15/27 | 60000 | 59152 |
| &nbsp;&nbsp; Mohawk Industries, Inc. <br> 5.85% 9/18/28<br>| 100000 | 104479 |
| Owens Corning |  |  |
| &nbsp;&nbsp; 3.88% 6/1/30 | 150000 | 146554 |
| &nbsp;&nbsp; 3.95% 8/15/29 | 70000 | 69102 |
| &nbsp;&nbsp; 5.50% 6/15/27 | 70000 | 71512 |
| &nbsp;&nbsp; 5.70% 6/15/34 | 110000 | 115875 |
| &nbsp;&nbsp; 5.95% 6/15/54 | 115000 | 118673 |
| &nbsp;&nbsp; Trane Technologies Financing <br> Ltd. 5.25% 3/3/33<br>| 45000 | 46823 |
| &nbsp;&nbsp; Trane Technologies Holdco, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 3.75% 8/21/28 | 100000 | 99241 |
| &nbsp;&nbsp; 4.30% 2/21/48 | 100000 | 84563 |
| &nbsp;&nbsp; 5.75% 6/15/43 | 100000 | 105542 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp; 3.90% 4/1/27 | 45000 | 44889 |
| &nbsp;&nbsp; 5.35% 12/1/34 | 250000 | 257881 |
| &nbsp;&nbsp; 5.70% 12/1/54 | 150000 | 153391 |
|  |  | **4444584** |
| **Chemicals–0.26%** | **Chemicals–0.26%** | **Chemicals–0.26%** |
| &nbsp;&nbsp; Air Products & Chemicals, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 4.60% 2/8/29 | 250000 | 254501 |
| &nbsp;&nbsp; 4.85% 2/8/34 | 250000 | 254036 |
| Albemarle Corp. |  |  |
| &nbsp;&nbsp; 5.05% 6/1/32 | 100000 | 98727 |
| &nbsp;&nbsp; 5.45% 12/1/44 | 100000 | 90221 |
| &nbsp;&nbsp; 5.65% 6/1/52 | 100000 | 88173 |
| Cabot Corp. 4.00% 7/1/29 | 100000 | 98631 |
| Dow Chemical Co. |  |  |
| &nbsp;&nbsp; 2.10% 11/15/30 | 250000 | 221287 |
| &nbsp;&nbsp; 3.60% 11/15/50 | 250000 | 169349 |
| &nbsp;&nbsp; 4.80% 5/15/49 | 95000 | 77529 |
| &nbsp;&nbsp; 5.15% 2/15/34 | 250000 | 250701 |
| &nbsp;&nbsp; 5.25% 11/15/41 | 100000 | 92266 |
| &nbsp;&nbsp; 6.30% 3/15/33 | 155000 | 166586 |
| &nbsp;&nbsp; 7.38% 11/1/29 | 25000 | 27743 |
| &nbsp;&nbsp; 9.40% 5/15/39 | 58000 | 75684 |
| DuPont de Nemours, Inc. |  |  |
| &nbsp;&nbsp; 4.73% 11/15/28 | 350000 | 352710 |
| &nbsp;&nbsp; 5.32% 11/15/38 | 82000 | 84010 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp; 4.65% 10/15/44 | 70000 | 59776 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| &nbsp;&nbsp; Eastman Chemical <br> Co. (continued)<br>|  |  |
| &nbsp;&nbsp; 4.80% 9/1/42 | 250000 | $220101 |
| Ecolab, Inc. |  |  |
| &nbsp;&nbsp; 1.30% 1/30/31 | 195000 | 167991 |
| &nbsp;&nbsp; 2.13% 8/15/50 | 250000 | 139295 |
| &nbsp;&nbsp; 2.70% 11/1/26 | 45000 | 44410 |
| &nbsp;&nbsp; 5.25% 1/15/28 | 300000 | 308137 |
| Linde, Inc. |  |  |
| &nbsp;&nbsp; 1.10% 8/10/30 | 150000 | 130471 |
| &nbsp;&nbsp; 2.00% 8/10/50 | 160000 | 87264 |
| &nbsp;&nbsp; LYB International Finance <br> III LLC<br>|  |  |
| &nbsp;&nbsp; 2.25% 10/1/30 | 45000 | 40172 |
| &nbsp;&nbsp; 3.38% 10/1/40 | 60000 | 44382 |
| &nbsp;&nbsp; 3.63% 4/1/51 | 85000 | 56881 |
| &nbsp;&nbsp; 3.80% 10/1/60 | 60000 | 38624 |
| &nbsp;&nbsp; 4.20% 10/15/49 | 125000 | 92391 |
| &nbsp;&nbsp; 5.63% 5/15/33 | 500000 | 514098 |
| Mosaic Co. |  |  |
| &nbsp;&nbsp; 4.05% 11/15/27 | 150000 | 149574 |
| &nbsp;&nbsp; 5.45% 11/15/33 | 104000 | 107326 |
| &nbsp;&nbsp; NewMarket Corp. 2.70% <br> 3/18/31<br>| 200000 | 181629 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp; 2.95% 5/13/30 | 100000 | 94232 |
| &nbsp;&nbsp; 3.95% 5/13/50 | 100000 | 77638 |
| &nbsp;&nbsp; 4.13% 3/15/35 | 100000 | 92596 |
| &nbsp;&nbsp; 4.90% 3/27/28 | 115000 | 116992 |
| &nbsp;&nbsp; 5.40% 6/21/34 | 250000 | 257429 |
| PPG Industries, Inc. |  |  |
| &nbsp;&nbsp; 2.55% 6/15/30 | 50000 | 46291 |
| &nbsp;&nbsp; 2.80% 8/15/29 | 100000 | 95168 |
| RPM International, Inc. |  |  |
| &nbsp;&nbsp; 2.95% 1/15/32 | 125000 | 112813 |
| &nbsp;&nbsp; 3.75% 3/15/27 | 100000 | 99250 |
| Sherwin-Williams Co. |  |  |
| &nbsp;&nbsp; 2.30% 5/15/30 | 60000 | 55061 |
| &nbsp;&nbsp; 2.95% 8/15/29 | 100000 | 95504 |
| &nbsp;&nbsp; 3.30% 5/15/50 | 100000 | 69647 |
| &nbsp;&nbsp; 4.50% 6/1/47 | 88000 | 76059 |
| &nbsp;&nbsp; 4.55% 3/1/28 | 250000 | 252399 |
| &nbsp;&nbsp; 4.80% 9/1/31 | 105000 | 107202 |
| Westlake Corp. 5.00% 8/15/46 | 100000 | 88170 |
|  |  | **6521127** |
| **Commercial Services–0.28%** | **Commercial Services–0.28%** | **Commercial Services–0.28%** |
| &nbsp;&nbsp; Automatic Data Processing, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 1.25% 9/1/30 | 75000 | 65654 |
| &nbsp;&nbsp; 1.70% 5/15/28 | 95000 | 89964 |
| &nbsp;&nbsp; Block Financial LLC 3.88% <br> 8/15/30<br>| 60000 | 57810 |

---

*LVIP SSGA Bond Index Fund–20*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| &nbsp;&nbsp; California Institute of <br> Technology<br>|  |  |
| &nbsp;&nbsp; 3.65% 9/1/19 | 45000 | $29337 |
| &nbsp;&nbsp; 4.32% 8/1/45 | 60000 | 51812 |
| &nbsp;&nbsp; Cintas Corp. No. 2 3.70% <br> 4/1/27<br>| 100000 | 99595 |
| Emory University |  |  |
| &nbsp;&nbsp; 2.14% 9/1/30 | 35000 | 31817 |
| &nbsp;&nbsp; 2.97% 9/1/50 | 35000 | 23327 |
| Equifax, Inc. |  |  |
| &nbsp;&nbsp; 2.35% 9/15/31 | 350000 | 309429 |
| &nbsp;&nbsp; 5.10% 12/15/27 | 45000 | 45826 |
| Ford Foundation |  |  |
| &nbsp;&nbsp; 2.42% 6/1/50 | 200000 | 119901 |
| &nbsp;&nbsp; 2.82% 6/1/70 | 30000 | 17323 |
| George Washington University |  |  |
| &nbsp;&nbsp; 4.13% 9/15/48 | 200000 | 164891 |
| &nbsp;&nbsp; 4.30% 9/15/44 | 100000 | 84283 |
| Georgetown University |  |  |
| &nbsp;&nbsp; 4.32% 4/1/49 | 50000 | 41975 |
| &nbsp;&nbsp; 5.12% 4/1/53 | 55000 | 51720 |
| &nbsp;&nbsp; 5.22% 10/1/18 | 50000 | 44681 |
| Global Payments, Inc. |  |  |
| &nbsp;&nbsp; 2.15% 1/15/27 | 200000 | 194876 |
| &nbsp;&nbsp; 2.90% 5/15/30 | 115000 | 106432 |
| &nbsp;&nbsp; 2.90% 11/15/31 | 200000 | 179347 |
| &nbsp;&nbsp; 4.45% 6/1/28 | 100000 | 100161 |
| Johns Hopkins University |  |  |
| &nbsp;&nbsp; 2.81% 1/1/60 | 35000 | 20502 |
| &nbsp;&nbsp; 4.71% 7/1/32 | 60000 | 60940 |
| &nbsp;&nbsp; Leland Stanford Junior <br> University<br>|  |  |
| &nbsp;&nbsp; 2.41% 6/1/50 | 60000 | 36664 |
| &nbsp;&nbsp; 4.68% 3/1/35 | 250000 | 251126 |
| &nbsp;&nbsp; Massachusetts Institute of <br> Technology<br>|  |  |
| &nbsp;&nbsp; 3.07% 4/1/52 | 200000 | 137245 |
| &nbsp;&nbsp; 3.89% 7/1/16 | 55000 | 39216 |
| &nbsp;&nbsp; 5.60% 7/1/11 | 200000 | 202478 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp; 2.00% 8/19/31 | 100000 | 87876 |
| &nbsp;&nbsp; 2.75% 8/19/41 | 100000 | 72237 |
| &nbsp;&nbsp; 3.25% 1/15/28 | 65000 | 63922 |
| &nbsp;&nbsp; 3.25% 5/20/50 | 100000 | 69216 |
| &nbsp;&nbsp; 3.75% 2/25/52 | 100000 | 76192 |
| &nbsp;&nbsp; 4.25% 2/1/29 | 100000 | 100406 |
| &nbsp;&nbsp; 4.88% 12/17/48 | 100000 | 91916 |
| Northwestern University |  |  |
| &nbsp;&nbsp; 3.66% 12/1/57 | 75000 | 55231 |
| &nbsp;&nbsp; 4.94% 12/1/35 | 20000 | 20506 |
| PayPal Holdings, Inc. |  |  |
| &nbsp;&nbsp; 2.30% 6/1/30 | 80000 | 73644 |
| &nbsp;&nbsp; 2.65% 10/1/26 | 65000 | 64205 |
| &nbsp;&nbsp; 2.85% 10/1/29 | 95000 | 90569 |
| &nbsp;&nbsp; 3.25% 6/1/50 | 500000 | 351651 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| &nbsp;&nbsp; PayPal Holdings, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 4.45% 3/6/28 | 125000 | $126305 |
| &nbsp;&nbsp; 5.15% 6/1/34 | 200000 | 206216 |
| &nbsp;&nbsp; President & Fellows of <br> Harvard College<br>|  |  |
| &nbsp;&nbsp; 3.15% 7/15/46 | 100000 | 73683 |
| &nbsp;&nbsp; 3.30% 7/15/56 | 100000 | 69767 |
| &nbsp;&nbsp; 3.75% 11/15/52 | 65000 | 50790 |
| &nbsp;&nbsp; 5.26% 3/15/36 | 70000 | 72818 |
| Quanta Services, Inc. |  |  |
| &nbsp;&nbsp; 2.35% 1/15/32 | 55000 | 48276 |
| &nbsp;&nbsp; 3.05% 10/1/41 | 60000 | 44607 |
| &nbsp;&nbsp; 4.75% 8/9/27 | 85000 | 85970 |
| &nbsp;&nbsp; 5.25% 8/9/34 | 175000 | 179410 |
| RELX Capital, Inc. |  |  |
| &nbsp;&nbsp; 3.00% 5/22/30 | 100000 | 94698 |
| &nbsp;&nbsp; 4.00% 3/18/29 | 200000 | 198868 |
| &nbsp;&nbsp; Rockefeller Foundation 2.49% <br> 10/1/50<br>| 60000 | 36895 |
| S&P Global, Inc. |  |  |
| &nbsp;&nbsp; 1.25% 8/15/30 | 75000 | 65334 |
| &nbsp;&nbsp; 2.45% 3/1/27 | 70000 | 68556 |
| &nbsp;&nbsp; 2.50% 12/1/29 | 55000 | 51582 |
| &nbsp;&nbsp; 2.70% 3/1/29 | 150000 | 143307 |
| &nbsp;&nbsp; 2.90% 3/1/32 | 105000 | 96167 |
| &nbsp;&nbsp; 2.95% 1/22/27 | 150000 | 147919 |
| &nbsp;&nbsp; 3.25% 12/1/49 | 65000 | 46746 |
| &nbsp;&nbsp; 3.70% 3/1/52 | 35000 | 26984 |
| &nbsp;&nbsp; 3.90% 3/1/62 | 45000 | 34529 |
| &nbsp;&nbsp; 5.25% 9/15/33 | 160000 | 167533 |
| &nbsp;&nbsp; Trustees of Princeton <br> University<br>|  |  |
| &nbsp;&nbsp; 2.52% 7/1/50 | 40000 | 25264 |
| &nbsp;&nbsp; 4.65% 7/1/30 | 75000 | 76561 |
| &nbsp;&nbsp; 5.70% 3/1/39 | 50000 | 53877 |
| &nbsp;&nbsp; Trustees of the University of <br> Pennsylvania 3.61% 2/15/19<br>| 100000 | 65727 |
| &nbsp;&nbsp; UL Solutions, Inc. 6.50% <br> 10/20/28<br>| 250000 | 263243 |
| University of Chicago |  |  |
| &nbsp;&nbsp; 2.55% 4/1/50 | 35000 | 22781 |
| &nbsp;&nbsp; 4.00% 10/1/53 | 60000 | 47884 |
| &nbsp;&nbsp; University of Notre Dame du <br> Lac 3.39% 2/15/48<br>| 100000 | 74976 |
| &nbsp;&nbsp; University of Southern <br> California<br>|  |  |
| &nbsp;&nbsp; 3.03% 10/1/39 | 200000 | 165313 |
| &nbsp;&nbsp; 3.84% 10/1/47 | 55000 | 43992 |
| Verisk Analytics, Inc. |  |  |
| &nbsp;&nbsp; 3.63% 5/15/50 | 20000 | 14928 |
| &nbsp;&nbsp; 4.13% 3/15/29 | 120000 | 119716 |
| &nbsp;&nbsp; 5.25% 6/5/34 | 180000 | 185573 |

---

*LVIP SSGA Bond Index Fund–21*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| &nbsp;&nbsp; William Marsh Rice <br> University 3.57% 5/15/45<br>| 100000 | $80333 |
|  |  | **7253031** |
| **Computers–0.51%** | **Computers–0.51%** | **Computers–0.51%** |
| &nbsp;&nbsp; Accenture Capital, Inc. 4.25% <br> 10/4/31<br>| 400000 | 399403 |
| Apple, Inc. |  |  |
| &nbsp;&nbsp; 1.20% 2/8/28 | 250000 | 235693 |
| &nbsp;&nbsp; 1.25% 8/20/30 | 100000 | 88087 |
| &nbsp;&nbsp; 1.40% 8/5/28 | 200000 | 187499 |
| &nbsp;&nbsp; 1.65% 5/11/30 | 120000 | 108452 |
| &nbsp;&nbsp; 1.70% 8/5/31 | 200000 | 176017 |
| &nbsp;&nbsp; 2.20% 9/11/29 | 250000 | 234546 |
| &nbsp;&nbsp; 2.40% 8/20/50 | 220000 | 133771 |
| &nbsp;&nbsp; 2.65% 5/11/50 | 500000 | 320362 |
| &nbsp;&nbsp; 2.70% 8/5/51 | 200000 | 127644 |
| &nbsp;&nbsp; 2.80% 2/8/61 | 250000 | 150765 |
| &nbsp;&nbsp; 2.85% 8/5/61 | 200000 | 121655 |
| &nbsp;&nbsp; 2.95% 9/11/49 | 135000 | 92412 |
| &nbsp;&nbsp; 3.00% 11/13/27 | 200000 | 197366 |
| &nbsp;&nbsp; 3.20% 5/11/27 | 154000 | 152727 |
| &nbsp;&nbsp; 3.35% 2/9/27 | 200000 | 198866 |
| &nbsp;&nbsp; 3.45% 2/9/45 | 125000 | 99235 |
| &nbsp;&nbsp; 3.75% 9/12/47 | 225000 | 180933 |
| &nbsp;&nbsp; 3.75% 11/13/47 | 150000 | 121149 |
| &nbsp;&nbsp; 3.85% 8/4/46 | 135000 | 111719 |
| &nbsp;&nbsp; 3.95% 8/8/52 | 900000 | 730895 |
| &nbsp;&nbsp; 4.00% 5/10/28 | 175000 | 176013 |
| &nbsp;&nbsp; 4.25% 2/9/47 | 25000 | 21867 |
| &nbsp;&nbsp; 4.30% 5/10/33 | 250000 | 253283 |
| &nbsp;&nbsp; 4.38% 5/13/45 | 100000 | 90460 |
| &nbsp;&nbsp; 4.45% 5/6/44 | 200000 | 187687 |
| &nbsp;&nbsp; 4.50% 2/23/36 | 250000 | 253022 |
| &nbsp;&nbsp; 4.85% 5/10/53 | 250000 | 243110 |
| &nbsp;&nbsp; Booz Allen Hamilton, Inc. <br> 5.95% 4/15/35<br>| 145000 | 151163 |
| CGI, Inc. 4.95% 3/14/30 | 200000 | 203611 |
| &nbsp;&nbsp; Dell International LLC/EMC <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 3.38% 12/15/41 | 125000 | 95851 |
| &nbsp;&nbsp; 3.45% 12/15/51 | 250000 | 175669 |
| &nbsp;&nbsp; 4.90% 10/1/26 | 800000 | 804450 |
| &nbsp;&nbsp; 5.30% 4/1/32 | 300000 | 309709 |
| &nbsp;&nbsp; 5.50% 4/1/35 | 250000 | 258237 |
| &nbsp;&nbsp; 8.10% 7/15/36 | 73000 | 88955 |
| &nbsp;&nbsp; 8.35% 7/15/46 | 33000 | 42889 |
| &nbsp;&nbsp; Genpact Luxembourg <br> SARL/Genpact USA, Inc. <br> 6.00% 6/4/29<br>| 125000 | 130040 |
| &nbsp;&nbsp; Hewlett Packard Enterprise <br> Co.<br>|  |  |
| &nbsp;&nbsp; 4.55% 10/15/29 | 500000 | 502707 |
| &nbsp;&nbsp; 5.25% 7/1/28 | 250000 | 256862 |
| &nbsp;&nbsp; 6.35% 10/15/45 | 250000 | 263329 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| HP, Inc. |  |  |
| &nbsp;&nbsp; 3.00% 6/17/27 | 150000 | $147135 |
| &nbsp;&nbsp; 4.20% 4/15/32 | 200000 | 193960 |
| &nbsp;&nbsp; 6.00% 9/15/41 | 305000 | 315300 |
| &nbsp;&nbsp; 6.10% 4/25/35 | 180000 | 191060 |
| &nbsp;&nbsp; IBM International Capital <br> Pte. Ltd.<br>|  |  |
| &nbsp;&nbsp; 4.60% 2/5/29 | 250000 | 253368 |
| &nbsp;&nbsp; 4.90% 2/5/34 | 250000 | 253245 |
| &nbsp;&nbsp; 5.30% 2/5/54 | 105000 | 100486 |
| &nbsp;&nbsp; International Business <br> Machines Corp.<br>|  |  |
| &nbsp;&nbsp; 1.95% 5/15/30 | 110000 | 99622 |
| &nbsp;&nbsp; 2.20% 2/9/27 | 100000 | 97604 |
| &nbsp;&nbsp; 2.72% 2/9/32 | 155000 | 140657 |
| &nbsp;&nbsp; 2.85% 5/15/40 | 165000 | 124785 |
| &nbsp;&nbsp; 2.95% 5/15/50 | 155000 | 101906 |
| &nbsp;&nbsp; 3.30% 1/27/27 | 100000 | 99133 |
| &nbsp;&nbsp; 3.43% 2/9/52 | 125000 | 88272 |
| &nbsp;&nbsp; 4.00% 6/20/42 | 200000 | 169988 |
| &nbsp;&nbsp; 4.15% 5/15/39 | 200000 | 179548 |
| &nbsp;&nbsp; 4.25% 5/15/49 | 350000 | 289201 |
| &nbsp;&nbsp; 4.75% 2/6/33 | 250000 | 254080 |
| &nbsp;&nbsp; 5.10% 2/6/53 | 250000 | 234108 |
| &nbsp;&nbsp; 5.60% 11/30/39 | 210000 | 219631 |
| &nbsp;&nbsp; 5.88% 11/29/32 | 120000 | 130016 |
| Leidos, Inc. |  |  |
| &nbsp;&nbsp; 2.30% 2/15/31 | 195000 | 173998 |
| &nbsp;&nbsp; 5.50% 3/15/35 | 135000 | 139877 |
| &nbsp;&nbsp; 5.75% 3/15/33 | 45000 | 47528 |
| NetApp, Inc. |  |  |
| &nbsp;&nbsp; 2.38% 6/22/27 | 50000 | 48488 |
| &nbsp;&nbsp; 2.70% 6/22/30 | 50000 | 46289 |
| &nbsp;&nbsp; Teledyne FLIR LLC 2.50% <br> 8/1/30<br>| 35000 | 32024 |
| Western Digital Corp. |  |  |
| &nbsp;&nbsp; 2.85% 2/1/29 | 65000 | 61110 |
| &nbsp;&nbsp; 3.10% 2/1/32 | 110000 | 99488 |
|  |  | **13010017** |
| **Cosmetics & Personal Care–0.15%** | **Cosmetics & Personal Care–0.15%** | **Cosmetics & Personal Care–0.15%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp; 3.70% 8/1/47 | 55000 | 44154 |
| &nbsp;&nbsp; 4.00% 8/15/45 | 100000 | 83981 |
| &nbsp;&nbsp; 4.60% 3/1/28 | 250000 | 254433 |
| Estee Lauder Cos., Inc. |  |  |
| &nbsp;&nbsp; 1.95% 3/15/31 | 115000 | 101530 |
| &nbsp;&nbsp; 3.15% 3/15/27 | 100000 | 98790 |
| &nbsp;&nbsp; 4.15% 3/15/47 | 65000 | 52389 |
| &nbsp;&nbsp; 4.38% 6/15/45 | 250000 | 211189 |
| &nbsp;&nbsp; 4.65% 5/15/33 | 125000 | 125238 |
| Haleon U.S. Capital LLC |  |  |
| &nbsp;&nbsp; 3.38% 3/24/27 | 250000 | 247404 |
| &nbsp;&nbsp; 3.63% 3/24/32 | 250000 | 236910 |
| Kenvue, Inc. 5.05% 3/22/53 | 400000 | 371945 |

---

*LVIP SSGA Bond Index Fund–22*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Cosmetics & Personal Care (continued)** | **Cosmetics & Personal Care (continued)** | **Cosmetics & Personal Care (continued)** |
| Procter & Gamble Co. |  |  |
| &nbsp;&nbsp; 1.20% 10/29/30 | 100000 | $87516 |
| &nbsp;&nbsp; 2.85% 8/11/27 | 150000 | 147586 |
| &nbsp;&nbsp; 4.05% 1/26/33 | 250000 | 249832 |
| &nbsp;&nbsp; 4.15% 10/24/29 | 190000 | 192213 |
| &nbsp;&nbsp; 4.55% 1/29/34 | 250000 | 253707 |
| &nbsp;&nbsp; 4.55% 10/24/34 | 250000 | 252877 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp; 1.38% 9/14/30 | 105000 | 92592 |
| &nbsp;&nbsp; 2.90% 5/5/27 | 150000 | 147836 |
| &nbsp;&nbsp; 3.50% 3/22/28 | 100000 | 99073 |
| &nbsp;&nbsp; 4.88% 9/8/28 | 100000 | 102750 |
| &nbsp;&nbsp; 5.00% 12/8/33 | 100000 | 103803 |
| &nbsp;&nbsp; 5.90% 11/15/32 | 133000 | 145818 |
|  |  | **3703566** |
| **Distribution/Wholesale–0.01%** | **Distribution/Wholesale–0.01%** | **Distribution/Wholesale–0.01%** |
| WW Grainger, Inc. |  |  |
| &nbsp;&nbsp; 4.45% 9/15/34 | 145000 | 143290 |
| &nbsp;&nbsp; 4.60% 6/15/45 | 55000 | 49676 |
|  |  | **192966** |
| **Diversified Financial Services–0.83%** | **Diversified Financial Services–0.83%** | **Diversified Financial Services–0.83%** |
| &nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust<br>|  |  |
| &nbsp;&nbsp; 2.45% 10/29/26 | 150000 | 147373 |
| &nbsp;&nbsp; 3.30% 1/30/32 | 240000 | 221014 |
| &nbsp;&nbsp; 3.40% 10/29/33 | 150000 | 134776 |
| &nbsp;&nbsp; 3.65% 7/21/27 | 150000 | 148656 |
| &nbsp;&nbsp; 3.85% 10/29/41 | 150000 | 123256 |
| &nbsp;&nbsp; 4.63% 10/15/27 | 200000 | 201498 |
| &nbsp;&nbsp; 4.63% 9/10/29 | 150000 | 151314 |
| &nbsp;&nbsp; 4.95% 9/10/34 | 165000 | 164242 |
| &nbsp;&nbsp; 5.10% 1/19/29 | 170000 | 174006 |
| &nbsp;&nbsp; 5.38% 12/15/31 | 300000 | 310271 |
| &nbsp;&nbsp; 5.75% 6/6/28 | 210000 | 217579 |
| &nbsp;&nbsp; 6.15% 9/30/30 | 290000 | 310653 |
| &nbsp;&nbsp; Affiliated Managers Group, <br> Inc. 5.50% 8/20/34<br>| 250000 | 256127 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp; 2.10% 9/1/28 | 70000 | 65474 |
| &nbsp;&nbsp; 2.20% 1/15/27 | 200000 | 194545 |
| &nbsp;&nbsp; 3.13% 12/1/30 | 50000 | 46225 |
| &nbsp;&nbsp; 5.10% 3/1/29 | 400000 | 406118 |
| &nbsp;&nbsp; 5.85% 12/15/27 | 250000 | 257502 |
| Ally Financial, Inc. |  |  |
| μ5.54% 1/17/31 | 55000 | 56029 |
| μ6.99% 6/13/29 | 125000 | 131982 |
| &nbsp;&nbsp; 8.00% 11/1/31 | 600000 | 683982 |
| American Express Co. |  |  |
| &nbsp;&nbsp; 1.65% 11/4/26 | 85000 | 82877 |
| &nbsp;&nbsp; 3.30% 5/3/27 | 230000 | 227626 |
| &nbsp;&nbsp; 4.05% 5/3/29 | 165000 | 165308 |
| &nbsp;&nbsp; 4.05% 12/3/42 | 135000 | 117005 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp; American Express <br> Co. (continued)<br>|  |  |
| μ4.73% 4/25/29 | 95000 | $96497 |
| μ5.02% 4/25/31 | 90000 | 92544 |
| μ5.04% 7/26/28 | 105000 | 106792 |
| μ5.10% 2/16/28 | 235000 | 238154 |
| μ5.28% 7/26/35 | 165000 | 170315 |
| μ5.53% 4/25/30 | 250000 | 261232 |
| μ5.63% 7/28/34 | 125000 | 130549 |
| μ5.67% 4/25/36 | 65000 | 68673 |
| &nbsp;&nbsp; 5.85% 11/5/27 | 300000 | 310804 |
| μ5.92% 4/25/35 | 125000 | 133126 |
| μ6.49% 10/30/31 | 165000 | 180840 |
| Ameriprise Financial, Inc. |  |  |
| &nbsp;&nbsp; 5.15% 5/15/33 | 115000 | 119166 |
| &nbsp;&nbsp; 5.20% 4/15/35 | 190000 | 193546 |
| &nbsp;&nbsp; Apollo Global Management, <br> Inc. 5.80% 5/21/54<br>| 165000 | 167209 |
| &nbsp;&nbsp; BGC Group, Inc. 8.00% <br> 5/25/28<br>| 200000 | 213559 |
| BlackRock Funding, Inc. |  |  |
| &nbsp;&nbsp; 4.60% 7/26/27 | 55000 | 55732 |
| &nbsp;&nbsp; 4.90% 1/8/35 | 45000 | 46024 |
| &nbsp;&nbsp; 5.35% 1/8/55 | 40000 | 39623 |
| Blackrock, Inc. |  |  |
| &nbsp;&nbsp; 1.90% 1/28/31 | 50000 | 44565 |
| &nbsp;&nbsp; 2.10% 2/25/32 | 250000 | 219199 |
| &nbsp;&nbsp; 2.40% 4/30/30 | 90000 | 83781 |
| &nbsp;&nbsp; 3.20% 3/15/27 | 167000 | 165570 |
| &nbsp;&nbsp; 3.25% 4/30/29 | 150000 | 146657 |
| &nbsp;&nbsp; Blue Owl Finance LLC 6.25% <br> 4/18/34<br>| 300000 | 314617 |
| Capital One Financial Corp. |  |  |
| μ1.88% 11/2/27 | 250000 | 243593 |
| μ2.36% 7/29/32 | 200000 | 172631 |
| μ2.62% 11/2/32 | 250000 | 222138 |
| μ3.27% 3/1/30 | 200000 | 192742 |
| &nbsp;&nbsp; 3.65% 5/11/27 | 500000 | 496020 |
| &nbsp;&nbsp; 3.75% 3/9/27 | 250000 | 248615 |
| &nbsp;&nbsp; 4.10% 2/9/27 | 115000 | 114809 |
| μ5.47% 2/1/29 | 155000 | 158955 |
| μ6.05% 2/1/35 | 70000 | 74306 |
| μ6.31% 6/8/29 | 165000 | 173087 |
| μ6.38% 6/8/34 | 165000 | 178476 |
| &nbsp;&nbsp; 6.70% 11/29/32 | 200000 | 220646 |
| μ7.62% 10/30/31 | 180000 | 203579 |
| &nbsp;&nbsp; Cboe Global Markets, Inc. <br> 3.65% 1/12/27<br>| 100000 | 99422 |
| Charles Schwab Corp. |  |  |
| &nbsp;&nbsp; 2.00% 3/20/28 | 200000 | 191051 |
| &nbsp;&nbsp; 3.20% 3/2/27 | 100000 | 98959 |
| &nbsp;&nbsp; 3.25% 5/22/29 | 200000 | 194235 |
| &nbsp;&nbsp; 3.30% 4/1/27 | 90000 | 89091 |
| μ5.85% 5/19/34 | 125000 | 133779 |
| μ6.14% 8/24/34 | 250000 | 272322 |

---

*LVIP SSGA Bond Index Fund–23*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp; Charles Schwab <br> Corp. (continued)<br>|  |  |
| μ6.20% 11/17/29 | 140000 | $148579 |
| &nbsp;&nbsp; CI Financial Corp. 3.20% <br> 12/17/30<br>| 155000 | 139100 |
| CME Group, Inc. |  |  |
| &nbsp;&nbsp; 2.65% 3/15/32 | 105000 | 95376 |
| &nbsp;&nbsp; 4.15% 6/15/48 | 75000 | 63883 |
| &nbsp;&nbsp; 4.40% 3/15/30 | 250000 | 252799 |
| &nbsp;&nbsp; Eaton Vance Corp. 3.50% <br> 4/6/27<br>| 100000 | 99302 |
| &nbsp;&nbsp; Franklin Resources, Inc. <br> 1.60% 10/30/30<br>| 100000 | 87411 |
| &nbsp;&nbsp; Intercontinental Exchange, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 1.85% 9/15/32 | 165000 | 139549 |
| &nbsp;&nbsp; 2.10% 6/15/30 | 155000 | 140620 |
| &nbsp;&nbsp; 2.65% 9/15/40 | 165000 | 122328 |
| &nbsp;&nbsp; 3.00% 6/15/50 | 115000 | 77147 |
| &nbsp;&nbsp; 3.00% 9/15/60 | 160000 | 99506 |
| &nbsp;&nbsp; 3.75% 9/21/28 | 105000 | 104087 |
| &nbsp;&nbsp; 4.00% 9/15/27 | 200000 | 199989 |
| &nbsp;&nbsp; 4.25% 9/21/48 | 150000 | 126858 |
| &nbsp;&nbsp; 4.35% 6/15/29 | 85000 | 85723 |
| &nbsp;&nbsp; 4.60% 3/15/33 | 55000 | 55336 |
| &nbsp;&nbsp; 4.95% 6/15/52 | 95000 | 88309 |
| &nbsp;&nbsp; 5.20% 6/15/62 | 145000 | 137637 |
| &nbsp;&nbsp; 5.25% 6/15/31 | 30000 | 31320 |
| &nbsp;&nbsp; Jefferies Financial Group, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 2.75% 10/15/32 | 155000 | 134825 |
| &nbsp;&nbsp; 5.88% 7/21/28 | 135000 | 140557 |
| &nbsp;&nbsp; 6.20% 4/14/34 | 225000 | 239219 |
| &nbsp;&nbsp; 6.25% 1/15/36 | 100000 | 106624 |
| LPL Holdings, Inc. |  |  |
| &nbsp;&nbsp; 5.15% 6/15/30 | 250000 | 254452 |
| &nbsp;&nbsp; 6.00% 5/20/34 | 250000 | 261219 |
| Mastercard, Inc. |  |  |
| &nbsp;&nbsp; 1.90% 3/15/31 | 100000 | 89067 |
| &nbsp;&nbsp; 2.95% 11/21/26 | 150000 | 148367 |
| &nbsp;&nbsp; 2.95% 6/1/29 | 150000 | 144945 |
| &nbsp;&nbsp; 2.95% 3/15/51 | 45000 | 30108 |
| &nbsp;&nbsp; 3.30% 3/26/27 | 600000 | 595339 |
| &nbsp;&nbsp; 3.65% 6/1/49 | 150000 | 116941 |
| &nbsp;&nbsp; 3.80% 11/21/46 | 100000 | 81119 |
| &nbsp;&nbsp; 4.55% 3/15/28 | 85000 | 86374 |
| &nbsp;&nbsp; 4.95% 3/15/32 | 165000 | 170910 |
| Nasdaq, Inc. |  |  |
| &nbsp;&nbsp; 1.65% 1/15/31 | 200000 | 174846 |
| &nbsp;&nbsp; 2.50% 12/21/40 | 200000 | 141671 |
| &nbsp;&nbsp; 3.95% 3/7/52 | 100000 | 77349 |
| &nbsp;&nbsp; 5.55% 2/15/34 | 210000 | 220498 |
| Nomura Holdings, Inc. |  |  |
| &nbsp;&nbsp; 2.33% 1/22/27 | 200000 | 195044 |
| &nbsp;&nbsp; 2.61% 7/14/31 | 200000 | 179609 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp; Nomura Holdings, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 2.71% 1/22/29 | 200000 | $190038 |
| &nbsp;&nbsp; 3.00% 1/22/32 | 200000 | 180930 |
| &nbsp;&nbsp; 5.39% 7/6/27 | 200000 | 203632 |
| &nbsp;&nbsp; 6.07% 7/12/28 | 250000 | 261558 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp; 2.25% 3/9/31 | 100000 | 89251 |
| &nbsp;&nbsp; 3.70% 7/18/27 | 100000 | 99276 |
| &nbsp;&nbsp; 4.65% 9/10/29 | 250000 | 253025 |
| &nbsp;&nbsp; Raymond James Financial, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 3.75% 4/1/51 | 250000 | 187606 |
| &nbsp;&nbsp; 4.95% 7/15/46 | 50000 | 46152 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp; 2.88% 10/28/31 | 125000 | 110702 |
| &nbsp;&nbsp; 5.15% 3/19/29 | 50000 | 50630 |
| μ5.94% 8/2/30 | 90000 | 93288 |
| Visa, Inc. |  |  |
| &nbsp;&nbsp; 2.00% 8/15/50 | 300000 | 166660 |
| &nbsp;&nbsp; 2.70% 4/15/40 | 100000 | 76613 |
| &nbsp;&nbsp; 2.75% 9/15/27 | 75000 | 73604 |
| &nbsp;&nbsp; 4.15% 12/14/35 | 115000 | 111112 |
| &nbsp;&nbsp; 4.30% 12/14/45 | 530000 | 467877 |
| Voya Financial, Inc. |  |  |
| &nbsp;&nbsp; 4.80% 6/15/46 | 60000 | 53772 |
| &nbsp;&nbsp; 5.70% 7/15/43 | 100000 | 100580 |
| &nbsp;&nbsp; Western Union Co. 2.75% <br> 3/15/31<br>| 100000 | 88985 |
|  |  | **21161901** |
| **Electric–2.16%** | **Electric–2.16%** | **Electric–2.16%** |
| AEP Texas, Inc. |  |  |
| &nbsp;&nbsp; 2.10% 7/1/30 | 100000 | 90179 |
| &nbsp;&nbsp; 3.45% 1/15/50 | 50000 | 34658 |
| &nbsp;&nbsp; 4.15% 5/1/49 | 100000 | 78103 |
| &nbsp;&nbsp; 5.40% 6/1/33 | 180000 | 185108 |
| &nbsp;&nbsp; 5.85% 10/15/55 | 500000 | 497765 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp; 3.75% 12/1/47 | 100000 | 77621 |
| &nbsp;&nbsp; 4.50% 6/15/52 | 40000 | 34496 |
| AES Corp. 2.45% 1/15/31 | 250000 | 223885 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp; 1.45% 9/15/30 | 250000 | 219086 |
| &nbsp;&nbsp; 3.05% 3/15/32 | 65000 | 60005 |
| &nbsp;&nbsp; 3.70% 12/1/47 | 100000 | 77632 |
| &nbsp;&nbsp; 3.75% 3/1/45 | 150000 | 119153 |
| &nbsp;&nbsp; 4.30% 1/2/46 | 150000 | 128528 |
| &nbsp;&nbsp; 4.30% 7/15/48 | 65000 | 55419 |
| &nbsp;&nbsp; 6.13% 5/15/38 | 100000 | 109514 |
| Ameren Corp. 1.75% 3/15/28 | 100000 | 94456 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp; 1.55% 11/15/30 | 40000 | 35035 |
| &nbsp;&nbsp; 3.70% 12/1/47 | 100000 | 78169 |
| &nbsp;&nbsp; 3.80% 5/15/28 | 100000 | 99626 |

---

*LVIP SSGA Bond Index Fund–24*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; Ameren Illinois <br> Co. (continued)<br>|  |  |
| &nbsp;&nbsp; 4.95% 6/1/33 | 250000 | $256608 |
| &nbsp;&nbsp; American Electric Power Co., <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 2.30% 3/1/30 | 50000 | 45760 |
| &nbsp;&nbsp; 3.20% 11/13/27 | 100000 | 98060 |
| &nbsp;&nbsp; 3.25% 3/1/50 | 65000 | 43568 |
| &nbsp;&nbsp; 5.63% 3/1/33 | 65000 | 68328 |
| &nbsp;&nbsp; 5.95% 11/1/32 | 200000 | 214413 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp; 2.70% 4/1/31 | 250000 | 227826 |
| &nbsp;&nbsp; 3.70% 5/1/50 | 100000 | 72738 |
| &nbsp;&nbsp; 5.65% 4/1/34 | 250000 | 261030 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp; 2.95% 9/15/27 | 50000 | 49008 |
| &nbsp;&nbsp; 3.35% 5/15/50 | 70000 | 49262 |
| &nbsp;&nbsp; 3.50% 12/1/49 | 100000 | 71663 |
| &nbsp;&nbsp; 4.25% 3/1/49 | 100000 | 81653 |
| &nbsp;&nbsp; 4.35% 11/15/45 | 100000 | 84508 |
| &nbsp;&nbsp; 4.50% 4/1/42 | 100000 | 88124 |
| &nbsp;&nbsp; 5.05% 9/1/41 | 100000 | 94681 |
| &nbsp;&nbsp; Atlantic City Electric Co. <br> 2.30% 3/15/31<br>| 50000 | 44866 |
| Avangrid, Inc. 3.80% 6/1/29 | 100000 | 98170 |
| Avista Corp. 4.35% 6/1/48 | 100000 | 83746 |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp; 2.90% 6/15/50 | 55000 | 35798 |
| &nbsp;&nbsp; 3.50% 8/15/46 | 200000 | 151048 |
| &nbsp;&nbsp; 3.75% 8/15/47 | 100000 | 77352 |
| &nbsp;&nbsp; 5.30% 6/1/34 | 250000 | 260026 |
| &nbsp;&nbsp; 6.35% 10/1/36 | 100000 | 111381 |
| &nbsp;&nbsp; Berkshire Hathaway Energy <br> Co.<br>|  |  |
| &nbsp;&nbsp; 1.65% 5/15/31 | 90000 | 77970 |
| &nbsp;&nbsp; 2.85% 5/15/51 | 150000 | 95202 |
| &nbsp;&nbsp; 3.25% 4/15/28 | 125000 | 122775 |
| &nbsp;&nbsp; 3.80% 7/15/48 | 70000 | 53996 |
| &nbsp;&nbsp; 4.60% 5/1/53 | 150000 | 128937 |
| &nbsp;&nbsp; 5.95% 5/15/37 | 125000 | 134702 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp; 6.00% 1/15/35 | 95000 | 101126 |
| &nbsp;&nbsp; 6.15% 5/15/34 | 250000 | 266972 |
| &nbsp;&nbsp; CenterPoint Energy Houston <br> Electric LLC<br>|  |  |
| &nbsp;&nbsp; 2.35% 4/1/31 | 85000 | 76482 |
| &nbsp;&nbsp; 3.00% 2/1/27 | 100000 | 98632 |
| &nbsp;&nbsp; 3.35% 4/1/51 | 125000 | 88853 |
| &nbsp;&nbsp; 4.25% 2/1/49 | 50000 | 41907 |
| &nbsp;&nbsp; 4.80% 3/15/30 | 250000 | 255769 |
| &nbsp;&nbsp; 4.95% 8/15/35 | 250000 | 249094 |
| &nbsp;&nbsp; 5.05% 3/1/35 | 100000 | 101066 |
| &nbsp;&nbsp; CenterPoint Energy, Inc. <br> 2.95% 3/1/30<br>| 100000 | 94285 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; Cleco Corporate <br> Holdings LLC 4.97% 5/1/46<br>| 70000 | $60908 |
| &nbsp;&nbsp; Cleveland Electric <br> Illuminating Co. 5.95% <br> 12/15/36<br>| 100000 | 106373 |
| &nbsp;&nbsp; CMS Energy Corp. 4.88% <br> 3/1/44<br>| 100000 | 90622 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp; 2.20% 3/1/30 | 100000 | 92085 |
| &nbsp;&nbsp; 2.75% 9/1/51 | 285000 | 177150 |
| &nbsp;&nbsp; 3.13% 3/15/51 | 100000 | 67386 |
| &nbsp;&nbsp; 3.20% 11/15/49 | 145000 | 100141 |
| &nbsp;&nbsp; 3.65% 6/15/46 | 100000 | 77429 |
| &nbsp;&nbsp; 3.70% 8/15/28 | 45000 | 44644 |
| &nbsp;&nbsp; 4.00% 3/1/48 | 250000 | 201085 |
| &nbsp;&nbsp; 4.90% 2/1/33 | 90000 | 91792 |
| &nbsp;&nbsp; 5.30% 6/1/34 | 55000 | 57406 |
| &nbsp;&nbsp; 5.65% 6/1/54 | 65000 | 66086 |
| &nbsp;&nbsp; 6.45% 1/15/38 | 100000 | 111401 |
| &nbsp;&nbsp; Connecticut Light & Power <br> Co.<br>|  |  |
| &nbsp;&nbsp; 4.65% 1/1/29 | 250000 | 254542 |
| &nbsp;&nbsp; 4.95% 1/15/30 | 250000 | 257149 |
| &nbsp;&nbsp; 4.95% 8/15/34 | 65000 | 65779 |
| &nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc.<br>|  |  |
| &nbsp;&nbsp; 3.00% 12/1/60 | 160000 | 97394 |
| &nbsp;&nbsp; 3.60% 6/15/61 | 200000 | 139313 |
| &nbsp;&nbsp; 3.70% 11/15/59 | 85000 | 60865 |
| &nbsp;&nbsp; 3.80% 5/15/28 | 100000 | 99549 |
| &nbsp;&nbsp; 3.95% 3/1/43 | 150000 | 124716 |
| &nbsp;&nbsp; 4.00% 12/1/28 | 100000 | 99993 |
| &nbsp;&nbsp; 4.30% 12/1/56 | 100000 | 80952 |
| &nbsp;&nbsp; 4.45% 3/15/44 | 200000 | 176266 |
| &nbsp;&nbsp; 4.50% 12/1/45 | 100000 | 87669 |
| &nbsp;&nbsp; 4.65% 12/1/48 | 100000 | 88544 |
| &nbsp;&nbsp; 5.13% 3/15/35 | 100000 | 102664 |
| &nbsp;&nbsp; 5.50% 12/1/39 | 250000 | 256350 |
| &nbsp;&nbsp; 5.50% 3/15/55 | 100000 | 98875 |
| &nbsp;&nbsp; 5.85% 3/15/36 | 100000 | 106774 |
| &nbsp;&nbsp; 6.30% 8/15/37 | 20000 | 22101 |
| &nbsp;&nbsp; 6.75% 4/1/38 | 25000 | 28640 |
| &nbsp;&nbsp; Constellation Energy <br> Generation LLC<br>|  |  |
| &nbsp;&nbsp; 5.60% 6/15/42 | 292000 | 295939 |
| &nbsp;&nbsp; 6.13% 1/15/34 | 75000 | 81617 |
| &nbsp;&nbsp; 6.25% 10/1/39 | 100000 | 108628 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp; 2.50% 5/1/60 | 85000 | 47788 |
| &nbsp;&nbsp; 3.95% 5/15/43 | 150000 | 124723 |
| &nbsp;&nbsp; 4.63% 5/15/33 | 100000 | 100090 |
| &nbsp;&nbsp; 4.65% 3/1/28 | 250000 | 253238 |
| &nbsp;&nbsp; 4.90% 2/15/29 | 250000 | 256304 |
| &nbsp;&nbsp; Dayton Power & Light Co. <br> 3.95% 6/15/49<br>| 95000 | 71800 |

---

*LVIP SSGA Bond Index Fund–25*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; Delmarva Power & Light Co. <br> 4.15% 5/15/45<br>| 50000 | $42387 |
| &nbsp;&nbsp; Dominion Energy South <br> Carolina, Inc.<br>|  |  |
| &nbsp;&nbsp; 5.30% 1/15/35 | 110000 | 113593 |
| &nbsp;&nbsp; 6.05% 1/15/38 | 225000 | 242467 |
| &nbsp;&nbsp; 6.25% 10/15/53 | 145000 | 159423 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp; 2.25% 8/15/31 | 90000 | 79646 |
| &nbsp;&nbsp; 3.30% 4/15/41 | 30000 | 22857 |
| &nbsp;&nbsp; 4.25% 6/1/28 | 250000 | 250404 |
| &nbsp;&nbsp; 4.60% 3/15/49 | 150000 | 126799 |
| &nbsp;&nbsp; 4.90% 8/1/41 | 60000 | 55540 |
| &nbsp;&nbsp; 5.00% 6/15/30 | 155000 | 158907 |
| &nbsp;&nbsp; 5.45% 3/15/35 | 250000 | 256156 |
| &nbsp;&nbsp; 5.95% 6/15/35 | 25000 | 26608 |
| μ6.00% 2/15/56 | 250000 | 251789 |
| μ6.88% 2/1/55 | 250000 | 261669 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp; 1.90% 4/1/28 | 160000 | 152187 |
| &nbsp;&nbsp; 2.25% 3/1/30 | 150000 | 138412 |
| &nbsp;&nbsp; 3.25% 4/1/51 | 70000 | 49215 |
| &nbsp;&nbsp; 3.70% 6/1/46 | 50000 | 39116 |
| &nbsp;&nbsp; 3.75% 8/15/47 | 100000 | 77779 |
| &nbsp;&nbsp; 3.95% 3/1/49 | 70000 | 56364 |
| &nbsp;&nbsp; 4.05% 5/15/48 | 100000 | 82442 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp; 2.85% 10/1/26 | 200000 | 197541 |
| &nbsp;&nbsp; 3.40% 6/15/29 | 98000 | 94749 |
| &nbsp;&nbsp; 4.88% 6/1/28 | 210000 | 213639 |
| &nbsp;&nbsp; 4.95% 7/1/27 | 65000 | 65827 |
| &nbsp;&nbsp; 5.20% 4/1/30 | 120000 | 123649 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp; 2.55% 4/15/31 | 75000 | 68659 |
| &nbsp;&nbsp; 3.45% 4/15/51 | 90000 | 65000 |
| &nbsp;&nbsp; 3.95% 3/15/48 | 150000 | 120250 |
| &nbsp;&nbsp; 4.00% 9/30/42 | 150000 | 127323 |
| &nbsp;&nbsp; 4.95% 1/15/33 | 250000 | 257025 |
| &nbsp;&nbsp; 5.25% 3/15/35 | 250000 | 258703 |
| &nbsp;&nbsp; 5.30% 2/15/40 | 100000 | 101087 |
| &nbsp;&nbsp; 6.10% 6/1/37 | 170000 | 182670 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp; 2.45% 6/1/30 | 370000 | 340524 |
| &nbsp;&nbsp; 3.15% 8/15/27 | 250000 | 246030 |
| &nbsp;&nbsp; 3.95% 8/15/47 | 200000 | 155460 |
| &nbsp;&nbsp; 4.80% 12/15/45 | 100000 | 89128 |
| &nbsp;&nbsp; 4.85% 1/5/29 | 250000 | 254739 |
| &nbsp;&nbsp; 5.00% 12/8/27 | 125000 | 127296 |
| &nbsp;&nbsp; 5.45% 6/15/34 | 145000 | 150821 |
| &nbsp;&nbsp; 5.75% 9/15/33 | 250000 | 265540 |
| &nbsp;&nbsp; 6.10% 9/15/53 | 250000 | 263141 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp; 1.75% 6/15/30 | 335000 | 299869 |
| &nbsp;&nbsp; 3.20% 1/15/27 | 150000 | 148689 |
| &nbsp;&nbsp; 3.85% 11/15/42 | 100000 | 82439 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; Duke Energy Florida Project <br> Finance LLC 2.54% 9/1/31<br>| 58641 | $56424 |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp; 2.75% 4/1/50 | 125000 | 79398 |
| &nbsp;&nbsp; 3.75% 5/15/46 | 150000 | 118330 |
| &nbsp;&nbsp; 6.12% 10/15/35 | 100000 | 109267 |
| &nbsp;&nbsp; 6.45% 4/1/39 | 130000 | 145112 |
| &nbsp;&nbsp; Duke Energy Ohio, Inc. 3.65% <br> 2/1/29<br>| 100000 | 98804 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp; 3.70% 9/1/28 | 100000 | 99232 |
| &nbsp;&nbsp; 4.10% 3/15/43 | 100000 | 85249 |
| &nbsp;&nbsp; 5.05% 3/15/35 | 115000 | 116853 |
| &nbsp;&nbsp; 6.30% 4/1/38 | 250000 | 275624 |
| &nbsp;&nbsp; Duke Energy Progress NC <br> Storm Funding LLC 2.39% <br> 7/1/39<br>| 100000 | 85572 |
| Edison International |  |  |
| &nbsp;&nbsp; 5.25% 11/15/28 | 145000 | 146164 |
| &nbsp;&nbsp; 5.25% 3/15/32 | 90000 | 89146 |
| &nbsp;&nbsp; El Paso Electric Co. 5.00% <br> 12/1/44<br>| 150000 | 131911 |
| &nbsp;&nbsp; Emera U.S. Finance LP 4.75% <br> 6/15/46<br>| 105000 | 90601 |
| &nbsp;&nbsp; Enel Americas SA 4.00% <br> 10/25/26<br>| 35000 | 34938 |
| Enel Chile SA 4.88% 6/12/28 | 150000 | 152406 |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp; 2.65% 6/15/51 | 65000 | 39306 |
| &nbsp;&nbsp; 3.35% 6/15/52 | 100000 | 69354 |
| &nbsp;&nbsp; 4.20% 4/1/49 | 100000 | 81923 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp; 1.90% 6/15/28 | 85000 | 80144 |
| &nbsp;&nbsp; 2.40% 6/15/31 | 100000 | 89386 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp; 1.60% 12/15/30 | 50000 | 43854 |
| &nbsp;&nbsp; 2.35% 6/15/32 | 100000 | 87889 |
| &nbsp;&nbsp; 2.40% 10/1/26 | 100000 | 98389 |
| &nbsp;&nbsp; 2.90% 3/15/51 | 75000 | 48124 |
| &nbsp;&nbsp; 3.10% 6/15/41 | 100000 | 76134 |
| &nbsp;&nbsp; 3.25% 4/1/28 | 150000 | 147554 |
| &nbsp;&nbsp; 4.00% 3/15/33 | 95000 | 91189 |
| &nbsp;&nbsp; 4.20% 4/1/50 | 100000 | 81300 |
| &nbsp;&nbsp; 4.95% 1/15/45 | 110000 | 101265 |
| &nbsp;&nbsp; 5.15% 9/15/34 | 155000 | 158266 |
| &nbsp;&nbsp; 5.80% 3/15/55 | 175000 | 179175 |
| Entergy Mississippi LLC |  |  |
| &nbsp;&nbsp; 2.85% 6/1/28 | 50000 | 48531 |
| &nbsp;&nbsp; 3.85% 6/1/49 | 25000 | 19314 |
| Entergy Texas, Inc. |  |  |
| &nbsp;&nbsp; 3.55% 9/30/49 | 50000 | 36304 |
| &nbsp;&nbsp; 5.25% 4/15/35 | 145000 | 148606 |
| &nbsp;&nbsp; 5.80% 9/1/53 | 140000 | 141982 |
| Evergy Kansas Central, Inc. |  |  |
| &nbsp;&nbsp; 4.25% 12/1/45 | 50000 | 42166 |

---

*LVIP SSGA Bond Index Fund–26*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; Evergy Kansas Central, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 5.25% 3/15/35 | 100000 | $101840 |
| Evergy Metro, Inc. |  |  |
| &nbsp;&nbsp; 2.25% 6/1/30 | 150000 | 137431 |
| &nbsp;&nbsp; 4.20% 6/15/47 | 100000 | 82302 |
| Eversource Energy |  |  |
| &nbsp;&nbsp; 2.55% 3/15/31 | 250000 | 225411 |
| &nbsp;&nbsp; 2.90% 3/1/27 | 100000 | 98210 |
| &nbsp;&nbsp; 3.30% 1/15/28 | 100000 | 97891 |
| &nbsp;&nbsp; 3.38% 3/1/32 | 100000 | 92476 |
| &nbsp;&nbsp; 4.25% 4/1/29 | 75000 | 74779 |
| &nbsp;&nbsp; 5.45% 3/1/28 | 365000 | 374918 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp; 2.75% 3/15/27 | 100000 | 98033 |
| &nbsp;&nbsp; 3.35% 3/15/32 | 100000 | 93418 |
| &nbsp;&nbsp; 4.10% 3/15/52 | 40000 | 31278 |
| &nbsp;&nbsp; 4.45% 4/15/46 | 100000 | 85149 |
| &nbsp;&nbsp; 4.95% 6/15/35 | 105000 | 103748 |
| &nbsp;&nbsp; 5.10% 6/15/45 | 105000 | 97859 |
| &nbsp;&nbsp; 5.15% 3/15/28 | 50000 | 51141 |
| &nbsp;&nbsp; 5.30% 3/15/33 | 100000 | 103606 |
| &nbsp;&nbsp; 5.60% 3/15/53 | 100000 | 97758 |
| &nbsp;&nbsp; FirstEnergy <br> Transmission LLC<br>|  |  |
| &nbsp;&nbsp; 4.55% 1/15/30 | 85000 | 85544 |
| &nbsp;&nbsp; 5.00% 1/15/35 | 65000 | 65039 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp; 3.70% 12/1/47 | 100000 | 77762 |
| &nbsp;&nbsp; 3.80% 12/15/42 | 100000 | 82688 |
| &nbsp;&nbsp; 4.05% 6/1/42 | 150000 | 129622 |
| &nbsp;&nbsp; 4.13% 6/1/48 | 100000 | 82842 |
| &nbsp;&nbsp; 4.80% 5/15/33 | 250000 | 254306 |
| &nbsp;&nbsp; 5.05% 4/1/28 | 145000 | 148790 |
| &nbsp;&nbsp; 5.10% 4/1/33 | 160000 | 165548 |
| &nbsp;&nbsp; 5.30% 6/15/34 | 500000 | 521580 |
| &nbsp;&nbsp; 5.30% 4/1/53 | 165000 | 161974 |
| &nbsp;&nbsp; 5.69% 3/1/40 | 50000 | 52734 |
| &nbsp;&nbsp; 5.70% 3/15/55 | 110000 | 114021 |
| &nbsp;&nbsp; 5.80% 3/15/65 | 155000 | 162357 |
| &nbsp;&nbsp; 5.96% 4/1/39 | 100000 | 108102 |
| Fortis, Inc. 3.06% 10/4/26 | 200000 | 197698 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp; 2.65% 9/15/29 | 105000 | 99427 |
| &nbsp;&nbsp; 3.25% 3/15/51 | 285000 | 199221 |
| &nbsp;&nbsp; 3.70% 1/30/50 | 40000 | 30534 |
| &nbsp;&nbsp; 4.00% 10/1/28 | 500000 | 499991 |
| &nbsp;&nbsp; 4.30% 3/15/42 | 200000 | 176540 |
| &nbsp;&nbsp; 4.30% 3/15/43 | 100000 | 87414 |
| &nbsp;&nbsp; 4.55% 3/15/30 | 100000 | 101547 |
| &nbsp;&nbsp; 4.65% 5/16/28 | 250000 | 253705 |
| &nbsp;&nbsp; 4.75% 9/1/40 | 100000 | 95207 |
| &nbsp;&nbsp; 4.85% 3/15/31 | 155000 | 159152 |
| Hydro-Quebec 8.50% 12/1/29 | 115000 | 134460 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; Iberdrola International BV <br> 6.75% 7/15/36<br>| 100000 | $113561 |
| &nbsp;&nbsp; Idaho Power Co. 5.20% <br> 8/15/34<br>| 180000 | 185751 |
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp; 3.75% 7/1/47 | 100000 | 77698 |
| &nbsp;&nbsp; 3.85% 5/15/28 | 150000 | 149134 |
| &nbsp;&nbsp; 4.25% 8/15/48 | 50000 | 40654 |
| Interstate Power & Light Co. |  |  |
| &nbsp;&nbsp; 2.30% 6/1/30 | 25000 | 22839 |
| &nbsp;&nbsp; 3.50% 9/30/49 | 50000 | 36303 |
| &nbsp;&nbsp; 3.60% 4/1/29 | 200000 | 195940 |
| &nbsp;&nbsp; 4.95% 9/30/34 | 85000 | 84519 |
| &nbsp;&nbsp; 5.70% 10/15/33 | 105000 | 110102 |
| &nbsp;&nbsp; 6.25% 7/15/39 | 130000 | 140459 |
| &nbsp;&nbsp; ITC Holdings Corp. 3.35% <br> 11/15/27<br>| 100000 | 98164 |
| &nbsp;&nbsp; Jersey Central Power & Light <br> Co. 5.10% 1/15/35<br>| 60000 | 60809 |
| Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp; 3.30% 6/1/50 | 105000 | 73167 |
| &nbsp;&nbsp; 5.13% 11/1/40 | 100000 | 97968 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp; 3.10% 5/1/27 | 100000 | 98788 |
| &nbsp;&nbsp; 3.65% 4/15/29 | 50000 | 49271 |
| &nbsp;&nbsp; 3.95% 8/1/47 | 100000 | 80533 |
| &nbsp;&nbsp; 4.25% 7/15/49 | 50000 | 41792 |
| &nbsp;&nbsp; 4.40% 10/15/44 | 100000 | 87603 |
| &nbsp;&nbsp; 5.35% 1/15/34 | 125000 | 130544 |
| &nbsp;&nbsp; 5.75% 11/1/35 | 25000 | 26750 |
| &nbsp;&nbsp; Mississippi Power Co. 3.95% <br> 3/30/28<br>| 100000 | 99925 |
| &nbsp;&nbsp; National Grid PLC 5.42% <br> 1/11/34<br>| 250000 | 259293 |
| &nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 1.35% 3/15/31 | 125000 | 106732 |
| &nbsp;&nbsp; 2.40% 3/15/30 | 195000 | 181182 |
| &nbsp;&nbsp; 3.05% 4/25/27 | 100000 | 98535 |
| &nbsp;&nbsp; 4.02% 11/1/32 | 100000 | 96881 |
| &nbsp;&nbsp; 4.85% 2/7/29 | 250000 | 255714 |
| &nbsp;&nbsp; 5.80% 1/15/33 | 85000 | 91189 |
| &nbsp;&nbsp; 8.00% 3/1/32 | 150000 | 177953 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp; 2.40% 5/1/30 | 100000 | 92585 |
| &nbsp;&nbsp; 3.13% 8/1/50 | 65000 | 42893 |
| &nbsp;&nbsp; 3.70% 5/1/29 | 75000 | 73790 |
| &nbsp;&nbsp; 6.00% 3/15/54 | 80000 | 83222 |
| &nbsp;&nbsp; 6.75% 7/1/37 | 100000 | 113535 |
| &nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.<br>|  |  |
| &nbsp;&nbsp; 1.88% 1/15/27 | 200000 | 194492 |
| &nbsp;&nbsp; 2.44% 1/15/32 | 200000 | 176721 |
| &nbsp;&nbsp; 2.75% 11/1/29 | 320000 | 302472 |
| &nbsp;&nbsp; 3.00% 1/15/52 | 200000 | 128467 |

---

*LVIP SSGA Bond Index Fund–27*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 3.50% 4/1/29 | 150000 | $146615 |
| &nbsp;&nbsp; 4.63% 7/15/27 | 200000 | 201960 |
| &nbsp;&nbsp; 5.00% 7/15/32 | 60000 | 61348 |
| &nbsp;&nbsp; 5.05% 2/28/33 | 250000 | 255355 |
| &nbsp;&nbsp; 5.25% 2/28/53 | 145000 | 136736 |
| &nbsp;&nbsp; 5.30% 3/15/32 | 500000 | 519238 |
| μ5.65% 5/1/79 | 100000 | 100528 |
| Northern States Power Co. |  |  |
| &nbsp;&nbsp; 2.25% 4/1/31 | 100000 | 90686 |
| &nbsp;&nbsp; 2.90% 3/1/50 | 60000 | 40275 |
| &nbsp;&nbsp; 3.20% 4/1/52 | 60000 | 42189 |
| &nbsp;&nbsp; 3.60% 5/15/46 | 50000 | 38395 |
| &nbsp;&nbsp; 3.60% 9/15/47 | 100000 | 75960 |
| &nbsp;&nbsp; 4.00% 8/15/45 | 100000 | 82836 |
| &nbsp;&nbsp; 5.35% 11/1/39 | 40000 | 41474 |
| &nbsp;&nbsp; 5.65% 6/15/54 | 250000 | 257896 |
| &nbsp;&nbsp; 6.20% 7/1/37 | 100000 | 110576 |
| &nbsp;&nbsp; NorthWestern Corp. 4.18% <br> 11/15/44<br>| 150000 | 125598 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp; 1.95% 8/15/31 | 100000 | 87479 |
| &nbsp;&nbsp; 3.20% 5/15/27 | 100000 | 98689 |
| Oglethorpe Power Corp. |  |  |
| &nbsp;&nbsp; 3.75% 8/1/50 | 155000 | 111868 |
| &nbsp;&nbsp; 5.95% 11/1/39 | 100000 | 104423 |
| &nbsp;&nbsp; Ohio Edison Co. 6.88% <br> 7/15/36<br>| 100000 | 114547 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp; 1.63% 1/15/31 | 100000 | 86529 |
| &nbsp;&nbsp; 4.15% 4/1/48 | 100000 | 79367 |
| Oklahoma Gas & Electric Co. |  |  |
| &nbsp;&nbsp; 3.30% 3/15/30 | 100000 | 96336 |
| &nbsp;&nbsp; 4.15% 4/1/47 | 50000 | 41005 |
| &nbsp;&nbsp; 5.60% 4/1/53 | 250000 | 249644 |
| &nbsp;&nbsp; Oncor Electric Delivery Co. <br> LLC<br>|  |  |
| &nbsp;&nbsp; 3.70% 11/15/28 | 200000 | 197765 |
| &nbsp;&nbsp; 3.75% 4/1/45 | 100000 | 79008 |
| &nbsp;&nbsp; 4.10% 11/15/48 | 100000 | 81777 |
| &nbsp;&nbsp; 4.55% 12/1/41 | 150000 | 136264 |
| &nbsp;&nbsp; 4.65% 11/1/29 | 110000 | 111750 |
| &nbsp;&nbsp; 5.30% 6/1/42 | 200000 | 197334 |
| &nbsp;&nbsp; 5.35% 4/1/35 | 105000 | 108601 |
| &nbsp;&nbsp; 5.55% 6/15/54 | 175000 | 174170 |
| Pacific Gas & Electric Co. |  |  |
| &nbsp;&nbsp; 2.10% 8/1/27 | 85000 | 81706 |
| &nbsp;&nbsp; 2.50% 2/1/31 | 250000 | 222726 |
| &nbsp;&nbsp; 3.25% 6/1/31 | 185000 | 170116 |
| &nbsp;&nbsp; 3.30% 8/1/40 | 150000 | 113648 |
| &nbsp;&nbsp; 3.50% 8/1/50 | 410000 | 279704 |
| &nbsp;&nbsp; 4.20% 3/1/29 | 70000 | 69363 |
| &nbsp;&nbsp; 4.20% 6/1/41 | 115000 | 94170 |
| &nbsp;&nbsp; 4.40% 3/1/32 | 100000 | 97381 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; Pacific Gas & Electric <br> Co. (continued)<br>|  |  |
| &nbsp;&nbsp; 4.95% 7/1/50 | 600000 | $514972 |
| &nbsp;&nbsp; 5.00% 6/4/28 | 600000 | 608354 |
| &nbsp;&nbsp; 5.25% 3/1/52 | 100000 | 88911 |
| &nbsp;&nbsp; 5.90% 10/1/54 | 170000 | 165598 |
| &nbsp;&nbsp; 6.15% 1/15/33 | 125000 | 132299 |
| &nbsp;&nbsp; 6.75% 1/15/53 | 300000 | 323234 |
| PacifiCorp |  |  |
| &nbsp;&nbsp; 3.50% 6/15/29 | 65000 | 63152 |
| &nbsp;&nbsp; 4.10% 2/1/42 | 100000 | 82551 |
| &nbsp;&nbsp; 4.13% 1/15/49 | 70000 | 54458 |
| &nbsp;&nbsp; 4.15% 2/15/50 | 100000 | 77788 |
| &nbsp;&nbsp; 5.35% 12/1/53 | 300000 | 276615 |
| &nbsp;&nbsp; 5.45% 2/15/34 | 350000 | 358515 |
| &nbsp;&nbsp; 5.75% 4/1/37 | 100000 | 103297 |
| &nbsp;&nbsp; 6.00% 1/15/39 | 100000 | 104515 |
| &nbsp;&nbsp; 6.35% 7/15/38 | 25000 | 26890 |
| &nbsp;&nbsp; 7.70% 11/15/31 | 100000 | 116248 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp; 2.80% 6/15/50 | 290000 | 186715 |
| &nbsp;&nbsp; 3.00% 9/15/49 | 40000 | 26914 |
| &nbsp;&nbsp; 3.05% 3/15/51 | 30000 | 19791 |
| &nbsp;&nbsp; 5.95% 10/1/36 | 100000 | 108354 |
| &nbsp;&nbsp; PG&E Recovery Funding LLC <br> 5.53% 6/1/51<br>| 563000 | 557962 |
| &nbsp;&nbsp; PG&E Wildfire Recovery <br> Funding LLC 4.72% 6/1/39<br>| 250000 | 247281 |
| &nbsp;&nbsp; Potomac Electric Power Co. <br> 4.15% 3/15/43<br>| 100000 | 85106 |
| &nbsp;&nbsp; PPL Capital Funding, Inc. <br> 5.25% 9/1/34<br>| 115000 | 117617 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp; 4.13% 6/15/44 | 100000 | 85406 |
| &nbsp;&nbsp; 4.85% 2/15/34 | 155000 | 156772 |
| &nbsp;&nbsp; 5.00% 5/15/33 | 145000 | 149225 |
| &nbsp;&nbsp; 5.25% 5/15/53 | 85000 | 82862 |
| &nbsp;&nbsp; 6.25% 5/15/39 | 30000 | 33444 |
| &nbsp;&nbsp; Progress Energy, Inc. 7.75% <br> 3/1/31<br>| 150000 | 172887 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp; 1.90% 1/15/31 | 150000 | 132160 |
| &nbsp;&nbsp; 2.70% 1/15/51 | 150000 | 92394 |
| &nbsp;&nbsp; 3.20% 3/1/50 | 65000 | 44702 |
| &nbsp;&nbsp; 4.05% 9/15/49 | 50000 | 39462 |
| &nbsp;&nbsp; 5.35% 5/15/34 | 255000 | 263378 |
| &nbsp;&nbsp; 5.75% 5/15/54 | 100000 | 101919 |
| &nbsp;&nbsp; 6.25% 9/1/37 | 100000 | 108470 |
| &nbsp;&nbsp; Public Service Electric & Gas <br> Co.<br>|  |  |
| &nbsp;&nbsp; 2.05% 8/1/50 | 100000 | 54228 |
| &nbsp;&nbsp; 3.00% 3/1/51 | 100000 | 66204 |
| &nbsp;&nbsp; 3.60% 12/1/47 | 50000 | 38185 |
| &nbsp;&nbsp; 3.70% 5/1/28 | 100000 | 99431 |
| &nbsp;&nbsp; 3.80% 3/1/46 | 100000 | 79966 |

---

*LVIP SSGA Bond Index Fund–28*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; Public Service Electric & Gas <br> Co. (continued)<br>|  |  |
| &nbsp;&nbsp; 3.85% 5/1/49 | 125000 | $98079 |
| &nbsp;&nbsp; 4.05% 5/1/48 | 100000 | 81979 |
| &nbsp;&nbsp; 4.85% 8/1/34 | 250000 | 252324 |
| &nbsp;&nbsp; 5.30% 8/1/54 | 190000 | 186057 |
| &nbsp;&nbsp; 5.50% 3/1/40 | 100000 | 102938 |
| &nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.<br>|  |  |
| &nbsp;&nbsp; 1.60% 8/15/30 | 100000 | 87698 |
| &nbsp;&nbsp; 5.88% 10/15/28 | 250000 | 261916 |
| &nbsp;&nbsp; 6.13% 10/15/33 | 125000 | 134941 |
| &nbsp;&nbsp; Puget Energy, Inc. 5.73% <br> 3/15/35<br>| 90000 | 92873 |
| Puget Sound Energy, Inc. |  |  |
| &nbsp;&nbsp; 2.89% 9/15/51 | 105000 | 66474 |
| &nbsp;&nbsp; 4.22% 6/15/48 | 65000 | 53281 |
| &nbsp;&nbsp; 5.33% 6/15/34 | 195000 | 201203 |
| &nbsp;&nbsp; 5.64% 4/15/41 | 80000 | 80703 |
| &nbsp;&nbsp; 5.80% 3/15/40 | 100000 | 104031 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp; 4.10% 6/15/49 | 100000 | 80234 |
| &nbsp;&nbsp; 4.15% 5/15/48 | 100000 | 81116 |
| &nbsp;&nbsp; 4.95% 8/15/28 | 200000 | 204857 |
| &nbsp;&nbsp; 5.35% 4/1/53 | 155000 | 148987 |
| &nbsp;&nbsp; 5.40% 4/15/35 | 185000 | 191053 |
| Sempra |  |  |
| &nbsp;&nbsp; 3.40% 2/1/28 | 95000 | 93200 |
| &nbsp;&nbsp; 3.70% 4/1/29 | 180000 | 176382 |
| &nbsp;&nbsp; 3.80% 2/1/38 | 150000 | 128221 |
| &nbsp;&nbsp; 4.00% 2/1/48 | 95000 | 73226 |
| &nbsp;&nbsp; 6.00% 10/15/39 | 125000 | 129999 |
| &nbsp;&nbsp; Southern California Edison <br> Co.<br>|  |  |
| &nbsp;&nbsp; 2.25% 6/1/30 | 70000 | 62759 |
| &nbsp;&nbsp; 2.85% 8/1/29 | 155000 | 145158 |
| &nbsp;&nbsp; 3.65% 3/1/28 | 100000 | 98269 |
| &nbsp;&nbsp; 3.90% 3/15/43 | 100000 | 78246 |
| &nbsp;&nbsp; 4.00% 4/1/47 | 300000 | 226956 |
| &nbsp;&nbsp; 4.13% 3/1/48 | 150000 | 114609 |
| &nbsp;&nbsp; 4.20% 3/1/29 | 100000 | 98720 |
| &nbsp;&nbsp; 4.50% 9/1/40 | 100000 | 88444 |
| &nbsp;&nbsp; 4.88% 3/1/49 | 100000 | 84545 |
| &nbsp;&nbsp; 5.25% 3/15/30 | 95000 | 96869 |
| &nbsp;&nbsp; 5.45% 6/1/31 | 165000 | 169815 |
| &nbsp;&nbsp; 5.45% 3/1/35 | 250000 | 253016 |
| &nbsp;&nbsp; 5.90% 3/1/55 | 125000 | 121307 |
| &nbsp;&nbsp; 5.95% 11/1/32 | 200000 | 210777 |
| &nbsp;&nbsp; 5.95% 2/1/38 | 25000 | 25491 |
| &nbsp;&nbsp; 6.65% 4/1/29 | 100000 | 104873 |
| Southern Co. |  |  |
| &nbsp;&nbsp; 4.25% 7/1/36 | 85000 | 78983 |
| &nbsp;&nbsp; 5.11% 8/1/27 | 100000 | 101691 |
| Southern Power Co. |  |  |
| &nbsp;&nbsp; 4.95% 12/15/46 | 100000 | 89739 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; Southern Power <br> Co. (continued)<br>|  |  |
| &nbsp;&nbsp; 5.25% 7/15/43 | 120000 | $115243 |
| &nbsp;&nbsp; Southwestern Electric Power <br> Co.<br>|  |  |
| &nbsp;&nbsp; 2.75% 10/1/26 | 150000 | 147959 |
| &nbsp;&nbsp; 3.85% 2/1/48 | 100000 | 75136 |
| &nbsp;&nbsp; 6.20% 3/15/40 | 200000 | 211506 |
| &nbsp;&nbsp; Southwestern Public Service <br> Co.<br>|  |  |
| &nbsp;&nbsp; 4.40% 11/15/48 | 100000 | 83424 |
| &nbsp;&nbsp; 6.00% 6/1/54 | 180000 | 187450 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp; 4.35% 5/15/44 | 50000 | 43076 |
| &nbsp;&nbsp; 4.45% 6/15/49 | 100000 | 84686 |
| &nbsp;&nbsp; 5.15% 3/1/35 | 250000 | 253453 |
| &nbsp;&nbsp; Tucson Electric Power Co. <br> 1.50% 8/1/30<br>| 90000 | 78658 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp; 2.63% 3/15/51 | 250000 | 154152 |
| &nbsp;&nbsp; 2.95% 6/15/27 | 100000 | 98515 |
| &nbsp;&nbsp; 3.50% 3/15/29 | 100000 | 97992 |
| &nbsp;&nbsp; 3.65% 4/15/45 | 100000 | 78092 |
| &nbsp;&nbsp; 3.90% 9/15/42 | 100000 | 82847 |
| &nbsp;&nbsp; 4.00% 4/1/48 | 100000 | 80341 |
| &nbsp;&nbsp; 8.45% 3/15/39 | 80000 | 104058 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp; 2.30% 11/15/31 | 200000 | 176750 |
| &nbsp;&nbsp; 2.95% 11/15/26 | 100000 | 98676 |
| &nbsp;&nbsp; 2.95% 11/15/51 | 200000 | 127903 |
| &nbsp;&nbsp; 3.30% 12/1/49 | 100000 | 69106 |
| &nbsp;&nbsp; 3.50% 3/15/27 | 150000 | 148895 |
| &nbsp;&nbsp; 3.80% 4/1/28 | 100000 | 99598 |
| &nbsp;&nbsp; 3.80% 9/15/47 | 100000 | 77347 |
| &nbsp;&nbsp; 4.00% 11/15/46 | 45000 | 36165 |
| &nbsp;&nbsp; 4.60% 12/1/48 | 115000 | 100407 |
| &nbsp;&nbsp; 4.65% 8/15/43 | 150000 | 135905 |
| &nbsp;&nbsp; 5.55% 8/15/54 | 85000 | 84232 |
| &nbsp;&nbsp; 6.00% 5/15/37 | 25000 | 26867 |
| &nbsp;&nbsp; 6.35% 11/30/37 | 100000 | 110064 |
| &nbsp;&nbsp; 8.88% 11/15/38 | 100000 | 134679 |
| WEC Energy Group, Inc. |  |  |
| &nbsp;&nbsp; 1.38% 10/15/27 | 150000 | 142146 |
| &nbsp;&nbsp; 1.80% 10/15/30 | 52000 | 46029 |
| &nbsp;&nbsp; 4.75% 1/15/28 | 100000 | 101404 |
| &nbsp;&nbsp; Wisconsin Electric Power Co. <br> 4.30% 10/15/48<br>| 45000 | 38265 |
| &nbsp;&nbsp; Wisconsin Power & Light Co. <br> 1.95% 9/16/31<br>| 50000 | 43253 |
| &nbsp;&nbsp; Wisconsin Public Service <br> Corp. 4.75% 11/1/44<br>| 200000 | 182617 |
| Xcel Energy, Inc. |  |  |
| &nbsp;&nbsp; 3.35% 12/1/26 | 100000 | 99011 |
| &nbsp;&nbsp; 4.75% 3/21/28 | 80000 | 80987 |

---

*LVIP SSGA Bond Index Fund–29*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; Xcel Energy, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 5.45% 8/15/33 | 200000 | $206910 |
|  |  | **55097430** |
| **Electrical Components & Equipment–0.02%** | **Electrical Components & Equipment–0.02%** | **Electrical Components & Equipment–0.02%** |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp; 1.80% 10/15/27 | 45000 | 43187 |
| &nbsp;&nbsp; 2.00% 12/21/28 | 200000 | 188160 |
| &nbsp;&nbsp; 2.75% 10/15/50 | 30000 | 19501 |
| &nbsp;&nbsp; 5.00% 3/15/35 | 210000 | 215293 |
| &nbsp;&nbsp; 5.25% 11/15/39 | 50000 | 50933 |
|  |  | **517074** |
| **Electronics–0.15%** | **Electronics–0.15%** | **Electronics–0.15%** |
| Allegion PLC 3.50% 10/1/29 | 50000 | 48364 |
| &nbsp;&nbsp; Allegion U.S. Holding Co., Inc. <br> 5.60% 5/29/34<br>| 150000 | 156559 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp; 2.20% 9/15/31 | 60000 | 53246 |
| &nbsp;&nbsp; 4.35% 6/1/29 | 75000 | 75688 |
| &nbsp;&nbsp; 5.00% 1/15/35 | 185000 | 188756 |
| &nbsp;&nbsp; 5.05% 4/5/27 | 170000 | 172686 |
| Arrow Electronics, Inc. |  |  |
| &nbsp;&nbsp; 3.88% 1/12/28 | 200000 | 197729 |
| &nbsp;&nbsp; 5.15% 8/21/29 | 160000 | 163797 |
| Avnet, Inc. 5.50% 6/1/32 | 100000 | 101884 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp; 4.88% 6/15/29 | 75000 | 75784 |
| &nbsp;&nbsp; 6.00% 1/15/28 | 210000 | 216948 |
| Fortive Corp. 4.30% 6/15/46 | 50000 | 41992 |
| Honeywell International, Inc. |  |  |
| &nbsp;&nbsp; 1.10% 3/1/27 | 200000 | 192103 |
| &nbsp;&nbsp; 1.75% 9/1/31 | 160000 | 138572 |
| &nbsp;&nbsp; 1.95% 6/1/30 | 250000 | 226482 |
| &nbsp;&nbsp; 2.70% 8/15/29 | 60000 | 57153 |
| &nbsp;&nbsp; 2.80% 6/1/50 | 100000 | 65147 |
| &nbsp;&nbsp; 4.25% 1/15/29 | 160000 | 160751 |
| &nbsp;&nbsp; 4.95% 2/15/28 | 180000 | 184033 |
| &nbsp;&nbsp; 5.25% 3/1/54 | 500000 | 481259 |
| Hubbell, Inc. 2.30% 3/15/31 | 60000 | 53868 |
| Jabil, Inc. |  |  |
| &nbsp;&nbsp; 3.00% 1/15/31 | 50000 | 46046 |
| &nbsp;&nbsp; 3.60% 1/15/30 | 50000 | 48220 |
| &nbsp;&nbsp; 3.95% 1/12/28 | 110000 | 109245 |
| &nbsp;&nbsp; 4.25% 5/15/27 | 50000 | 50004 |
| Keysight Technologies, Inc. |  |  |
| &nbsp;&nbsp; 4.60% 4/6/27 | 60000 | 60278 |
| &nbsp;&nbsp; 5.35% 7/30/30 | 125000 | 129929 |
| &nbsp;&nbsp; TD SYNNEX Corp. 6.10% <br> 4/12/34<br>| 65000 | 69102 |
| Trimble, Inc. |  |  |
| &nbsp;&nbsp; 4.90% 6/15/28 | 100000 | 101843 |
| &nbsp;&nbsp; 6.10% 3/15/33 | 125000 | 134373 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electronics (continued)** | **Electronics (continued)** | **Electronics (continued)** |
| &nbsp;&nbsp; Tyco Electronics Group SA <br> 2.50% 2/4/32<br>| 85000 | $76111 |
|  |  | **3877952** |
| **Environmental Control–0.10%** | **Environmental Control–0.10%** | **Environmental Control–0.10%** |
| Republic Services, Inc. |  |  |
| &nbsp;&nbsp; 1.45% 2/15/31 | 200000 | 173251 |
| &nbsp;&nbsp; 1.75% 2/15/32 | 100000 | 85924 |
| &nbsp;&nbsp; 3.38% 11/15/27 | 60000 | 59296 |
| &nbsp;&nbsp; 3.95% 5/15/28 | 150000 | 150037 |
| &nbsp;&nbsp; 5.00% 11/15/29 | 100000 | 103240 |
| &nbsp;&nbsp; 5.15% 3/15/35 | 180000 | 185856 |
| &nbsp;&nbsp; 5.20% 11/15/34 | 100000 | 103687 |
| Waste Connections, Inc. |  |  |
| &nbsp;&nbsp; 2.20% 1/15/32 | 115000 | 101085 |
| &nbsp;&nbsp; 2.95% 1/15/52 | 115000 | 75272 |
| &nbsp;&nbsp; 3.20% 6/1/32 | 65000 | 60189 |
| &nbsp;&nbsp; 3.50% 5/1/29 | 150000 | 147379 |
| Waste Management, Inc. |  |  |
| &nbsp;&nbsp; 1.15% 3/15/28 | 30000 | 28056 |
| &nbsp;&nbsp; 1.50% 3/15/31 | 30000 | 25995 |
| &nbsp;&nbsp; 2.50% 11/15/50 | 20000 | 12148 |
| &nbsp;&nbsp; 3.15% 11/15/27 | 100000 | 98329 |
| &nbsp;&nbsp; 4.15% 4/15/32 | 200000 | 197867 |
| &nbsp;&nbsp; 4.65% 3/15/30 | 250000 | 255040 |
| &nbsp;&nbsp; 4.88% 2/15/29 | 250000 | 256687 |
| &nbsp;&nbsp; 4.95% 7/3/31 | 110000 | 113728 |
| &nbsp;&nbsp; 4.95% 3/15/35 | 165000 | 167472 |
| &nbsp;&nbsp; 5.35% 10/15/54 | 100000 | 98517 |
|  |  | **2499055** |
| **Food–0.35%** | **Food–0.35%** | **Food–0.35%** |
| Campbell's Co. |  |  |
| &nbsp;&nbsp; 4.15% 3/15/28 | 200000 | 199769 |
| &nbsp;&nbsp; 4.80% 3/15/48 | 65000 | 57283 |
| &nbsp;&nbsp; 5.40% 3/21/34 | 40000 | 40981 |
| Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp; 1.38% 11/1/27 | 100000 | 94200 |
| &nbsp;&nbsp; 4.85% 11/1/28 | 165000 | 166750 |
| &nbsp;&nbsp; 5.30% 11/1/38 | 50000 | 48004 |
| &nbsp;&nbsp; 5.40% 11/1/48 | 105000 | 95903 |
| &nbsp;&nbsp; 8.25% 9/15/30 | 100000 | 115041 |
| Flowers Foods, Inc. |  |  |
| &nbsp;&nbsp; 2.40% 3/15/31 | 45000 | 39939 |
| &nbsp;&nbsp; 3.50% 10/1/26 | 105000 | 104070 |
| General Mills, Inc. |  |  |
| &nbsp;&nbsp; 3.00% 2/1/51 | 95000 | 61976 |
| &nbsp;&nbsp; 4.20% 4/17/28 | 75000 | 75143 |
| &nbsp;&nbsp; 4.88% 1/30/30 | 180000 | 183761 |
| &nbsp;&nbsp; 4.95% 3/29/33 | 70000 | 70940 |
| &nbsp;&nbsp; 5.25% 1/30/35 | 250000 | 254544 |
| &nbsp;&nbsp; 5.50% 10/17/28 | 115000 | 119404 |
| Hershey Co. |  |  |
| &nbsp;&nbsp; 2.45% 11/15/29 | 50000 | 46916 |
| &nbsp;&nbsp; 3.13% 11/15/49 | 50000 | 34311 |

---

*LVIP SSGA Bond Index Fund–30*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| Hershey Co. (continued) |  |  |
| &nbsp;&nbsp; 4.55% 2/24/28 | 40000 | $40635 |
| &nbsp;&nbsp; 4.75% 2/24/30 | 100000 | 102405 |
| &nbsp;&nbsp; 4.95% 2/24/32 | 100000 | 103101 |
| &nbsp;&nbsp; 5.10% 2/24/35 | 100000 | 103022 |
| &nbsp;&nbsp; Hormel Foods Corp. 1.80% <br> 6/11/30<br>| 85000 | 76246 |
| Ingredion, Inc. |  |  |
| &nbsp;&nbsp; 3.20% 10/1/26 | 100000 | 98958 |
| &nbsp;&nbsp; 3.90% 6/1/50 | 200000 | 149361 |
| J.M. Smucker Co. |  |  |
| &nbsp;&nbsp; 4.25% 3/15/35 | 100000 | 94451 |
| &nbsp;&nbsp; 4.38% 3/15/45 | 50000 | 42130 |
| &nbsp;&nbsp; 5.90% 11/15/28 | 125000 | 131303 |
| &nbsp;&nbsp; 6.20% 11/15/33 | 125000 | 135766 |
| &nbsp;&nbsp; 6.50% 11/15/43 | 115000 | 125410 |
| &nbsp;&nbsp; 6.50% 11/15/53 | 145000 | 159983 |
| &nbsp;&nbsp; JBS USA Holding Lux <br> SARL/JBS USA Food <br> Co./JBS Lux Co. SARL<br>|  |  |
| &nbsp;&nbsp; 5.75% 4/1/33 | 244000 | 254816 |
| &nbsp;&nbsp; 6.50% 12/1/52 | 165000 | 173867 |
| &nbsp;&nbsp; 6.75% 3/15/34 | 233000 | 257582 |
| &nbsp;&nbsp; JBS USA Holding Lux <br> SARL/JBS USA Foods Group <br> Holdings, Inc./JBS USA Food <br> Co. 5.50% 1/15/36<br>| 250000 | 255302 |
| &nbsp;&nbsp; JBS USA LUX SARL/JBS USA <br> Food Co./JBS USA Foods <br> Group 6.38% 2/25/55<br>| 50000 | 52060 |
| Kellanova |  |  |
| &nbsp;&nbsp; 3.40% 11/15/27 | 200000 | 197545 |
| &nbsp;&nbsp; 4.30% 5/15/28 | 150000 | 151088 |
| &nbsp;&nbsp; 4.50% 4/1/46 | 100000 | 87628 |
| &nbsp;&nbsp; Koninklijke Ahold Delhaize <br> NV 5.70% 10/1/40<br>| 145000 | 150545 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp; 4.38% 6/1/46 | 1000000 | 832188 |
| &nbsp;&nbsp; 5.20% 3/15/32 | 190000 | 194688 |
| &nbsp;&nbsp; 5.40% 3/15/35 | 300000 | 306519 |
| Kroger Co. |  |  |
| &nbsp;&nbsp; 1.70% 1/15/31 | 125000 | 109220 |
| &nbsp;&nbsp; 5.00% 9/15/34 | 115000 | 115976 |
| &nbsp;&nbsp; 5.00% 4/15/42 | 100000 | 94920 |
| &nbsp;&nbsp; 5.50% 9/15/54 | 60000 | 58480 |
| &nbsp;&nbsp; 5.65% 9/15/64 | 90000 | 87789 |
| &nbsp;&nbsp; 6.90% 4/15/38 | 100000 | 114696 |
| &nbsp;&nbsp; 7.50% 4/1/31 | 250000 | 286105 |
| McCormick & Co., Inc. |  |  |
| &nbsp;&nbsp; 3.40% 8/15/27 | 150000 | 148257 |
| &nbsp;&nbsp; 4.20% 8/15/47 | 20000 | 16354 |
| Mondelez International, Inc. |  |  |
| &nbsp;&nbsp; 1.88% 10/15/32 | 180000 | 153708 |
| &nbsp;&nbsp; 2.63% 9/4/50 | 360000 | 218585 |
| &nbsp;&nbsp; 2.75% 4/13/30 | 135000 | 126580 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| &nbsp;&nbsp; Mondelez International, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 4.75% 8/28/34 | 125000 | $124768 |
| Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp; 6.25% 7/1/33 | 145000 | 154779 |
| &nbsp;&nbsp; 6.88% 5/15/34 | 250000 | 276022 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp; 2.40% 2/15/30 | 35000 | 32381 |
| &nbsp;&nbsp; 3.25% 7/15/27 | 200000 | 197267 |
| &nbsp;&nbsp; 3.30% 2/15/50 | 35000 | 24458 |
| &nbsp;&nbsp; 4.45% 3/15/48 | 100000 | 85213 |
| &nbsp;&nbsp; 4.50% 4/1/46 | 75000 | 64808 |
| &nbsp;&nbsp; 4.85% 10/1/45 | 85000 | 77347 |
| Tyson Foods, Inc. |  |  |
| &nbsp;&nbsp; 3.55% 6/2/27 | 155000 | 153379 |
| &nbsp;&nbsp; 4.35% 3/1/29 | 130000 | 130100 |
| &nbsp;&nbsp; 5.10% 9/28/48 | 40000 | 36908 |
|  |  | **8973634** |
| **Forest Products & Paper–0.03%** | **Forest Products & Paper–0.03%** | **Forest Products & Paper–0.03%** |
| International Paper Co. |  |  |
| &nbsp;&nbsp; 4.80% 6/15/44 | 149000 | 132674 |
| &nbsp;&nbsp; 6.00% 11/15/41 | 135000 | 140602 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp; 2.50% 9/15/28 | 125000 | 118218 |
| &nbsp;&nbsp; 3.75% 1/15/31 | 205000 | 193941 |
| &nbsp;&nbsp; 6.00% 1/15/29 | 200000 | 206826 |
|  |  | **792261** |
| **Gas–0.16%** | **Gas–0.16%** | **Gas–0.16%** |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp; 1.50% 1/15/31 | 250000 | 217049 |
| &nbsp;&nbsp; 3.00% 6/15/27 | 65000 | 64091 |
| &nbsp;&nbsp; 3.38% 9/15/49 | 55000 | 39569 |
| &nbsp;&nbsp; 4.13% 10/15/44 | 150000 | 128067 |
| &nbsp;&nbsp; 4.13% 3/15/49 | 155000 | 127039 |
| &nbsp;&nbsp; 6.20% 11/15/53 | 125000 | 137488 |
| &nbsp;&nbsp; CenterPoint Energy <br> Resources Corp.<br>|  |  |
| &nbsp;&nbsp; 4.00% 4/1/28 | 100000 | 99574 |
| &nbsp;&nbsp; 5.25% 3/1/28 | 250000 | 256442 |
| &nbsp;&nbsp; 5.85% 1/15/41 | 115000 | 118408 |
| &nbsp;&nbsp; National Fuel Gas Co. 3.95% <br> 9/15/27<br>| 200000 | 198829 |
| NiSource, Inc. |  |  |
| &nbsp;&nbsp; 1.70% 2/15/31 | 175000 | 151979 |
| &nbsp;&nbsp; 2.95% 9/1/29 | 100000 | 95395 |
| &nbsp;&nbsp; 3.49% 5/15/27 | 100000 | 99044 |
| &nbsp;&nbsp; 3.95% 3/30/48 | 150000 | 119249 |
| &nbsp;&nbsp; 4.38% 5/15/47 | 100000 | 84179 |
| &nbsp;&nbsp; 4.80% 2/15/44 | 100000 | 90990 |
| &nbsp;&nbsp; 5.25% 2/15/43 | 59000 | 57313 |
| &nbsp;&nbsp; 5.40% 6/30/33 | 150000 | 155503 |
| &nbsp;&nbsp; 5.85% 4/1/55 | 65000 | 65918 |

---

*LVIP SSGA Bond Index Fund–31*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Gas (continued)** | **Gas (continued)** | **Gas (continued)** |
| ONE Gas, Inc. |  |  |
| &nbsp;&nbsp; 4.66% 2/1/44 | 50000 | $45073 |
| &nbsp;&nbsp; 5.10% 4/1/29 | 165000 | 170113 |
| &nbsp;&nbsp; Piedmont Natural Gas Co., <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 3.50% 6/1/29 | 100000 | 97544 |
| &nbsp;&nbsp; 3.64% 11/1/46 | 50000 | 37398 |
| &nbsp;&nbsp; 4.65% 8/1/43 | 50000 | 44844 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp; 2.95% 4/15/27 | 110000 | 108350 |
| &nbsp;&nbsp; 3.95% 2/15/50 | 50000 | 39117 |
| &nbsp;&nbsp; 4.13% 6/1/48 | 100000 | 80981 |
| &nbsp;&nbsp; 5.05% 9/1/34 | 95000 | 96635 |
| &nbsp;&nbsp; Southern Co. Gas Capital <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 1.75% 1/15/31 | 250000 | 218582 |
| &nbsp;&nbsp; 4.40% 6/1/43 | 100000 | 85938 |
| &nbsp;&nbsp; 4.40% 5/30/47 | 200000 | 167998 |
| &nbsp;&nbsp; 4.95% 9/15/34 | 250000 | 250730 |
| &nbsp;&nbsp; 5.88% 3/15/41 | 70000 | 72580 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp; 3.18% 8/15/51 | 140000 | 95583 |
| &nbsp;&nbsp; 3.70% 4/1/28 | 100000 | 98719 |
| &nbsp;&nbsp; 5.80% 12/1/27 | 50000 | 51516 |
| Washington Gas Light Co. |  |  |
| &nbsp;&nbsp; 3.65% 9/15/49 | 40000 | 29187 |
| &nbsp;&nbsp; 3.80% 9/15/46 | 70000 | 53711 |
|  |  | **4150725** |
| **Hand Machine Tools–0.01%** | **Hand Machine Tools–0.01%** | **Hand Machine Tools–0.01%** |
| &nbsp;&nbsp; Kennametal, Inc. 2.80% <br> 3/1/31<br>| 125000 | 113938 |
| Snap-on, Inc. 4.10% 3/1/48 | 85000 | 70686 |
| &nbsp;&nbsp; Stanley Black & Decker, Inc. <br> 5.20% 9/1/40<br>| 100000 | 97688 |
|  |  | **282312** |
| **Health Care Products–0.26%** | **Health Care Products–0.26%** | **Health Care Products–0.26%** |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp; 1.15% 1/30/28 | 45000 | 42386 |
| &nbsp;&nbsp; 1.40% 6/30/30 | 40000 | 35578 |
| &nbsp;&nbsp; 3.75% 11/30/26 | 340000 | 339835 |
| &nbsp;&nbsp; 4.90% 11/30/46 | 400000 | 383901 |
| &nbsp;&nbsp; 6.00% 4/1/39 | 50000 | 55332 |
| &nbsp;&nbsp; 6.15% 11/30/37 | 50000 | 56137 |
| Agilent Technologies, Inc. |  |  |
| &nbsp;&nbsp; 2.10% 6/4/30 | 115000 | 104329 |
| &nbsp;&nbsp; 4.75% 9/9/34 | 250000 | 249167 |
| Baxter International, Inc. |  |  |
| &nbsp;&nbsp; 1.73% 4/1/31 | 65000 | 55878 |
| &nbsp;&nbsp; 1.92% 2/1/27 | 200000 | 193848 |
| &nbsp;&nbsp; 2.54% 2/1/32 | 200000 | 175338 |
| &nbsp;&nbsp; 3.13% 12/1/51 | 150000 | 95735 |
| &nbsp;&nbsp; 3.50% 8/15/46 | 100000 | 71427 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Health Care Products (continued)** | **Health Care Products (continued)** | **Health Care Products (continued)** |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp; 2.65% 6/1/30 | 100000 | $93542 |
| &nbsp;&nbsp; 4.55% 3/1/39 | 100000 | 95413 |
| &nbsp;&nbsp; 4.70% 3/1/49 | 105000 | 96386 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp; 2.60% 10/1/50 | 190000 | 118339 |
| &nbsp;&nbsp; 2.80% 12/10/51 | 200000 | 128656 |
| &nbsp;&nbsp; 4.38% 9/15/45 | 115000 | 101243 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp; 2.60% 11/15/29 | 65000 | 61223 |
| &nbsp;&nbsp; 3.25% 11/15/39 | 100000 | 81932 |
| &nbsp;&nbsp; GE HealthCare Technologies, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 4.80% 8/14/29 | 115000 | 117259 |
| &nbsp;&nbsp; 4.80% 1/15/31 | 700000 | 711493 |
| Koninklijke Philips NV |  |  |
| &nbsp;&nbsp; 5.00% 3/15/42 | 100000 | 93985 |
| &nbsp;&nbsp; 6.88% 3/11/38 | 50000 | 56585 |
| Medtronic, Inc. |  |  |
| &nbsp;&nbsp; 4.38% 3/15/35 | 108000 | 105995 |
| &nbsp;&nbsp; 4.63% 3/15/45 | 179000 | 164449 |
| Revvity, Inc. |  |  |
| &nbsp;&nbsp; 2.25% 9/15/31 | 180000 | 156271 |
| &nbsp;&nbsp; 3.63% 3/15/51 | 160000 | 113272 |
| &nbsp;&nbsp; Smith & Nephew PLC 2.03% <br> 10/14/30<br>| 100000 | 89393 |
| &nbsp;&nbsp; Solventum Corp. 5.60% <br> 3/23/34<br>| 400000 | 416452 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp; 3.65% 3/7/28 | 200000 | 198168 |
| &nbsp;&nbsp; 4.25% 9/11/29 | 250000 | 250653 |
| &nbsp;&nbsp; 4.38% 5/15/44 | 100000 | 87614 |
| &nbsp;&nbsp; 4.63% 3/15/46 | 95000 | 85927 |
| Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp; 4.10% 8/15/47 | 100000 | 84501 |
| &nbsp;&nbsp; 4.95% 11/21/32 | 125000 | 129234 |
| &nbsp;&nbsp; 5.09% 8/10/33 | 250000 | 259033 |
| &nbsp;&nbsp; 5.20% 1/31/34 | 125000 | 130180 |
| &nbsp;&nbsp; 5.30% 2/1/44 | 200000 | 200312 |
| &nbsp;&nbsp; 5.40% 8/10/43 | 105000 | 106156 |
| Zimmer Biomet Holdings, Inc. |  |  |
| &nbsp;&nbsp; 5.20% 9/15/34 | 200000 | 204767 |
| &nbsp;&nbsp; 5.35% 12/1/28 | 140000 | 144995 |
|  |  | **6542319** |
| **Health Care Services–0.90%** | **Health Care Services–0.90%** | **Health Care Services–0.90%** |
| &nbsp;&nbsp; Advocate Health & Hospitals <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 3.39% 10/15/49 | 100000 | 72373 |
| &nbsp;&nbsp; 3.83% 8/15/28 | 35000 | 34814 |
| &nbsp;&nbsp; 4.27% 8/15/48 | 30000 | 25239 |
| Aetna, Inc. |  |  |
| &nbsp;&nbsp; 6.63% 6/15/36 | 100000 | 109949 |
| &nbsp;&nbsp; 6.75% 12/15/37 | 100000 | 110544 |

---

*LVIP SSGA Bond Index Fund–32*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Health Care Services (continued)** | **Health Care Services (continued)** | **Health Care Services (continued)** |
| AHS Hospital Corp. |  |  |
| &nbsp;&nbsp; 2.78% 7/1/51 | 40000 | $25143 |
| &nbsp;&nbsp; 5.02% 7/1/45 | 50000 | 47755 |
| Ascension Health |  |  |
| &nbsp;&nbsp; 3.11% 11/15/39 | 45000 | 35466 |
| &nbsp;&nbsp; 3.95% 11/15/46 | 185000 | 151408 |
| Banner Health |  |  |
| &nbsp;&nbsp; 1.90% 1/1/31 | 40000 | 35476 |
| &nbsp;&nbsp; 2.34% 1/1/30 | 75000 | 69557 |
| &nbsp;&nbsp; 2.91% 1/1/51 | 50000 | 31920 |
| &nbsp;&nbsp; Baylor Scott & White <br> Holdings<br>|  |  |
| &nbsp;&nbsp; 1.78% 11/15/30 | 25000 | 22164 |
| &nbsp;&nbsp; 2.84% 11/15/50 | 45000 | 29008 |
| &nbsp;&nbsp; 3.97% 11/15/46 | 50000 | 40683 |
| &nbsp;&nbsp; 4.19% 11/15/45 | 95000 | 80394 |
| &nbsp;&nbsp; Bon Secours Mercy Health, <br> Inc. 4.30% 7/1/28<br>| 25000 | 25156 |
| Centene Corp. |  |  |
| &nbsp;&nbsp; 2.50% 3/1/31 | 600000 | 516848 |
| &nbsp;&nbsp; 4.63% 12/15/29 | 750000 | 727032 |
| &nbsp;&nbsp; Children's Health System of <br> Texas 2.51% 8/15/50<br>| 105000 | 62446 |
| &nbsp;&nbsp; Children's Hospital Corp. <br> 4.12% 1/1/47<br>| 65000 | 54376 |
| &nbsp;&nbsp; Children's Hospital Medical <br> Center 4.27% 5/15/44<br>| 50000 | 44051 |
| Cigna Group |  |  |
| &nbsp;&nbsp; 2.38% 3/15/31 | 120000 | 107967 |
| &nbsp;&nbsp; 2.40% 3/15/30 | 150000 | 138451 |
| &nbsp;&nbsp; 3.20% 3/15/40 | 105000 | 82179 |
| &nbsp;&nbsp; 3.40% 3/15/50 | 85000 | 59667 |
| &nbsp;&nbsp; 3.40% 3/15/51 | 80000 | 55664 |
| &nbsp;&nbsp; 3.88% 10/15/47 | 150000 | 116043 |
| &nbsp;&nbsp; 4.80% 8/15/38 | 145000 | 138365 |
| &nbsp;&nbsp; 4.88% 9/15/32 | 300000 | 303025 |
| &nbsp;&nbsp; 4.90% 12/15/48 | 145000 | 130165 |
| &nbsp;&nbsp; 5.25% 2/15/34 | 250000 | 257337 |
| &nbsp;&nbsp; 5.25% 1/15/36 | 300000 | 303823 |
| &nbsp;&nbsp; 5.40% 3/15/33 | 250000 | 260818 |
| &nbsp;&nbsp; 5.60% 2/15/54 | 105000 | 103252 |
| &nbsp;&nbsp; 6.13% 11/15/41 | 300000 | 317905 |
| City of Hope 4.38% 8/15/48 | 75000 | 61645 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp; 2.78% 10/1/30 | 65000 | 60071 |
| &nbsp;&nbsp; 3.35% 10/1/29 | 40000 | 38633 |
| &nbsp;&nbsp; 3.82% 10/1/49 | 40000 | 30053 |
| &nbsp;&nbsp; 3.91% 10/1/50 | 150000 | 112457 |
| &nbsp;&nbsp; 4.19% 10/1/49 | 70000 | 55502 |
| &nbsp;&nbsp; 4.35% 11/1/42 | 400000 | 344081 |
| &nbsp;&nbsp; Corewell Health Obligated <br> Group 3.49% 7/15/49<br>| 50000 | 37149 |
| &nbsp;&nbsp; Dartmouth-Hitchcock Health <br> 4.18% 8/1/48<br>| 100000 | 79083 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Health Care Services (continued)** | **Health Care Services (continued)** | **Health Care Services (continued)** |
| &nbsp;&nbsp; Duke University Health <br> System, Inc. 3.92% 6/1/47<br>| 75000 | $60470 |
| Elevance Health, Inc. |  |  |
| &nbsp;&nbsp; 2.25% 5/15/30 | 50000 | 45638 |
| &nbsp;&nbsp; 2.55% 3/15/31 | 200000 | 181580 |
| &nbsp;&nbsp; 3.13% 5/15/50 | 65000 | 43000 |
| &nbsp;&nbsp; 3.60% 3/15/51 | 115000 | 82324 |
| &nbsp;&nbsp; 4.00% 9/15/28 | 200000 | 199126 |
| &nbsp;&nbsp; 4.10% 3/1/28 | 350000 | 349810 |
| &nbsp;&nbsp; 4.10% 5/15/32 | 200000 | 194281 |
| &nbsp;&nbsp; 4.38% 12/1/47 | 125000 | 104247 |
| &nbsp;&nbsp; 4.60% 9/15/32 | 200000 | 198785 |
| &nbsp;&nbsp; 4.63% 5/15/42 | 100000 | 90159 |
| &nbsp;&nbsp; 4.65% 1/15/43 | 125000 | 112151 |
| &nbsp;&nbsp; 4.65% 8/15/44 | 100000 | 88695 |
| &nbsp;&nbsp; 4.75% 2/15/33 | 250000 | 250771 |
| &nbsp;&nbsp; 5.20% 2/15/35 | 115000 | 117206 |
| &nbsp;&nbsp; 5.38% 6/15/34 | 155000 | 159835 |
| &nbsp;&nbsp; 5.50% 10/15/32 | 200000 | 210181 |
| &nbsp;&nbsp; 5.70% 2/15/55 | 115000 | 113821 |
| &nbsp;&nbsp; Hackensack Meridian Health, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 2.68% 9/1/41 | 250000 | 178105 |
| &nbsp;&nbsp; 4.50% 7/1/57 | 100000 | 85005 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp; 2.38% 7/15/31 | 150000 | 133069 |
| &nbsp;&nbsp; 3.13% 3/15/27 | 70000 | 69016 |
| &nbsp;&nbsp; 3.50% 7/15/51 | 150000 | 102617 |
| &nbsp;&nbsp; 3.63% 3/15/32 | 150000 | 140723 |
| &nbsp;&nbsp; 4.13% 6/15/29 | 485000 | 480797 |
| &nbsp;&nbsp; 4.38% 3/15/42 | 50000 | 42787 |
| &nbsp;&nbsp; 4.50% 2/15/27 | 160000 | 160293 |
| &nbsp;&nbsp; 4.63% 3/15/52 | 575000 | 474806 |
| &nbsp;&nbsp; 5.00% 3/1/28 | 65000 | 66196 |
| &nbsp;&nbsp; 5.13% 6/15/39 | 50000 | 48178 |
| &nbsp;&nbsp; 5.25% 3/1/30 | 110000 | 113566 |
| &nbsp;&nbsp; 5.25% 6/15/49 | 200000 | 183198 |
| &nbsp;&nbsp; 5.45% 4/1/31 | 260000 | 270265 |
| &nbsp;&nbsp; 5.45% 9/15/34 | 85000 | 87192 |
| &nbsp;&nbsp; 5.50% 3/1/32 | 125000 | 130229 |
| &nbsp;&nbsp; 5.50% 6/15/47 | 200000 | 190792 |
| &nbsp;&nbsp; 5.75% 3/1/35 | 200000 | 209095 |
| &nbsp;&nbsp; 5.95% 9/15/54 | 175000 | 174616 |
| &nbsp;&nbsp; 6.20% 3/1/55 | 125000 | 129035 |
| Humana, Inc. |  |  |
| &nbsp;&nbsp; 1.35% 2/3/27 | 55000 | 52935 |
| &nbsp;&nbsp; 2.15% 2/3/32 | 55000 | 46906 |
| &nbsp;&nbsp; 3.70% 3/23/29 | 125000 | 122154 |
| &nbsp;&nbsp; 4.63% 12/1/42 | 175000 | 151611 |
| &nbsp;&nbsp; 5.55% 5/1/35 | 215000 | 219033 |
| &nbsp;&nbsp; 5.75% 3/1/28 | 100000 | 103156 |
| &nbsp;&nbsp; 5.88% 3/1/33 | 100000 | 105210 |
| &nbsp;&nbsp; 6.00% 5/1/55 | 300000 | 297070 |

---

*LVIP SSGA Bond Index Fund–33*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Health Care Services (continued)** | **Health Care Services (continued)** | **Health Care Services (continued)** |
| &nbsp;&nbsp; Indiana University Health, <br> Inc. Obligated Group 3.97% <br> 11/1/48<br>| 55000 | $44467 |
| &nbsp;&nbsp; Integris Baptist Medical <br> Center, Inc. 3.88% 8/15/50<br>| 100000 | 72809 |
| IQVIA, Inc. 6.25% 2/1/29 | 140000 | 147369 |
| &nbsp;&nbsp; Johns Hopkins Health System <br> Corp. 3.84% 5/15/46<br>| 70000 | 56256 |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp; 3.15% 5/1/27 | 125000 | 123455 |
| &nbsp;&nbsp; 3.27% 11/1/49 | 185000 | 130979 |
| &nbsp;&nbsp; 4.15% 5/1/47 | 105000 | 87820 |
| &nbsp;&nbsp; Laboratory Corp. of America <br> Holdings<br>|  |  |
| &nbsp;&nbsp; 3.60% 9/1/27 | 100000 | 99159 |
| &nbsp;&nbsp; 4.70% 2/1/45 | 500000 | 448899 |
| Mass General Brigham, Inc. |  |  |
| &nbsp;&nbsp; 3.19% 7/1/49 | 50000 | 35195 |
| &nbsp;&nbsp; 3.34% 7/1/60 | 65000 | 43359 |
| &nbsp;&nbsp; 3.77% 7/1/48 | 40000 | 30955 |
| Mayo Clinic |  |  |
| &nbsp;&nbsp; 3.20% 11/15/61 | 200000 | 129451 |
| &nbsp;&nbsp; 4.13% 11/15/52 | 100000 | 80767 |
| &nbsp;&nbsp; McLaren Health Care Corp. <br> 4.39% 5/15/48<br>| 65000 | 55138 |
| &nbsp;&nbsp; Memorial Sloan-Kettering <br> Cancer Center<br>|  |  |
| &nbsp;&nbsp; 2.96% 1/1/50 | 110000 | 73023 |
| &nbsp;&nbsp; 4.20% 7/1/55 | 127000 | 103464 |
| &nbsp;&nbsp; Methodist Hospital 2.71% <br> 12/1/50<br>| 300000 | 187048 |
| &nbsp;&nbsp; Montefiore Obligated Group <br> 5.25% 11/1/48<br>| 70000 | 57311 |
| &nbsp;&nbsp; New York & Presbyterian <br> Hospital<br>|  |  |
| &nbsp;&nbsp; 2.26% 8/1/40 | 50000 | 34978 |
| &nbsp;&nbsp; 3.95% 8/1/19 | 35000 | 24621 |
| &nbsp;&nbsp; 4.02% 8/1/45 | 75000 | 62652 |
| &nbsp;&nbsp; 4.06% 8/1/56 | 50000 | 39651 |
| &nbsp;&nbsp; Northwell Healthcare, Inc. <br> 4.26% 11/1/47<br>| 150000 | 122926 |
| Novant Health, Inc. |  |  |
| &nbsp;&nbsp; 3.17% 11/1/51 | 85000 | 57550 |
| &nbsp;&nbsp; 3.32% 11/1/61 | 70000 | 45927 |
| &nbsp;&nbsp; NY Society for Relief of <br> Ruptured & Crippled <br> Maintaining Hosp Special <br> Surgery 2.67% 10/1/50<br>| 120000 | 74003 |
| NYU Langone Hospitals |  |  |
| &nbsp;&nbsp; 3.38% 7/1/55 | 100000 | 69381 |
| &nbsp;&nbsp; 4.37% 7/1/47 | 100000 | 86580 |
| &nbsp;&nbsp; Orlando Health Obligated <br> Group<br>|  |  |
| &nbsp;&nbsp; 3.33% 10/1/50 | 125000 | 88942 |
| &nbsp;&nbsp; 4.09% 10/1/48 | 45000 | 36737 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Health Care Services (continued)** | **Health Care Services (continued)** | **Health Care Services (continued)** |
| &nbsp;&nbsp; PeaceHealth Obligated Group <br> 3.22% 11/15/50<br>| 65000 | $42031 |
| &nbsp;&nbsp; Providence St. Joseph Health <br> Obligated Group<br>|  |  |
| &nbsp;&nbsp; 2.70% 10/1/51 | 75000 | 44679 |
| &nbsp;&nbsp; 3.74% 10/1/47 | 100000 | 75691 |
| &nbsp;&nbsp; 5.40% 10/1/33 | 200000 | 205575 |
| Quest Diagnostics, Inc. |  |  |
| &nbsp;&nbsp; 4.63% 12/15/29 | 250000 | 253819 |
| &nbsp;&nbsp; 5.00% 12/15/34 | 250000 | 253044 |
| &nbsp;&nbsp; Seattle Children's Hospital <br> 2.72% 10/1/50<br>| 185000 | 116543 |
| &nbsp;&nbsp; SSM Health Care Corp. 3.82% <br> 6/1/27<br>| 71000 | 70588 |
| &nbsp;&nbsp; Stanford Health Care 3.80% <br> 11/15/48<br>| 30000 | 23695 |
| Sutter Health |  |  |
| &nbsp;&nbsp; 2.29% 8/15/30 | 110000 | 100626 |
| &nbsp;&nbsp; 3.16% 8/15/40 | 100000 | 78748 |
| &nbsp;&nbsp; 3.36% 8/15/50 | 110000 | 78130 |
| &nbsp;&nbsp; Texas Health Resources 4.33% <br> 11/15/55<br>| 30000 | 25076 |
| &nbsp;&nbsp; Toledo Hospital 5.75% <br> 11/15/38<br>| 200000 | 200209 |
| Trinity Health Corp. |  |  |
| &nbsp;&nbsp; 2.63% 12/1/40 | 50000 | 36625 |
| &nbsp;&nbsp; 4.13% 12/1/45 | 25000 | 21104 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp; 2.30% 5/15/31 | 200000 | 179287 |
| &nbsp;&nbsp; 2.75% 5/15/40 | 250000 | 186282 |
| &nbsp;&nbsp; 2.88% 8/15/29 | 155000 | 147890 |
| &nbsp;&nbsp; 2.90% 5/15/50 | 250000 | 161166 |
| &nbsp;&nbsp; 2.95% 10/15/27 | 250000 | 245109 |
| &nbsp;&nbsp; 3.05% 5/15/41 | 200000 | 152139 |
| &nbsp;&nbsp; 3.25% 5/15/51 | 200000 | 136392 |
| &nbsp;&nbsp; 3.38% 4/15/27 | 150000 | 148677 |
| &nbsp;&nbsp; 3.45% 1/15/27 | 100000 | 99400 |
| &nbsp;&nbsp; 3.50% 8/15/39 | 115000 | 95922 |
| &nbsp;&nbsp; 3.70% 8/15/49 | 135000 | 101070 |
| &nbsp;&nbsp; 3.75% 10/15/47 | 200000 | 153529 |
| &nbsp;&nbsp; 3.85% 6/15/28 | 200000 | 199240 |
| &nbsp;&nbsp; 3.88% 12/15/28 | 50000 | 49726 |
| &nbsp;&nbsp; 3.88% 8/15/59 | 150000 | 109937 |
| &nbsp;&nbsp; 4.00% 5/15/29 | 195000 | 194359 |
| &nbsp;&nbsp; 4.20% 1/15/47 | 55000 | 45654 |
| &nbsp;&nbsp; 4.25% 1/15/29 | 250000 | 250872 |
| &nbsp;&nbsp; 4.25% 3/15/43 | 100000 | 86894 |
| &nbsp;&nbsp; 4.25% 6/15/48 | 150000 | 124003 |
| &nbsp;&nbsp; 4.38% 3/15/42 | 100000 | 88875 |
| &nbsp;&nbsp; 4.50% 4/15/33 | 250000 | 247360 |
| &nbsp;&nbsp; 4.80% 1/15/30 | 250000 | 255379 |
| &nbsp;&nbsp; 4.95% 1/15/32 | 200000 | 204926 |
| &nbsp;&nbsp; 5.00% 4/15/34 | 250000 | 253919 |
| &nbsp;&nbsp; 5.05% 4/15/53 | 250000 | 229072 |
| &nbsp;&nbsp; 5.15% 7/15/34 | 150000 | 153953 |

---

*LVIP SSGA Bond Index Fund–34*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Health Care Services (continued)** | **Health Care Services (continued)** | **Health Care Services (continued)** |
| &nbsp;&nbsp; UnitedHealth Group, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 5.20% 4/15/63 | 250000 | $228909 |
| &nbsp;&nbsp; 5.25% 2/15/28 | 180000 | 184826 |
| &nbsp;&nbsp; 5.35% 2/15/33 | 250000 | 261298 |
| &nbsp;&nbsp; 5.38% 4/15/54 | 145000 | 139254 |
| &nbsp;&nbsp; 5.50% 7/15/44 | 200000 | 200378 |
| &nbsp;&nbsp; 5.63% 7/15/54 | 150000 | 149188 |
| &nbsp;&nbsp; 5.75% 7/15/64 | 70000 | 69693 |
| &nbsp;&nbsp; 5.88% 2/15/53 | 90000 | 92528 |
| &nbsp;&nbsp; Universal Health Services, <br> Inc. 2.65% 1/15/32<br>| 50000 | 43495 |
| &nbsp;&nbsp; Willis-Knighton Medical <br> Center 3.07% 3/1/51<br>| 100000 | 62914 |
| &nbsp;&nbsp; Yale-New Haven Health <br> Services Corp. 2.50% 7/1/50<br>| 50000 | 29528 |
|  |  | **22854970** |
| **Home Builders–0.03%** | **Home Builders–0.03%** | **Home Builders–0.03%** |
| Dr. Horton, Inc. |  |  |
| &nbsp;&nbsp; 1.40% 10/15/27 | 250000 | 237183 |
| &nbsp;&nbsp; 5.00% 10/15/34 | 105000 | 106197 |
| &nbsp;&nbsp; MDC Holdings, Inc. 3.97% <br> 8/6/61<br>| 200000 | 133215 |
| &nbsp;&nbsp; Meritage Homes Corp. 5.65% <br> 3/15/35<br>| 105000 | 106614 |
| NVR, Inc. 3.00% 5/15/30 | 195000 | 184306 |
|  |  | **767515** |
| **Home Furnishings–0.01%** | **Home Furnishings–0.01%** | **Home Furnishings–0.01%** |
| Leggett & Platt, Inc. |  |  |
| &nbsp;&nbsp; 3.50% 11/15/27 | 100000 | 97994 |
| &nbsp;&nbsp; 3.50% 11/15/51 | 150000 | 98185 |
|  |  | **196179** |
| **Household Products Wares–0.06%** | **Household Products Wares–0.06%** | **Household Products Wares–0.06%** |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp; 2.25% 2/15/32 | 100000 | 86612 |
| &nbsp;&nbsp; 4.88% 12/6/28 | 100000 | 101693 |
| &nbsp;&nbsp; 5.75% 3/15/33 | 250000 | 264227 |
| Church & Dwight Co., Inc. |  |  |
| &nbsp;&nbsp; 3.15% 8/1/27 | 100000 | 98688 |
| &nbsp;&nbsp; 3.95% 8/1/47 | 100000 | 79961 |
| Clorox Co. |  |  |
| &nbsp;&nbsp; 3.90% 5/15/28 | 100000 | 99659 |
| &nbsp;&nbsp; 4.60% 5/1/32 | 200000 | 202178 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp; 1.05% 9/15/27 | 85000 | 80641 |
| &nbsp;&nbsp; 2.88% 2/7/50 | 45000 | 29846 |
| &nbsp;&nbsp; 3.20% 7/30/46 | 50000 | 36528 |
| &nbsp;&nbsp; 3.90% 5/4/47 | 100000 | 80838 |
| &nbsp;&nbsp; 5.30% 3/1/41 | 200000 | 201537 |
| &nbsp;&nbsp; 6.63% 8/1/37 | 100000 | 116583 |
|  |  | **1478991** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Insurance–0.75%** | **Insurance–0.75%** | **Insurance–0.75%** |
| Aflac, Inc. 4.75% 1/15/49 | 100000 | $89715 |
| &nbsp;&nbsp; Alleghany Corp. 4.90% <br> 9/15/44<br>| 95000 | 88931 |
| Allstate Corp. |  |  |
| &nbsp;&nbsp; 1.45% 12/15/30 | 100000 | 86264 |
| &nbsp;&nbsp; 3.28% 12/15/26 | 150000 | 148580 |
| &nbsp;&nbsp; 4.20% 12/15/46 | 150000 | 125771 |
| &nbsp;&nbsp; 4.50% 6/15/43 | 100000 | 88638 |
| &nbsp;&nbsp; 5.55% 5/9/35 | 150000 | 157180 |
| &nbsp;&nbsp; American Financial Group, <br> Inc. 4.50% 6/15/47<br>| 150000 | 125571 |
| &nbsp;&nbsp; American International <br> Group, Inc.<br>|  |  |
| &nbsp;&nbsp; 4.38% 6/30/50 | 130000 | 110305 |
| &nbsp;&nbsp; 4.75% 4/1/48 | 200000 | 180959 |
| &nbsp;&nbsp; 5.45% 5/7/35 | 300000 | 312512 |
| Aon Corp. |  |  |
| &nbsp;&nbsp; 2.80% 5/15/30 | 150000 | 140790 |
| &nbsp;&nbsp; 3.75% 5/2/29 | 100000 | 98502 |
| &nbsp;&nbsp; Aon Corp./Aon Global <br> Holdings PLC<br>|  |  |
| &nbsp;&nbsp; 2.05% 8/23/31 | 100000 | 87855 |
| &nbsp;&nbsp; 2.85% 5/28/27 | 70000 | 68635 |
| &nbsp;&nbsp; 2.90% 8/23/51 | 100000 | 63127 |
| &nbsp;&nbsp; 3.90% 2/28/52 | 85000 | 64398 |
| &nbsp;&nbsp; Aon Global Ltd. 4.75% <br> 5/15/45<br>| 100000 | 90090 |
| &nbsp;&nbsp; Aon North America, Inc. <br> 5.45% 3/1/34<br>| 500000 | 520852 |
| Arch Capital Finance LLC |  |  |
| &nbsp;&nbsp; 4.01% 12/15/26 | 100000 | 99812 |
| &nbsp;&nbsp; 5.03% 12/15/46 | 100000 | 92858 |
| &nbsp;&nbsp; Arch Capital Group U.S., Inc. <br> 5.14% 11/1/43<br>| 105000 | 100090 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp; 4.60% 12/15/27 | 55000 | 55539 |
| &nbsp;&nbsp; 4.85% 12/15/29 | 85000 | 86737 |
| &nbsp;&nbsp; 5.00% 2/15/32 | 85000 | 86723 |
| &nbsp;&nbsp; 5.15% 2/15/35 | 140000 | 141655 |
| &nbsp;&nbsp; 5.45% 7/15/34 | 250000 | 258892 |
| &nbsp;&nbsp; 5.50% 3/2/33 | 155000 | 161413 |
| &nbsp;&nbsp; 5.55% 2/15/55 | 130000 | 127043 |
| Assurant, Inc. 4.90% 3/27/28 | 100000 | 101171 |
| &nbsp;&nbsp; Assured Guaranty <br> U.S. Holdings, Inc. 6.13% <br> 9/15/28<br>| 95000 | 99877 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp; 3.50% 1/15/31 | 20000 | 18978 |
| &nbsp;&nbsp; 3.95% 5/25/51 | 125000 | 91166 |
| &nbsp;&nbsp; 4.13% 1/12/28 | 150000 | 149755 |
| &nbsp;&nbsp; 6.63% 5/19/55 | 250000 | 267536 |
| &nbsp;&nbsp; 6.65% 2/1/33 | 100000 | 108519 |
| &nbsp;&nbsp; AXIS Specialty Finance LLC <br> 3.90% 7/15/29<br>| 100000 | 98416 |

---

*LVIP SSGA Bond Index Fund–35*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp; Berkshire Hathaway Finance <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 1.45% 10/15/30 | 160000 | $141544 |
| &nbsp;&nbsp; 2.30% 3/15/27 | 200000 | 195837 |
| &nbsp;&nbsp; 2.50% 1/15/51 | 140000 | 85359 |
| &nbsp;&nbsp; 2.85% 10/15/50 | 180000 | 118075 |
| &nbsp;&nbsp; 2.88% 3/15/32 | 200000 | 187048 |
| &nbsp;&nbsp; 3.85% 3/15/52 | 200000 | 156897 |
| &nbsp;&nbsp; 4.25% 1/15/49 | 100000 | 85705 |
| &nbsp;&nbsp; 4.30% 5/15/43 | 100000 | 90198 |
| &nbsp;&nbsp; 4.40% 5/15/42 | 100000 | 93435 |
| &nbsp;&nbsp; 5.75% 1/15/40 | 100000 | 109062 |
| &nbsp;&nbsp; Brighthouse Financial, Inc. <br> 4.70% 6/22/47<br>| 200000 | 159407 |
| Brown & Brown, Inc. |  |  |
| &nbsp;&nbsp; 2.38% 3/15/31 | 85000 | 75626 |
| &nbsp;&nbsp; 4.20% 3/17/32 | 65000 | 62716 |
| &nbsp;&nbsp; 4.50% 3/15/29 | 100000 | 100208 |
| &nbsp;&nbsp; 4.70% 6/23/28 | 400000 | 403819 |
| &nbsp;&nbsp; 4.95% 3/17/52 | 100000 | 88075 |
| Chubb Corp. |  |  |
| &nbsp;&nbsp; 6.00% 5/11/37 | 100000 | 109403 |
| &nbsp;&nbsp; 6.50% 5/15/38 | 200000 | 227174 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp; 1.38% 9/15/30 | 415000 | 363637 |
| &nbsp;&nbsp; 4.15% 3/13/43 | 100000 | 87441 |
| &nbsp;&nbsp; Cincinnati Financial Corp. <br> 6.92% 5/15/28<br>| 100000 | 106983 |
| CNA Financial Corp. |  |  |
| &nbsp;&nbsp; 2.05% 8/15/30 | 20000 | 17854 |
| &nbsp;&nbsp; 3.90% 5/1/29 | 40000 | 39483 |
| &nbsp;&nbsp; 5.13% 2/15/34 | 90000 | 90821 |
| Corebridge Financial, Inc. |  |  |
| &nbsp;&nbsp; 5.75% 1/15/34 | 350000 | 368155 |
| &nbsp;&nbsp; 6.05% 9/15/33 | 350000 | 373474 |
| &nbsp;&nbsp; Enstar Group Ltd. 3.10% <br> 9/1/31<br>| 95000 | 84849 |
| &nbsp;&nbsp; Equitable Holdings, Inc. <br> 5.59% 1/11/33<br>| 200000 | 210401 |
| &nbsp;&nbsp; Everest Reinsurance <br> Holdings, Inc.<br>|  |  |
| &nbsp;&nbsp; 3.50% 10/15/50 | 50000 | 35274 |
| &nbsp;&nbsp; 4.87% 6/1/44 | 100000 | 90969 |
| &nbsp;&nbsp; F&G Annuities & Life, Inc. <br> 6.50% 6/4/29<br>| 65000 | 67769 |
| &nbsp;&nbsp; Fairfax Financial Holdings <br> Ltd.<br>|  |  |
| &nbsp;&nbsp; 3.38% 3/3/31 | 180000 | 169790 |
| &nbsp;&nbsp; 6.10% 3/15/55 | 100000 | 102527 |
| &nbsp;&nbsp; 6.35% 3/22/54 | 160000 | 169098 |
| &nbsp;&nbsp; Fidelity National Financial, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 3.40% 6/15/30 | 50000 | 47487 |
| &nbsp;&nbsp; 4.50% 8/15/28 | 150000 | 150778 |
| Globe Life, Inc. 5.85% 9/15/34 | 75000 | 78635 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp; Hanover Insurance Group, <br> Inc. 2.50% 9/1/30<br>| 145000 | $130816 |
| &nbsp;&nbsp; Hartford Insurance Group, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 2.80% 8/19/29 | 70000 | 66214 |
| &nbsp;&nbsp; 2.90% 9/15/51 | 100000 | 64890 |
| &nbsp;&nbsp; 3.60% 8/19/49 | 55000 | 41502 |
| &nbsp;&nbsp; 4.30% 4/15/43 | 43000 | 37375 |
| &nbsp;&nbsp; 4.40% 3/15/48 | 100000 | 86775 |
| &nbsp;&nbsp; 6.10% 10/1/41 | 50000 | 53093 |
| Kemper Corp. 3.80% 2/23/32 | 100000 | 92048 |
| Loews Corp. 6.00% 2/1/35 | 100000 | 107804 |
| Manulife Financial Corp. |  |  |
| μ4.06% 2/24/32 | 250000 | 248230 |
| &nbsp;&nbsp; 5.38% 3/4/46 | 100000 | 99816 |
| Markel Group, Inc. |  |  |
| &nbsp;&nbsp; 5.00% 4/5/46 | 250000 | 226842 |
| &nbsp;&nbsp; 5.00% 5/20/49 | 65000 | 58533 |
| Marsh & McLennan Cos., Inc. |  |  |
| &nbsp;&nbsp; 2.25% 11/15/30 | 105000 | 95138 |
| &nbsp;&nbsp; 2.38% 12/15/31 | 90000 | 80146 |
| &nbsp;&nbsp; 4.35% 1/30/47 | 45000 | 38502 |
| &nbsp;&nbsp; 4.38% 3/15/29 | 195000 | 196742 |
| &nbsp;&nbsp; 4.65% 3/15/30 | 105000 | 106705 |
| &nbsp;&nbsp; 4.75% 3/15/39 | 55000 | 52979 |
| &nbsp;&nbsp; 4.90% 3/15/49 | 90000 | 82745 |
| &nbsp;&nbsp; 5.00% 3/15/35 | 250000 | 253057 |
| &nbsp;&nbsp; 5.35% 11/15/44 | 250000 | 247899 |
| &nbsp;&nbsp; 5.40% 9/15/33 | 250000 | 262327 |
| &nbsp;&nbsp; 5.40% 3/15/55 | 140000 | 137259 |
| &nbsp;&nbsp; Mercury General Corp. 4.40% <br> 3/15/27<br>| 50000 | 49759 |
| MetLife, Inc. |  |  |
| &nbsp;&nbsp; 4.60% 5/13/46 | 200000 | 182747 |
| &nbsp;&nbsp; 5.25% 1/15/54 | 250000 | 243570 |
| &nbsp;&nbsp; 5.30% 12/15/34 | 200000 | 208026 |
| &nbsp;&nbsp; 5.70% 6/15/35 | 50000 | 53531 |
| &nbsp;&nbsp; 5.88% 2/6/41 | 100000 | 106034 |
| &nbsp;&nbsp; 6.38% 6/15/34 | 100000 | 111557 |
| &nbsp;&nbsp; 6.40% 12/15/66 | 100000 | 105231 |
| &nbsp;&nbsp; 6.50% 12/15/32 | 100000 | 113022 |
| &nbsp;&nbsp; 10.75% 8/1/69 | 150000 | 200401 |
| &nbsp;&nbsp; Old Republic International <br> Corp. 3.85% 6/11/51<br>| 200000 | 145046 |
| &nbsp;&nbsp; Principal Financial Group, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 3.70% 5/15/29 | 50000 | 49029 |
| &nbsp;&nbsp; 5.38% 3/15/33 | 140000 | 145457 |
| Progressive Corp. |  |  |
| &nbsp;&nbsp; 2.50% 3/15/27 | 40000 | 39184 |
| &nbsp;&nbsp; 3.00% 3/15/32 | 50000 | 46147 |
| &nbsp;&nbsp; 3.70% 3/15/52 | 25000 | 19273 |
| &nbsp;&nbsp; 4.13% 4/15/47 | 200000 | 168387 |
| &nbsp;&nbsp; 4.20% 3/15/48 | 150000 | 127494 |
| &nbsp;&nbsp; 4.95% 6/15/33 | 250000 | 257198 |

---

*LVIP SSGA Bond Index Fund–36*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp; 3.70% 3/13/51 | 250000 | $189040 |
| &nbsp;&nbsp; 3.88% 3/27/28 | 65000 | 65100 |
| &nbsp;&nbsp; 3.91% 12/7/47 | 163000 | 130583 |
| &nbsp;&nbsp; 4.35% 2/25/50 | 250000 | 211574 |
| &nbsp;&nbsp; 4.42% 3/27/48 | 100000 | 85922 |
| μ4.50% 9/15/47 | 215000 | 212288 |
| &nbsp;&nbsp; 5.20% 3/14/35 | 80000 | 82233 |
| &nbsp;&nbsp; 6.63% 6/21/40 | 200000 | 228628 |
| μ6.75% 3/1/53 | 160000 | 172547 |
| &nbsp;&nbsp; Prudential Funding Asia PLC <br> 3.63% 3/24/32<br>| 200000 | 190828 |
| &nbsp;&nbsp; Reinsurance Group of <br> America, Inc.<br>|  |  |
| &nbsp;&nbsp; 3.15% 6/15/30 | 70000 | 66049 |
| &nbsp;&nbsp; 6.00% 9/15/33 | 250000 | 267301 |
| &nbsp;&nbsp; RenaissanceRe Finance, Inc. <br> 3.45% 7/1/27<br>| 130000 | 128532 |
| &nbsp;&nbsp; RenaissanceRe Holdings Ltd. <br> 3.60% 4/15/29<br>| 100000 | 97807 |
| &nbsp;&nbsp; Selective Insurance Group, <br> Inc. 5.90% 4/15/35<br>| 65000 | 67520 |
| &nbsp;&nbsp; Transatlantic Holdings, Inc. <br> 8.00% 11/30/39<br>| 100000 | 125437 |
| Travelers Cos., Inc. |  |  |
| &nbsp;&nbsp; 3.75% 5/15/46 | 50000 | 39949 |
| &nbsp;&nbsp; 4.00% 5/30/47 | 80000 | 65937 |
| &nbsp;&nbsp; 4.05% 3/7/48 | 200000 | 165371 |
| &nbsp;&nbsp; 4.10% 3/4/49 | 100000 | 82296 |
| &nbsp;&nbsp; 5.45% 5/25/53 | 115000 | 115047 |
| &nbsp;&nbsp; 6.25% 6/15/37 | 100000 | 111112 |
| &nbsp;&nbsp; 6.75% 6/20/36 | 100000 | 115245 |
| Unum Group |  |  |
| &nbsp;&nbsp; 4.13% 6/15/51 | 200000 | 152267 |
| &nbsp;&nbsp; 5.75% 8/15/42 | 50000 | 49967 |
| W.R. Berkley Corp. |  |  |
| &nbsp;&nbsp; 3.55% 3/30/52 | 150000 | 106451 |
| &nbsp;&nbsp; 4.00% 5/12/50 | 105000 | 82438 |
| Willis North America, Inc. |  |  |
| &nbsp;&nbsp; 2.95% 9/15/29 | 65000 | 61711 |
| &nbsp;&nbsp; 3.88% 9/15/49 | 70000 | 53100 |
| &nbsp;&nbsp; 4.65% 6/15/27 | 100000 | 100767 |
| &nbsp;&nbsp; 5.35% 5/15/33 | 250000 | 258709 |
|  |  | **19060154** |
| **Internet–0.46%** | **Internet–0.46%** | **Internet–0.46%** |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp; 2.13% 2/9/31 | 200000 | 180361 |
| &nbsp;&nbsp; 3.15% 2/9/51 | 200000 | 139965 |
| &nbsp;&nbsp; 3.25% 2/9/61 | 200000 | 134581 |
| &nbsp;&nbsp; 3.40% 12/6/27 | 210000 | 207432 |
| &nbsp;&nbsp; 4.00% 12/6/37 | 100000 | 92359 |
| &nbsp;&nbsp; 4.40% 12/6/57 | 200000 | 171712 |
| &nbsp;&nbsp; 5.25% 5/26/35 | 200000 | 209401 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Internet (continued)** | **Internet (continued)** | **Internet (continued)** |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp; 0.80% 8/15/27 | 200000 | $189708 |
| &nbsp;&nbsp; 1.10% 8/15/30 | 130000 | 113855 |
| &nbsp;&nbsp; 1.90% 8/15/40 | 100000 | 68334 |
| &nbsp;&nbsp; 2.05% 8/15/50 | 130000 | 73997 |
| &nbsp;&nbsp; 2.25% 8/15/60 | 400000 | 216029 |
| &nbsp;&nbsp; 5.25% 5/15/55 | 300000 | 300654 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp; 1.20% 6/3/27 | 90000 | 86316 |
| &nbsp;&nbsp; 1.50% 6/3/30 | 165000 | 147849 |
| &nbsp;&nbsp; 1.65% 5/12/28 | 250000 | 236811 |
| &nbsp;&nbsp; 2.10% 5/12/31 | 250000 | 224915 |
| &nbsp;&nbsp; 2.50% 6/3/50 | 80000 | 49421 |
| &nbsp;&nbsp; 2.88% 5/12/41 | 250000 | 191827 |
| &nbsp;&nbsp; 3.10% 5/12/51 | 250000 | 173922 |
| &nbsp;&nbsp; 3.25% 5/12/61 | 250000 | 167220 |
| &nbsp;&nbsp; 3.30% 4/13/27 | 250000 | 248168 |
| &nbsp;&nbsp; 3.45% 4/13/29 | 300000 | 295667 |
| &nbsp;&nbsp; 3.60% 4/13/32 | 500000 | 483295 |
| &nbsp;&nbsp; 3.88% 8/22/37 | 115000 | 106029 |
| &nbsp;&nbsp; 3.95% 4/13/52 | 200000 | 162227 |
| &nbsp;&nbsp; 4.05% 8/22/47 | 635000 | 537200 |
| &nbsp;&nbsp; 4.25% 8/22/57 | 205000 | 172248 |
| &nbsp;&nbsp; 4.55% 12/1/27 | 250000 | 253753 |
| &nbsp;&nbsp; 4.70% 12/1/32 | 250000 | 256949 |
| &nbsp;&nbsp; AppLovin Corp. 5.50% <br> 12/1/34<br>| 300000 | 309674 |
| Baidu, Inc. 4.38% 3/29/28 | 200000 | 201623 |
| &nbsp;&nbsp; Booking Holdings, Inc. 3.55% <br> 3/15/28<br>| 150000 | 148402 |
| eBay, Inc. |  |  |
| &nbsp;&nbsp; 5.95% 11/22/27 | 250000 | 259725 |
| &nbsp;&nbsp; 6.30% 11/22/32 | 250000 | 274607 |
| Expedia Group, Inc. |  |  |
| &nbsp;&nbsp; 2.95% 3/15/31 | 80000 | 74170 |
| &nbsp;&nbsp; 3.25% 2/15/30 | 35000 | 33441 |
| &nbsp;&nbsp; 3.80% 2/15/28 | 100000 | 99133 |
| &nbsp;&nbsp; 4.63% 8/1/27 | 90000 | 90611 |
| &nbsp;&nbsp; 5.40% 2/15/35 | 55000 | 56442 |
| Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp; 4.30% 8/15/29 | 145000 | 146844 |
| &nbsp;&nbsp; 4.60% 5/15/28 | 250000 | 255116 |
| &nbsp;&nbsp; 4.65% 8/15/62 | 1000000 | 857617 |
| &nbsp;&nbsp; 4.75% 8/15/34 | 135000 | 136759 |
| &nbsp;&nbsp; 4.95% 5/15/33 | 250000 | 258847 |
| &nbsp;&nbsp; 5.40% 8/15/54 | 405000 | 400133 |
| &nbsp;&nbsp; 5.55% 8/15/64 | 145000 | 143935 |
| &nbsp;&nbsp; 5.60% 5/15/53 | 220000 | 223156 |
| Netflix, Inc. |  |  |
| &nbsp;&nbsp; 4.90% 8/15/34 | 535000 | 551881 |
| &nbsp;&nbsp; 5.40% 8/15/54 | 110000 | 110777 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp; 4.15% 1/15/31 | 300000 | 297260 |
| &nbsp;&nbsp; 4.80% 9/15/35 | 300000 | 297278 |
| VeriSign, Inc. 5.25% 6/1/32 | 250000 | 256806 |

---

*LVIP SSGA Bond Index Fund–37*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Internet (continued)** | **Internet (continued)** | **Internet (continued)** |
| Weibo Corp. 3.38% 7/8/30 | 300000 | $283699 |
|  |  | **11660141** |
| **Investment Companies–0.20%** | **Investment Companies–0.20%** | **Investment Companies–0.20%** |
| Apollo Debt Solutions BDC |  |  |
| &nbsp;&nbsp; 6.55% 3/15/32 | 100000 | 104939 |
| &nbsp;&nbsp; 6.70% 7/29/31 | 145000 | 153673 |
| ARES Capital Corp. |  |  |
| &nbsp;&nbsp; 2.88% 6/15/27 | 150000 | 146385 |
| &nbsp;&nbsp; 3.20% 11/15/31 | 250000 | 223939 |
| &nbsp;&nbsp; 5.80% 3/8/32 | 250000 | 254655 |
| ARES Strategic Income Fund |  |  |
| &nbsp;&nbsp; 4.85% 1/15/29 | 250000 | 247405 |
| &nbsp;&nbsp; 6.35% 8/15/29 | 250000 | 258978 |
| &nbsp;&nbsp; Blackstone Private Credit <br> Fund<br>|  |  |
| &nbsp;&nbsp; 4.00% 1/15/29 | 200000 | 195272 |
| &nbsp;&nbsp; 5.60% 11/22/29 | 250000 | 254387 |
| &nbsp;&nbsp; 6.00% 11/22/34 | 250000 | 256012 |
| &nbsp;&nbsp; Blackstone Secured Lending <br> Fund<br>|  |  |
| &nbsp;&nbsp; 5.30% 6/30/30 | 145000 | 146017 |
| &nbsp;&nbsp; 5.35% 4/13/28 | 250000 | 253420 |
| Blue Owl Capital Corp. |  |  |
| &nbsp;&nbsp; 2.88% 6/11/28 | 200000 | 189273 |
| &nbsp;&nbsp; 5.95% 3/15/29 | 165000 | 168189 |
| Blue Owl Credit Income Corp. |  |  |
| &nbsp;&nbsp; 7.75% 9/16/27 | 200000 | 210150 |
| &nbsp;&nbsp; 7.95% 6/13/28 | 250000 | 267774 |
| &nbsp;&nbsp; Blue Owl Technology Finance <br> Corp. 6.10% 3/15/28<br>| 160000 | 162057 |
| FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp; 3.13% 10/12/28 | 150000 | 139033 |
| &nbsp;&nbsp; 6.88% 8/15/29 | 150000 | 153644 |
| &nbsp;&nbsp; Golub Capital BDC, Inc. 6.00% <br> 7/15/29<br>| 200000 | 204364 |
| &nbsp;&nbsp; Golub Capital Private Credit <br> Fund 5.88% 5/1/30<br>| 70000 | 71212 |
| &nbsp;&nbsp; HA Sustainable <br> Infrastructure Capital, Inc. <br> 6.38% 7/1/34<br>| 125000 | 127216 |
| HPS Corporate Lending Fund |  |  |
| &nbsp;&nbsp; 4.90% 9/11/28 | 200000 | 198970 |
| &nbsp;&nbsp; 6.25% 9/30/29 | 250000 | 258064 |
| &nbsp;&nbsp; Oaktree Specialty Lending <br> Corp. 6.34% 2/27/30<br>| 60000 | 60266 |
| &nbsp;&nbsp; Oaktree Strategic Credit <br> Fund 6.50% 7/23/29<br>| 40000 | 41455 |
| Sixth Street Lending Partners |  |  |
| &nbsp;&nbsp; 5.75% 1/15/30 | 100000 | 101613 |
| &nbsp;&nbsp; 6.13% 7/15/30 | 125000 | 129234 |
| &nbsp;&nbsp; Sixth Street Specialty <br> Lending, Inc. 6.95% 8/14/28<br>| 180000 | 189796 |
|  |  | **5167392** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Iron & Steel–0.09%** | **Iron & Steel–0.09%** | **Iron & Steel–0.09%** |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp; 6.00% 6/17/34 | 95000 | $101427 |
| &nbsp;&nbsp; 6.55% 11/29/27 | 200000 | 208685 |
| &nbsp;&nbsp; 6.80% 11/29/32 | 175000 | 194676 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp; 2.70% 6/1/30 | 15000 | 14016 |
| &nbsp;&nbsp; 2.98% 12/15/55 | 400000 | 253229 |
| &nbsp;&nbsp; 3.95% 5/1/28 | 100000 | 99754 |
| &nbsp;&nbsp; 5.10% 6/1/35 | 250000 | 254175 |
| Steel Dynamics, Inc. |  |  |
| &nbsp;&nbsp; 1.65% 10/15/27 | 25000 | 23776 |
| &nbsp;&nbsp; 3.25% 1/15/31 | 60000 | 56683 |
| &nbsp;&nbsp; 3.25% 10/15/50 | 40000 | 27729 |
| &nbsp;&nbsp; 3.45% 4/15/30 | 75000 | 72219 |
| &nbsp;&nbsp; 5.38% 8/15/34 | 105000 | 108549 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp; 6.13% 6/12/33 | 190000 | 202903 |
| &nbsp;&nbsp; 6.40% 6/28/54 | 65000 | 66815 |
| &nbsp;&nbsp; 6.88% 11/21/36 | 350000 | 392846 |
| &nbsp;&nbsp; 6.88% 11/10/39 | 170000 | 190828 |
|  |  | **2268310** |
| **Leisure Time–0.01%** | **Leisure Time–0.01%** | **Leisure Time–0.01%** |
| &nbsp;&nbsp; Brunswick Corp. 5.85% <br> 3/18/29<br>| 115000 | 118994 |
| &nbsp;&nbsp; Harley-Davidson, Inc. 4.63% <br> 7/28/45<br>| 50000 | 40548 |
|  |  | **159542** |
| **Lodging–0.09%** | **Lodging–0.09%** | **Lodging–0.09%** |
| &nbsp;&nbsp; Choice Hotels International, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 3.70% 12/1/29 | 100000 | 95501 |
| &nbsp;&nbsp; 5.85% 8/1/34 | 160000 | 163639 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp; 5.05% 3/30/28 | 90000 | 91461 |
| &nbsp;&nbsp; 5.38% 12/15/31 | 250000 | 255629 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp; 6.00% 8/15/29 | 125000 | 130191 |
| &nbsp;&nbsp; 6.20% 8/15/34 | 125000 | 130808 |
| Marriott International, Inc. |  |  |
| &nbsp;&nbsp; 2.85% 4/15/31 | 220000 | 202451 |
| &nbsp;&nbsp; 3.50% 10/15/32 | 150000 | 139004 |
| &nbsp;&nbsp; 4.00% 4/15/28 | 100000 | 99666 |
| &nbsp;&nbsp; 4.63% 6/15/30 | 135000 | 136347 |
| &nbsp;&nbsp; 5.00% 10/15/27 | 55000 | 55957 |
| &nbsp;&nbsp; 5.50% 4/15/37 | 250000 | 255485 |
| &nbsp;&nbsp; 5.55% 10/15/28 | 195000 | 202498 |
| &nbsp;&nbsp; Sands China Ltd. 3.25% <br> 8/8/31<br>| 450000 | 413503 |
|  |  | **2372140** |

---

*LVIP SSGA Bond Index Fund–38*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Machinery Construction & Mining–0.07%** | **Machinery Construction & Mining–0.07%** | **Machinery Construction & Mining–0.07%** |
| &nbsp;&nbsp; Caterpillar Financial Services <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 4.38% 8/16/29 | 195000 | $197687 |
| &nbsp;&nbsp; 4.40% 3/3/28 | 250000 | 252650 |
| &nbsp;&nbsp; 4.60% 11/15/27 | 200000 | 202991 |
| &nbsp;&nbsp; 4.70% 11/15/29 | 200000 | 204853 |
| Caterpillar, Inc. |  |  |
| &nbsp;&nbsp; 1.90% 3/12/31 | 100000 | 89452 |
| &nbsp;&nbsp; 2.60% 9/19/29 | 150000 | 142373 |
| &nbsp;&nbsp; 3.80% 8/15/42 | 168000 | 141902 |
| &nbsp;&nbsp; 4.75% 5/15/64 | 250000 | 224474 |
| &nbsp;&nbsp; 6.05% 8/15/36 | 200000 | 221733 |
| Oshkosh Corp. 4.60% 5/15/28 | 100000 | 100790 |
|  |  | **1778905** |
| **Machinery Diversified–0.20%** | **Machinery Diversified–0.20%** | **Machinery Diversified–0.20%** |
| &nbsp;&nbsp; CNH Industrial Capital LLC <br> 5.50% 1/12/29<br>| 200000 | 206978 |
| &nbsp;&nbsp; CNH Industrial NV 3.85% <br> 11/15/27<br>| 105000 | 104474 |
| Deere & Co. |  |  |
| &nbsp;&nbsp; 2.88% 9/7/49 | 65000 | 44117 |
| &nbsp;&nbsp; 3.90% 6/9/42 | 150000 | 129832 |
| &nbsp;&nbsp; 5.38% 10/16/29 | 100000 | 104936 |
| &nbsp;&nbsp; 5.45% 1/16/35 | 250000 | 263154 |
| Dover Corp. |  |  |
| &nbsp;&nbsp; 2.95% 11/4/29 | 20000 | 19021 |
| &nbsp;&nbsp; 5.38% 3/1/41 | 100000 | 99922 |
| &nbsp;&nbsp; Flowserve Corp. 3.50% <br> 10/1/30<br>| 70000 | 66713 |
| IDEX Corp. |  |  |
| &nbsp;&nbsp; 3.00% 5/1/30 | 75000 | 70503 |
| &nbsp;&nbsp; 4.95% 9/1/29 | 85000 | 86845 |
| Ingersoll Rand, Inc. |  |  |
| &nbsp;&nbsp; 5.18% 6/15/29 | 175000 | 180817 |
| &nbsp;&nbsp; 5.45% 6/15/34 | 105000 | 109477 |
| &nbsp;&nbsp; 5.70% 6/15/54 | 85000 | 86512 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp; 1.45% 1/15/31 | 70000 | 61287 |
| &nbsp;&nbsp; 1.70% 1/11/27 | 200000 | 194500 |
| &nbsp;&nbsp; 2.35% 3/8/27 | 50000 | 48958 |
| &nbsp;&nbsp; 2.45% 1/9/30 | 85000 | 79520 |
| &nbsp;&nbsp; 2.80% 9/8/27 | 100000 | 98143 |
| &nbsp;&nbsp; 2.80% 7/18/29 | 50000 | 47798 |
| &nbsp;&nbsp; 3.05% 1/6/28 | 100000 | 98160 |
| &nbsp;&nbsp; 3.45% 3/7/29 | 120000 | 117924 |
| &nbsp;&nbsp; 4.15% 9/15/27 | 150000 | 150706 |
| &nbsp;&nbsp; 4.35% 9/15/32 | 115000 | 115186 |
| &nbsp;&nbsp; 4.50% 1/16/29 | 210000 | 213151 |
| &nbsp;&nbsp; 4.70% 6/10/30 | 210000 | 215438 |
| &nbsp;&nbsp; 4.75% 1/20/28 | 175000 | 178355 |
| &nbsp;&nbsp; 4.90% 3/3/28 | 100000 | 102250 |
| &nbsp;&nbsp; 4.95% 7/14/28 | 55000 | 56480 |
| &nbsp;&nbsp; 5.05% 6/12/34 | 250000 | 257787 |
| &nbsp;&nbsp; 5.15% 9/8/33 | 100000 | 104522 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Machinery Diversified (continued)** | **Machinery Diversified (continued)** | **Machinery Diversified (continued)** |
| &nbsp;&nbsp; Nordson Corp. 4.50% <br> 12/15/29<br>| 250000 | $251360 |
| &nbsp;&nbsp; nVent Finance SARL 4.55% <br> 4/15/28<br>| 100000 | 100364 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp; 2.57% 2/15/30 | 105000 | 97760 |
| &nbsp;&nbsp; 5.13% 11/19/31 | 125000 | 129585 |
| &nbsp;&nbsp; 5.25% 8/16/28 | 135000 | 139153 |
| &nbsp;&nbsp; Regal Rexnord Corp. 6.05% <br> 4/15/28<br>| 200000 | 206886 |
| Rockwell Automation, Inc. |  |  |
| &nbsp;&nbsp; 3.50% 3/1/29 | 85000 | 83413 |
| &nbsp;&nbsp; 4.20% 3/1/49 | 70000 | 58716 |
| &nbsp;&nbsp; Westinghouse Air Brake <br> Technologies Corp. 5.50% <br> 5/29/35<br>| 200000 | 207043 |
| Xylem, Inc. |  |  |
| &nbsp;&nbsp; 1.95% 1/30/28 | 115000 | 109549 |
| &nbsp;&nbsp; 3.25% 11/1/26 | 55000 | 54427 |
| &nbsp;&nbsp; 4.38% 11/1/46 | 50000 | 42391 |
|  |  | **5194113** |
| **Media–0.55%** | **Media–0.55%** | **Media–0.55%** |
| &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter <br> Communications Operating <br> Capital<br>|  |  |
| &nbsp;&nbsp; 2.25% 1/15/29 | 115000 | 106955 |
| &nbsp;&nbsp; 3.50% 6/1/41 | 315000 | 229825 |
| &nbsp;&nbsp; 3.50% 3/1/42 | 160000 | 115239 |
| &nbsp;&nbsp; 3.75% 2/15/28 | 100000 | 98463 |
| &nbsp;&nbsp; 3.85% 4/1/61 | 70000 | 43630 |
| &nbsp;&nbsp; 3.90% 6/1/52 | 145000 | 98207 |
| &nbsp;&nbsp; 3.95% 6/30/62 | 250000 | 158167 |
| &nbsp;&nbsp; 4.20% 3/15/28 | 150000 | 149313 |
| &nbsp;&nbsp; 4.40% 4/1/33 | 125000 | 118562 |
| &nbsp;&nbsp; 4.80% 3/1/50 | 445000 | 352454 |
| &nbsp;&nbsp; 5.05% 3/30/29 | 100000 | 101309 |
| &nbsp;&nbsp; 5.13% 7/1/49 | 200000 | 165383 |
| &nbsp;&nbsp; 5.25% 4/1/53 | 200000 | 167120 |
| &nbsp;&nbsp; 5.38% 5/1/47 | 275000 | 237692 |
| &nbsp;&nbsp; 5.50% 4/1/63 | 200000 | 167599 |
| &nbsp;&nbsp; 5.75% 4/1/48 | 225000 | 203957 |
| &nbsp;&nbsp; 6.10% 6/1/29 | 115000 | 120680 |
| &nbsp;&nbsp; 6.38% 10/23/35 | 190000 | 199050 |
| &nbsp;&nbsp; 6.48% 10/23/45 | 565000 | 558168 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp; 1.50% 2/15/31 | 200000 | 172917 |
| &nbsp;&nbsp; 1.95% 1/15/31 | 175000 | 155441 |
| &nbsp;&nbsp; 2.35% 1/15/27 | 105000 | 102906 |
| &nbsp;&nbsp; 2.45% 8/15/52 | 150000 | 82832 |
| &nbsp;&nbsp; 2.65% 2/1/30 | 100000 | 93768 |
| &nbsp;&nbsp; 2.65% 8/15/62 | 700000 | 368376 |
| &nbsp;&nbsp; 2.80% 1/15/51 | 140000 | 85469 |
| &nbsp;&nbsp; 2.89% 11/1/51 | 75000 | 46198 |

---

*LVIP SSGA Bond Index Fund–39*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Comcast Corp. (continued) |  |  |
| &nbsp;&nbsp; 2.94% 11/1/56 | 269000 | $159627 |
| &nbsp;&nbsp; 2.99% 11/1/63 | 101000 | 57673 |
| &nbsp;&nbsp; 3.15% 2/15/28 | 150000 | 147358 |
| &nbsp;&nbsp; 3.20% 7/15/36 | 150000 | 127802 |
| &nbsp;&nbsp; 3.25% 11/1/39 | 150000 | 119767 |
| &nbsp;&nbsp; 3.30% 2/1/27 | 250000 | 247855 |
| &nbsp;&nbsp; 3.40% 7/15/46 | 110000 | 79618 |
| &nbsp;&nbsp; 3.45% 2/1/50 | 110000 | 76898 |
| &nbsp;&nbsp; 3.55% 5/1/28 | 150000 | 148486 |
| &nbsp;&nbsp; 3.90% 3/1/38 | 150000 | 132046 |
| &nbsp;&nbsp; 3.97% 11/1/47 | 362000 | 282879 |
| &nbsp;&nbsp; 4.00% 8/15/47 | 150000 | 117641 |
| &nbsp;&nbsp; 4.00% 3/1/48 | 150000 | 117259 |
| &nbsp;&nbsp; 4.00% 11/1/49 | 79000 | 60922 |
| &nbsp;&nbsp; 4.05% 11/1/52 | 258000 | 197815 |
| &nbsp;&nbsp; 4.15% 10/15/28 | 185000 | 185543 |
| &nbsp;&nbsp; 4.20% 8/15/34 | 83000 | 79247 |
| &nbsp;&nbsp; 4.25% 10/15/30 | 165000 | 165284 |
| &nbsp;&nbsp; 4.25% 1/15/33 | 200000 | 195932 |
| &nbsp;&nbsp; 4.40% 8/15/35 | 192000 | 184375 |
| &nbsp;&nbsp; 4.60% 10/15/38 | 195000 | 183730 |
| &nbsp;&nbsp; 4.65% 7/15/42 | 24000 | 21780 |
| &nbsp;&nbsp; 4.70% 10/15/48 | 190000 | 165754 |
| &nbsp;&nbsp; 4.80% 5/15/33 | 250000 | 252533 |
| &nbsp;&nbsp; 4.95% 10/15/58 | 190000 | 166482 |
| &nbsp;&nbsp; 5.30% 6/1/34 | 250000 | 259367 |
| &nbsp;&nbsp; 5.35% 5/15/53 | 250000 | 234423 |
| &nbsp;&nbsp; 5.50% 11/15/32 | 105000 | 111270 |
| &nbsp;&nbsp; 6.50% 11/15/35 | 200000 | 223765 |
| Fox Corp. |  |  |
| &nbsp;&nbsp; 4.71% 1/25/29 | 405000 | 410202 |
| &nbsp;&nbsp; 5.48% 1/25/39 | 75000 | 75285 |
| &nbsp;&nbsp; 5.58% 1/25/49 | 90000 | 87624 |
| &nbsp;&nbsp; 6.50% 10/13/33 | 240000 | 264227 |
| Grupo Televisa SAB |  |  |
| &nbsp;&nbsp; 6.63% 1/15/40 | 100000 | 91877 |
| &nbsp;&nbsp; 8.50% 3/11/32 | 200000 | 217136 |
| &nbsp;&nbsp; NBCUniversal Media LLC <br> 4.45% 1/15/43<br>| 175000 | 152646 |
| Paramount Global |  |  |
| &nbsp;&nbsp; 2.90% 1/15/27 | 53000 | 51912 |
| &nbsp;&nbsp; 4.20% 5/19/32 | 50000 | 46579 |
| &nbsp;&nbsp; 4.38% 3/15/43 | 77000 | 59434 |
| &nbsp;&nbsp; 4.85% 7/1/42 | 150000 | 122094 |
| &nbsp;&nbsp; 4.90% 8/15/44 | 125000 | 100688 |
| &nbsp;&nbsp; 5.85% 9/1/43 | 150000 | 137002 |
| &nbsp;&nbsp; 6.88% 4/30/36 | 125000 | 132590 |
| &nbsp;&nbsp; 7.88% 7/30/30 | 200000 | 223296 |
| &nbsp;&nbsp; Time Warner Cable <br> Enterprises LLC 8.38% <br> 7/15/33<br>| 200000 | 234638 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp; 5.88% 11/15/40 | 100000 | 95587 |
| &nbsp;&nbsp; 6.55% 5/1/37 | 200000 | 208052 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp; 2.95% 6/15/27 | 200000 | $197225 |
| &nbsp;&nbsp; 3.00% 7/30/46 | 50000 | 34888 |
| &nbsp;&nbsp; 3.70% 12/1/42 | 150000 | 122328 |
| &nbsp;&nbsp; 4.13% 12/1/41 | 100000 | 87333 |
| &nbsp;&nbsp; 4.13% 6/1/44 | 83000 | 70885 |
| Walt Disney Co. |  |  |
| &nbsp;&nbsp; 2.00% 9/1/29 | 335000 | 310712 |
| &nbsp;&nbsp; 2.65% 1/13/31 | 220000 | 204685 |
| &nbsp;&nbsp; 2.75% 9/1/49 | 180000 | 116040 |
| &nbsp;&nbsp; 3.38% 11/15/26 | 60000 | 59662 |
| &nbsp;&nbsp; 3.50% 5/13/40 | 200000 | 167607 |
| &nbsp;&nbsp; 3.60% 1/13/51 | 75000 | 56736 |
| &nbsp;&nbsp; 3.80% 5/13/60 | 490000 | 366425 |
| &nbsp;&nbsp; 4.75% 9/15/44 | 60000 | 55573 |
| &nbsp;&nbsp; 4.75% 11/15/46 | 50000 | 45808 |
| &nbsp;&nbsp; 4.95% 10/15/45 | 30000 | 28491 |
| &nbsp;&nbsp; 6.40% 12/15/35 | 229000 | 260098 |
| &nbsp;&nbsp; 6.65% 11/15/37 | 175000 | 202156 |
|  |  | **14100332** |
| **Metal Fabricate & Hardware–0.02%** | **Metal Fabricate & Hardware–0.02%** | **Metal Fabricate & Hardware–0.02%** |
| Precision Castparts Corp. |  |  |
| &nbsp;&nbsp; 3.90% 1/15/43 | 50000 | 41959 |
| &nbsp;&nbsp; 4.38% 6/15/45 | 100000 | 87698 |
| Timken Co. 4.13% 4/1/32 | 110000 | 105329 |
| Valmont Industries, Inc. |  |  |
| &nbsp;&nbsp; 5.00% 10/1/44 | 100000 | 93472 |
| &nbsp;&nbsp; 5.25% 10/1/54 | 100000 | 92990 |
|  |  | **421448** |
| **Mining–0.17%** | **Mining–0.17%** | **Mining–0.17%** |
| &nbsp;&nbsp; AngloGold Ashanti Holdings <br> PLC 3.38% 11/1/28<br>| 200000 | 193485 |
| &nbsp;&nbsp; Barrick North America <br> Finance LLC 5.75% 5/1/43<br>| 150000 | 155269 |
| &nbsp;&nbsp; Barrick PD Australia Finance <br> Pty. Ltd. 5.95% 10/15/39<br>| 100000 | 106194 |
| &nbsp;&nbsp; BHP Billiton Finance USA <br> Ltd.<br>|  |  |
| &nbsp;&nbsp; 4.13% 2/24/42 | 125000 | 109857 |
| &nbsp;&nbsp; 5.00% 9/30/43 | 500000 | 482049 |
| &nbsp;&nbsp; 5.10% 9/8/28 | 250000 | 257145 |
| &nbsp;&nbsp; 5.25% 9/8/33 | 250000 | 260374 |
| &nbsp;&nbsp; 5.50% 9/8/53 | 95000 | 96475 |
| &nbsp;&nbsp; Kinross Gold Corp. 4.50% <br> 7/15/27<br>| 400000 | 401606 |
| &nbsp;&nbsp; Newmont Corp. 2.60% <br> 7/15/32<br>| 200000 | 180829 |
| &nbsp;&nbsp; Newmont Corp./Newcrest <br> Finance Pty. Ltd. 5.35% <br> 3/15/34<br>| 200000 | 208607 |
| &nbsp;&nbsp; Rio Tinto Alcan, Inc. 6.13% <br> 12/15/33<br>| 150000 | 164665 |

---

*LVIP SSGA Bond Index Fund–40*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Mining (continued)** | **Mining (continued)** | **Mining (continued)** |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp; 2.75% 11/2/51 | 200000 | $125388 |
| &nbsp;&nbsp; 5.20% 11/2/40 | 100000 | 100153 |
| &nbsp;&nbsp; 7.13% 7/15/28 | 75000 | 81035 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp; 4.13% 8/21/42 | 150000 | 130210 |
| &nbsp;&nbsp; 4.50% 3/14/28 | 55000 | 55603 |
| &nbsp;&nbsp; 4.88% 3/14/30 | 115000 | 117847 |
| &nbsp;&nbsp; 5.00% 3/14/32 | 350000 | 359790 |
| &nbsp;&nbsp; 5.25% 3/14/35 | 85000 | 87591 |
| &nbsp;&nbsp; 5.75% 3/14/55 | 110000 | 113207 |
| Southern Copper Corp. |  |  |
| &nbsp;&nbsp; 5.25% 11/8/42 | 150000 | 145025 |
| &nbsp;&nbsp; 5.88% 4/23/45 | 69000 | 71733 |
| &nbsp;&nbsp; 6.75% 4/16/40 | 110000 | 124873 |
| &nbsp;&nbsp; 7.50% 7/27/35 | 200000 | 236644 |
|  |  | **4365654** |
| **Miscellaneous Manufacturing–0.09%** | **Miscellaneous Manufacturing–0.09%** | **Miscellaneous Manufacturing–0.09%** |
| 3M Co. |  |  |
| &nbsp;&nbsp; 2.38% 8/26/29 | 150000 | 140477 |
| &nbsp;&nbsp; 2.88% 10/15/27 | 150000 | 146967 |
| &nbsp;&nbsp; 3.63% 10/15/47 | 150000 | 113690 |
| &nbsp;&nbsp; 3.88% 6/15/44 | 150000 | 121314 |
| &nbsp;&nbsp; 4.00% 9/14/48 | 65000 | 52642 |
| &nbsp;&nbsp; 4.80% 3/15/30 | 250000 | 255614 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp; 3.10% 9/15/27 | 100000 | 98692 |
| &nbsp;&nbsp; 3.92% 9/15/47 | 100000 | 81599 |
| &nbsp;&nbsp; 4.15% 11/2/42 | 150000 | 132558 |
| &nbsp;&nbsp; 4.35% 5/18/28 | 105000 | 106204 |
| Illinois Tool Works, Inc. |  |  |
| &nbsp;&nbsp; 2.65% 11/15/26 | 150000 | 147962 |
| &nbsp;&nbsp; 4.88% 9/15/41 | 100000 | 97040 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp; 3.25% 6/14/29 | 55000 | 53378 |
| &nbsp;&nbsp; 4.00% 6/14/49 | 55000 | 44762 |
| &nbsp;&nbsp; 6.25% 5/15/38 | 350000 | 388314 |
| Textron, Inc. |  |  |
| &nbsp;&nbsp; 3.00% 6/1/30 | 100000 | 94090 |
| &nbsp;&nbsp; 3.38% 3/1/28 | 50000 | 49013 |
| &nbsp;&nbsp; 3.65% 3/15/27 | 50000 | 49500 |
|  |  | **2173816** |
| **Office Business Equipment–0.02%** | **Office Business Equipment–0.02%** | **Office Business Equipment–0.02%** |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp; 2.67% 12/1/26 | 180000 | 176585 |
| &nbsp;&nbsp; 3.57% 12/1/31 | 250000 | 233396 |
| &nbsp;&nbsp; 5.55% 8/22/34 | 175000 | 179437 |
|  |  | **589418** |
| **Oil & Gas–0.83%** | **Oil & Gas–0.83%** | **Oil & Gas–0.83%** |
| APA Corp. |  |  |
| &nbsp;&nbsp; 6.10% 2/15/35 | 115000 | 117530 |
| &nbsp;&nbsp; 6.75% 2/15/55 | 250000 | 252011 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp; BP Capital Markets America, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 1.75% 8/10/30 | 260000 | $231604 |
| &nbsp;&nbsp; 2.72% 1/12/32 | 210000 | 190435 |
| &nbsp;&nbsp; 2.77% 11/10/50 | 165000 | 103669 |
| &nbsp;&nbsp; 2.94% 6/4/51 | 320000 | 206781 |
| &nbsp;&nbsp; 3.00% 2/24/50 | 90000 | 59529 |
| &nbsp;&nbsp; 3.00% 3/17/52 | 100000 | 65078 |
| &nbsp;&nbsp; 3.02% 1/16/27 | 250000 | 247337 |
| &nbsp;&nbsp; 3.38% 2/8/61 | 300000 | 200140 |
| &nbsp;&nbsp; 4.81% 2/13/33 | 35000 | 35412 |
| &nbsp;&nbsp; 4.89% 9/11/33 | 190000 | 192752 |
| &nbsp;&nbsp; 4.97% 10/17/29 | 250000 | 257466 |
| &nbsp;&nbsp; 4.99% 4/10/34 | 250000 | 254952 |
| &nbsp;&nbsp; 5.23% 11/17/34 | 250000 | 258221 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp; 3.28% 9/19/27 | 150000 | 148146 |
| &nbsp;&nbsp; 3.72% 11/28/28 | 90000 | 89087 |
| &nbsp;&nbsp; Burlington Resources LLC <br> 7.20% 8/15/31<br>| 100000 | 113849 |
| &nbsp;&nbsp; Canadian Natural Resources <br> Ltd.<br>|  |  |
| &nbsp;&nbsp; 2.95% 7/15/30 | 50000 | 46848 |
| &nbsp;&nbsp; 4.95% 6/1/47 | 100000 | 88886 |
| &nbsp;&nbsp; 5.00% 12/15/29 | 200000 | 204436 |
| &nbsp;&nbsp; 5.85% 2/1/35 | 200000 | 208739 |
| &nbsp;&nbsp; 6.25% 3/15/38 | 150000 | 160101 |
| &nbsp;&nbsp; Cenovus Energy, Inc. 5.40% <br> 6/15/47<br>| 298000 | 274462 |
| Chevron USA, Inc. |  |  |
| &nbsp;&nbsp; 3.25% 10/15/29 | 100000 | 97424 |
| &nbsp;&nbsp; 4.30% 10/15/30 | 400000 | 402180 |
| &nbsp;&nbsp; 4.48% 2/26/28 | 250000 | 253489 |
| &nbsp;&nbsp; 4.69% 4/15/30 | 250000 | 255825 |
| &nbsp;&nbsp; 4.98% 4/15/35 | 250000 | 256371 |
| &nbsp;&nbsp; CNOOC Finance 2015 <br> Australia Pty. Ltd. 4.20% <br> 5/5/45<br>| 200000 | 182579 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp; 3.80% 3/15/52 | 110000 | 82648 |
| &nbsp;&nbsp; 4.03% 3/15/62 | 107000 | 79878 |
| &nbsp;&nbsp; 4.30% 11/15/44 | 150000 | 129407 |
| &nbsp;&nbsp; 4.70% 1/15/30 | 250000 | 254857 |
| &nbsp;&nbsp; 5.00% 1/15/35 | 250000 | 253262 |
| &nbsp;&nbsp; 5.05% 9/15/33 | 145000 | 149418 |
| &nbsp;&nbsp; 5.30% 5/15/53 | 180000 | 171588 |
| &nbsp;&nbsp; 5.50% 1/15/55 | 145000 | 142049 |
| &nbsp;&nbsp; 5.65% 1/15/65 | 145000 | 142230 |
| Coterra Energy, Inc. |  |  |
| &nbsp;&nbsp; 3.90% 5/15/27 | 215000 | 213588 |
| &nbsp;&nbsp; 4.38% 3/15/29 | 50000 | 49896 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp; 4.75% 5/15/42 | 100000 | 87195 |
| &nbsp;&nbsp; 5.00% 6/15/45 | 70000 | 60943 |
| &nbsp;&nbsp; 5.20% 9/15/34 | 250000 | 248918 |

---

*LVIP SSGA Bond Index Fund–41*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp; Devon Energy <br> Corp. (continued)<br>|  |  |
| &nbsp;&nbsp; 5.60% 7/15/41 | 100000 | $96267 |
| &nbsp;&nbsp; 5.75% 9/15/54 | 250000 | 231894 |
| Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp; 3.13% 3/24/31 | 95000 | 88267 |
| &nbsp;&nbsp; 3.25% 12/1/26 | 110000 | 108838 |
| &nbsp;&nbsp; 4.25% 3/15/52 | 60000 | 47082 |
| &nbsp;&nbsp; 4.40% 3/24/51 | 70000 | 56509 |
| &nbsp;&nbsp; 5.15% 1/30/30 | 125000 | 128734 |
| &nbsp;&nbsp; 5.20% 4/18/27 | 50000 | 50718 |
| &nbsp;&nbsp; 5.40% 4/18/34 | 105000 | 107193 |
| &nbsp;&nbsp; 5.55% 4/1/35 | 180000 | 184787 |
| &nbsp;&nbsp; 5.75% 4/18/54 | 75000 | 72194 |
| &nbsp;&nbsp; 6.25% 3/15/53 | 200000 | 204824 |
| EOG Resources, Inc. |  |  |
| &nbsp;&nbsp; 3.90% 4/1/35 | 150000 | 139280 |
| &nbsp;&nbsp; 4.40% 7/15/28 | 400000 | 403674 |
| EQT Corp. 5.75% 2/1/34 | 350000 | 366296 |
| Equinor ASA |  |  |
| &nbsp;&nbsp; 2.38% 5/22/30 | 200000 | 185056 |
| &nbsp;&nbsp; 3.25% 11/18/49 | 110000 | 78781 |
| &nbsp;&nbsp; 3.63% 9/10/28 | 150000 | 148766 |
| &nbsp;&nbsp; 3.95% 5/15/43 | 250000 | 212584 |
| &nbsp;&nbsp; 4.80% 11/8/43 | 150000 | 142842 |
| &nbsp;&nbsp; 5.10% 8/17/40 | 200000 | 200933 |
| &nbsp;&nbsp; Expand Energy Corp. 5.70% <br> 1/15/35<br>| 210000 | 215840 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp; 3.00% 8/16/39 | 200000 | 160022 |
| &nbsp;&nbsp; 3.10% 8/16/49 | 200000 | 139085 |
| &nbsp;&nbsp; 3.48% 3/19/30 | 300000 | 293015 |
| &nbsp;&nbsp; 3.57% 3/6/45 | 200000 | 159375 |
| &nbsp;&nbsp; 4.11% 3/1/46 | 165000 | 139903 |
| &nbsp;&nbsp; 4.33% 3/19/50 | 400000 | 342840 |
| &nbsp;&nbsp; Helmerich & Payne, Inc. <br> 2.90% 9/29/31<br>| 45000 | 39754 |
| Hess Corp. |  |  |
| &nbsp;&nbsp; 4.30% 4/1/27 | 150000 | 150495 |
| &nbsp;&nbsp; 5.60% 2/15/41 | 200000 | 207550 |
| &nbsp;&nbsp; 5.80% 4/1/47 | 150000 | 155873 |
| &nbsp;&nbsp; 7.13% 3/15/33 | 100000 | 116048 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp; 3.80% 4/1/28 | 120000 | 118828 |
| &nbsp;&nbsp; 4.50% 4/1/48 | 50000 | 40436 |
| &nbsp;&nbsp; 5.13% 12/15/26 | 150000 | 151335 |
| &nbsp;&nbsp; 6.50% 3/1/41 | 145000 | 156297 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp; 5.20% 8/1/29 | 160000 | 162352 |
| &nbsp;&nbsp; 5.55% 10/1/34 | 145000 | 147120 |
| &nbsp;&nbsp; 6.05% 10/1/54 | 125000 | 121976 |
| &nbsp;&nbsp; 6.45% 9/15/36 | 500000 | 531333 |
| &nbsp;&nbsp; 8.88% 7/15/30 | 500000 | 577669 |
| Ovintiv, Inc. |  |  |
| &nbsp;&nbsp; 5.65% 5/15/28 | 175000 | 180234 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| Ovintiv, Inc. (continued) |  |  |
| &nbsp;&nbsp; 6.25% 7/15/33 | 115000 | $121304 |
| &nbsp;&nbsp; Patterson-UTI Energy, Inc. <br> 7.15% 10/1/33<br>| 95000 | 100642 |
| Phillips 66 |  |  |
| &nbsp;&nbsp; 3.30% 3/15/52 | 65000 | 43121 |
| &nbsp;&nbsp; 3.90% 3/15/28 | 200000 | 198913 |
| &nbsp;&nbsp; 4.88% 11/15/44 | 180000 | 160600 |
| &nbsp;&nbsp; 5.88% 5/1/42 | 250000 | 256426 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp; 3.15% 12/15/29 | 100000 | 95567 |
| &nbsp;&nbsp; 3.55% 10/1/26 | 100000 | 99385 |
| &nbsp;&nbsp; 3.75% 3/1/28 | 50000 | 49524 |
| &nbsp;&nbsp; 4.68% 2/15/45 | 40000 | 34227 |
| &nbsp;&nbsp; 4.90% 10/1/46 | 100000 | 87830 |
| &nbsp;&nbsp; Pioneer Natural Resources <br> Co.<br>|  |  |
| &nbsp;&nbsp; 1.90% 8/15/30 | 200000 | 179616 |
| &nbsp;&nbsp; 2.15% 1/15/31 | 90000 | 80919 |
| Shell Finance U.S., Inc. |  |  |
| &nbsp;&nbsp; 2.75% 4/6/30 | 315000 | 297458 |
| &nbsp;&nbsp; 3.25% 4/6/50 | 500000 | 354909 |
| &nbsp;&nbsp; 3.75% 9/12/46 | 150000 | 119093 |
| &nbsp;&nbsp; 4.00% 5/10/46 | 350000 | 288058 |
| &nbsp;&nbsp; 4.13% 5/11/35 | 156000 | 149812 |
| &nbsp;&nbsp; 4.38% 5/11/45 | 167000 | 145898 |
| &nbsp;&nbsp; Shell International Finance <br> BV<br>|  |  |
| &nbsp;&nbsp; 2.50% 9/12/26 | 150000 | 148196 |
| &nbsp;&nbsp; 5.50% 3/25/40 | 100000 | 103547 |
| &nbsp;&nbsp; 6.38% 12/15/38 | 300000 | 339434 |
| Suncor Energy, Inc. |  |  |
| &nbsp;&nbsp; 3.75% 3/4/51 | 70000 | 50332 |
| &nbsp;&nbsp; 4.00% 11/15/47 | 70000 | 53208 |
| &nbsp;&nbsp; 6.80% 5/15/38 | 55000 | 60643 |
| &nbsp;&nbsp; 6.85% 6/1/39 | 100000 | 111060 |
| &nbsp;&nbsp; 7.15% 2/1/32 | 25000 | 28075 |
| &nbsp;&nbsp; TotalEnergies Capital <br> International SA<br>|  |  |
| &nbsp;&nbsp; 2.83% 1/10/30 | 100000 | 95364 |
| &nbsp;&nbsp; 2.99% 6/29/41 | 200000 | 151645 |
| &nbsp;&nbsp; 3.39% 6/29/60 | 200000 | 134456 |
| &nbsp;&nbsp; 3.46% 2/19/29 | 200000 | 196331 |
| &nbsp;&nbsp; 3.46% 7/12/49 | 100000 | 73156 |
| TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp; 4.72% 9/10/34 | 125000 | 125834 |
| &nbsp;&nbsp; 5.28% 9/10/54 | 250000 | 240154 |
| &nbsp;&nbsp; 5.43% 9/10/64 | 250000 | 240715 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp; 4.00% 4/1/29 | 100000 | 98803 |
| &nbsp;&nbsp; 4.00% 6/1/52 | 55000 | 40900 |
| &nbsp;&nbsp; 4.35% 6/1/28 | 120000 | 120648 |
| &nbsp;&nbsp; 6.63% 6/15/37 | 300000 | 332660 |
| &nbsp;&nbsp; 7.50% 4/15/32 | 100000 | 115671 |

---

*LVIP SSGA Bond Index Fund–42*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp; Woodside Finance Ltd. 5.40% <br> 5/19/30<br>| 250000 | $256734 |
|  |  | **21064983** |
| **Oil & Gas Services–0.05%** | **Oil & Gas Services–0.05%** | **Oil & Gas Services–0.05%** |
| &nbsp;&nbsp; Baker Hughes Holdings LLC <br> 5.13% 9/15/40<br>| 200000 | 196172 |
| &nbsp;&nbsp; Baker Hughes <br> Holdings LLC/Baker Hughes <br> Co-Obligor, Inc.<br>|  |  |
| &nbsp;&nbsp; 2.06% 12/15/26 | 200000 | 195231 |
| &nbsp;&nbsp; 4.08% 12/15/47 | 200000 | 161270 |
| &nbsp;&nbsp; 4.49% 5/1/30 | 30000 | 30276 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp; 2.92% 3/1/30 | 150000 | 141185 |
| &nbsp;&nbsp; 4.75% 8/1/43 | 200000 | 178988 |
| &nbsp;&nbsp; 4.85% 11/15/35 | 100000 | 98488 |
| &nbsp;&nbsp; 5.00% 11/15/45 | 283000 | 257313 |
| NOV, Inc. 3.95% 12/1/42 | 150000 | 116643 |
|  |  | **1375566** |
| **Packaging & Containers–0.06%** | **Packaging & Containers–0.06%** | **Packaging & Containers–0.06%** |
| &nbsp;&nbsp; Amcor Finance USA, Inc. <br> 5.63% 5/26/33<br>| 160000 | 166870 |
| &nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. 5.10% 3/17/30<br>| 110000 | 112495 |
| &nbsp;&nbsp; Amcor Group Finance PLC <br> 5.45% 5/23/29<br>| 250000 | 258296 |
| &nbsp;&nbsp; Berry Global, Inc. 5.80% <br> 6/15/31<br>| 250000 | 264323 |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp; 3.00% 12/15/29 | 50000 | 47751 |
| &nbsp;&nbsp; 3.05% 10/1/51 | 45000 | 29411 |
| &nbsp;&nbsp; 3.40% 12/15/27 | 70000 | 68999 |
| &nbsp;&nbsp; 4.05% 12/15/49 | 25000 | 19853 |
| &nbsp;&nbsp; Smurfit Westrock Financing <br> DAC 5.42% 1/15/35<br>| 200000 | 206094 |
| &nbsp;&nbsp; WestRock MWV LLC 8.20% <br> 1/15/30<br>| 150000 | 171805 |
| WRKCo, Inc. |  |  |
| &nbsp;&nbsp; 3.90% 6/1/28 | 50000 | 49586 |
| &nbsp;&nbsp; 4.00% 3/15/28 | 100000 | 99443 |
| &nbsp;&nbsp; 4.20% 6/1/32 | 50000 | 48619 |
|  |  | **1543545** |
| **Pharmaceuticals–1.24%** | **Pharmaceuticals–1.24%** | **Pharmaceuticals–1.24%** |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp; 2.95% 11/21/26 | 250000 | 247130 |
| &nbsp;&nbsp; 3.20% 11/21/29 | 525000 | 506494 |
| &nbsp;&nbsp; 4.05% 11/21/39 | 250000 | 223734 |
| &nbsp;&nbsp; 4.25% 11/21/49 | 525000 | 442302 |
| &nbsp;&nbsp; 4.30% 5/14/36 | 150000 | 144160 |
| &nbsp;&nbsp; 4.40% 11/6/42 | 300000 | 270558 |
| &nbsp;&nbsp; 4.45% 5/14/46 | 200000 | 177022 |
| &nbsp;&nbsp; 4.55% 3/15/35 | 250000 | 246100 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| AbbVie, Inc. (continued) |  |  |
| &nbsp;&nbsp; 4.63% 10/1/42 | 125000 | $115806 |
| &nbsp;&nbsp; 4.65% 3/15/28 | 120000 | 121977 |
| &nbsp;&nbsp; 4.80% 3/15/27 | 800000 | 809084 |
| &nbsp;&nbsp; 4.85% 6/15/44 | 250000 | 235799 |
| &nbsp;&nbsp; 4.88% 3/15/30 | 100000 | 102936 |
| &nbsp;&nbsp; 5.20% 3/15/35 | 110000 | 113843 |
| &nbsp;&nbsp; 5.50% 3/15/64 | 700000 | 699631 |
| &nbsp;&nbsp; 5.60% 3/15/55 | 65000 | 66507 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp; 2.25% 5/28/31 | 55000 | 49738 |
| &nbsp;&nbsp; 4.88% 3/3/28 | 500000 | 510955 |
| &nbsp;&nbsp; 4.88% 3/3/33 | 500000 | 514999 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp; 1.38% 8/6/30 | 200000 | 176067 |
| &nbsp;&nbsp; 2.13% 8/6/50 | 95000 | 54261 |
| &nbsp;&nbsp; 3.00% 5/28/51 | 30000 | 20685 |
| &nbsp;&nbsp; 4.00% 1/17/29 | 105000 | 105099 |
| &nbsp;&nbsp; 4.38% 11/16/45 | 95000 | 84713 |
| &nbsp;&nbsp; 4.38% 8/17/48 | 125000 | 109960 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp; 1.96% 2/11/31 | 165000 | 145542 |
| &nbsp;&nbsp; 3.79% 5/20/50 | 200000 | 153142 |
| &nbsp;&nbsp; 4.67% 6/6/47 | 125000 | 110448 |
| &nbsp;&nbsp; 4.69% 2/13/28 | 75000 | 75946 |
| &nbsp;&nbsp; 4.87% 2/8/29 | 250000 | 254935 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp; 1.13% 11/13/27 | 150000 | 141903 |
| &nbsp;&nbsp; 1.45% 11/13/30 | 90000 | 78861 |
| &nbsp;&nbsp; 2.35% 11/13/40 | 65000 | 45617 |
| &nbsp;&nbsp; 2.55% 11/13/50 | 90000 | 54063 |
| &nbsp;&nbsp; 2.95% 3/15/32 | 70000 | 64278 |
| &nbsp;&nbsp; 3.25% 8/1/42 | 100000 | 77150 |
| &nbsp;&nbsp; 3.40% 7/26/29 | 217000 | 211587 |
| &nbsp;&nbsp; 3.55% 3/15/42 | 45000 | 36380 |
| &nbsp;&nbsp; 3.70% 3/15/52 | 105000 | 78361 |
| &nbsp;&nbsp; 3.90% 2/20/28 | 250000 | 250021 |
| &nbsp;&nbsp; 3.90% 3/15/62 | 95000 | 69643 |
| &nbsp;&nbsp; 4.13% 6/15/39 | 585000 | 529965 |
| &nbsp;&nbsp; 4.25% 10/26/49 | 210000 | 174106 |
| &nbsp;&nbsp; 4.35% 11/15/47 | 200000 | 170508 |
| &nbsp;&nbsp; 4.55% 2/20/48 | 250000 | 218605 |
| &nbsp;&nbsp; 4.90% 2/22/29 | 225000 | 231030 |
| &nbsp;&nbsp; 5.20% 2/22/34 | 185000 | 191837 |
| &nbsp;&nbsp; 5.50% 2/22/44 | 45000 | 45486 |
| &nbsp;&nbsp; 5.55% 2/22/54 | 720000 | 717595 |
| Cardinal Health, Inc. |  |  |
| &nbsp;&nbsp; 3.41% 6/15/27 | 250000 | 247289 |
| &nbsp;&nbsp; 4.37% 6/15/47 | 100000 | 83304 |
| &nbsp;&nbsp; 4.90% 9/15/45 | 100000 | 90230 |
| &nbsp;&nbsp; 5.35% 11/15/34 | 250000 | 256975 |
| Cencora, Inc. |  |  |
| &nbsp;&nbsp; 2.70% 3/15/31 | 200000 | 183408 |
| &nbsp;&nbsp; 2.80% 5/15/30 | 50000 | 46826 |

---

*LVIP SSGA Bond Index Fund–43*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Cencora, Inc. (continued) |  |  |
| &nbsp;&nbsp; 3.45% 12/15/27 | 100000 | $98593 |
| &nbsp;&nbsp; 4.30% 12/15/47 | 100000 | 83266 |
| &nbsp;&nbsp; 5.13% 2/15/34 | 180000 | 184290 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp; 1.30% 8/21/27 | 415000 | 393158 |
| &nbsp;&nbsp; 1.75% 8/21/30 | 250000 | 219440 |
| &nbsp;&nbsp; 1.88% 2/28/31 | 160000 | 139059 |
| &nbsp;&nbsp; 3.25% 8/15/29 | 85000 | 81485 |
| &nbsp;&nbsp; 3.75% 4/1/30 | 200000 | 193742 |
| &nbsp;&nbsp; 4.13% 4/1/40 | 300000 | 254837 |
| &nbsp;&nbsp; 4.30% 3/25/28 | 323000 | 323213 |
| &nbsp;&nbsp; 4.78% 3/25/38 | 310000 | 290544 |
| &nbsp;&nbsp; 4.88% 7/20/35 | 225000 | 219198 |
| &nbsp;&nbsp; 5.00% 1/30/29 | 90000 | 91769 |
| &nbsp;&nbsp; 5.13% 2/21/30 | 100000 | 102508 |
| &nbsp;&nbsp; 5.13% 7/20/45 | 215000 | 195169 |
| &nbsp;&nbsp; 5.25% 2/21/33 | 100000 | 102315 |
| &nbsp;&nbsp; 5.30% 6/1/33 | 95000 | 97248 |
| &nbsp;&nbsp; 5.40% 6/1/29 | 165000 | 170611 |
| &nbsp;&nbsp; 5.63% 2/21/53 | 100000 | 95027 |
| &nbsp;&nbsp; 5.70% 6/1/34 | 250000 | 260886 |
| &nbsp;&nbsp; 5.88% 6/1/53 | 140000 | 137564 |
| &nbsp;&nbsp; 6.00% 6/1/44 | 200000 | 202903 |
| &nbsp;&nbsp; 6.05% 6/1/54 | 200000 | 202307 |
| &nbsp;&nbsp; 6.20% 9/15/55 | 600000 | 617539 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp; 2.25% 5/15/50 | 250000 | 145576 |
| &nbsp;&nbsp; 2.50% 9/15/60 | 250000 | 141840 |
| &nbsp;&nbsp; 3.38% 3/15/29 | 65000 | 63811 |
| &nbsp;&nbsp; 4.00% 10/15/28 | 600000 | 601037 |
| &nbsp;&nbsp; 4.15% 8/14/27 | 140000 | 140913 |
| &nbsp;&nbsp; 4.20% 8/14/29 | 45000 | 45319 |
| &nbsp;&nbsp; 4.60% 8/14/34 | 180000 | 180675 |
| &nbsp;&nbsp; 4.70% 2/9/34 | 500000 | 505521 |
| &nbsp;&nbsp; 5.00% 2/9/54 | 175000 | 165568 |
| &nbsp;&nbsp; 5.05% 8/14/54 | 100000 | 95396 |
| &nbsp;&nbsp; 5.20% 8/14/64 | 90000 | 86538 |
| &nbsp;&nbsp; 5.50% 2/12/55 | 700000 | 714999 |
| &nbsp;&nbsp; GlaxoSmithKline Capital PLC <br> 3.38% 6/1/29<br>| 165000 | 161075 |
| GlaxoSmithKline Capital, Inc. |  |  |
| &nbsp;&nbsp; 4.88% 4/15/35 | 250000 | 252056 |
| &nbsp;&nbsp; 5.38% 4/15/34 | 100000 | 105632 |
| &nbsp;&nbsp; 6.38% 5/15/38 | 100000 | 112426 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp; 0.95% 9/1/27 | 155000 | 147470 |
| &nbsp;&nbsp; 2.10% 9/1/40 | 335000 | 236163 |
| &nbsp;&nbsp; 2.45% 9/1/60 | 165000 | 94042 |
| &nbsp;&nbsp; 2.90% 1/15/28 | 150000 | 147402 |
| &nbsp;&nbsp; 2.95% 3/3/27 | 200000 | 197846 |
| &nbsp;&nbsp; 3.40% 1/15/38 | 150000 | 131994 |
| &nbsp;&nbsp; 3.50% 1/15/48 | 95000 | 74424 |
| &nbsp;&nbsp; 3.55% 3/1/36 | 70000 | 64110 |
| &nbsp;&nbsp; 3.70% 3/1/46 | 80000 | 65813 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp; Johnson & <br> Johnson (continued)<br>|  |  |
| &nbsp;&nbsp; 3.75% 3/3/47 | 200000 | $164015 |
| &nbsp;&nbsp; 4.38% 12/5/33 | 183000 | 185088 |
| &nbsp;&nbsp; 4.80% 6/1/29 | 165000 | 170119 |
| &nbsp;&nbsp; 4.85% 5/15/41 | 100000 | 99790 |
| &nbsp;&nbsp; 4.95% 6/1/34 | 105000 | 110347 |
| &nbsp;&nbsp; 5.25% 6/1/54 | 110000 | 112108 |
| &nbsp;&nbsp; 5.85% 7/15/38 | 100000 | 110645 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp; 4.25% 9/15/29 | 125000 | 125523 |
| &nbsp;&nbsp; 5.10% 7/15/33 | 200000 | 207231 |
| &nbsp;&nbsp; Mead Johnson Nutrition Co. <br> 5.90% 11/1/39<br>| 50000 | 53095 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp; 1.45% 6/24/30 | 105000 | 93026 |
| &nbsp;&nbsp; 1.70% 6/10/27 | 100000 | 96591 |
| &nbsp;&nbsp; 1.90% 12/10/28 | 100000 | 93931 |
| &nbsp;&nbsp; 2.15% 12/10/31 | 95000 | 83926 |
| &nbsp;&nbsp; 2.35% 6/24/40 | 145000 | 104142 |
| &nbsp;&nbsp; 2.45% 6/24/50 | 100000 | 60019 |
| &nbsp;&nbsp; 2.75% 12/10/51 | 100000 | 63141 |
| &nbsp;&nbsp; 2.90% 12/10/61 | 55000 | 33011 |
| &nbsp;&nbsp; 3.40% 3/7/29 | 200000 | 195942 |
| &nbsp;&nbsp; 3.60% 9/15/42 | 100000 | 81242 |
| &nbsp;&nbsp; 3.90% 3/7/39 | 200000 | 178697 |
| &nbsp;&nbsp; 4.00% 3/7/49 | 135000 | 109637 |
| &nbsp;&nbsp; 4.15% 5/18/43 | 242000 | 210378 |
| &nbsp;&nbsp; 4.50% 5/17/33 | 145000 | 145787 |
| &nbsp;&nbsp; 4.90% 5/17/44 | 150000 | 142183 |
| &nbsp;&nbsp; 4.95% 9/15/35 | 300000 | 303428 |
| &nbsp;&nbsp; 5.00% 5/17/53 | 250000 | 234916 |
| &nbsp;&nbsp; 5.70% 9/15/55 | 300000 | 309580 |
| Mylan, Inc. |  |  |
| &nbsp;&nbsp; 4.55% 4/15/28 | 150000 | 149415 |
| &nbsp;&nbsp; 5.20% 4/15/48 | 150000 | 122906 |
| &nbsp;&nbsp; 5.40% 11/29/43 | 133000 | 115229 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp; 2.00% 2/14/27 | 150000 | 146468 |
| &nbsp;&nbsp; 2.20% 8/14/30 | 150000 | 137902 |
| &nbsp;&nbsp; 2.75% 8/14/50 | 100000 | 65572 |
| &nbsp;&nbsp; 3.10% 5/17/27 | 125000 | 123682 |
| &nbsp;&nbsp; 3.70% 9/21/42 | 150000 | 125420 |
| &nbsp;&nbsp; 4.40% 5/6/44 | 250000 | 225968 |
| &nbsp;&nbsp; Pfizer Investment Enterprises <br> Pte. Ltd.<br>|  |  |
| &nbsp;&nbsp; 4.65% 5/19/30 | 250000 | 254688 |
| &nbsp;&nbsp; 4.75% 5/19/33 | 265000 | 267717 |
| &nbsp;&nbsp; 5.11% 5/19/43 | 250000 | 242278 |
| &nbsp;&nbsp; 5.30% 5/19/53 | 760000 | 734454 |
| &nbsp;&nbsp; 5.34% 5/19/63 | 250000 | 237288 |
| Pfizer, Inc. |  |  |
| &nbsp;&nbsp; 1.70% 5/28/30 | 125000 | 112057 |
| &nbsp;&nbsp; 1.75% 8/18/31 | 100000 | 87620 |
| &nbsp;&nbsp; 2.55% 5/28/40 | 300000 | 220439 |

---

*LVIP SSGA Bond Index Fund–44*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Pfizer, Inc. (continued) |  |  |
| &nbsp;&nbsp; 3.45% 3/15/29 | 250000 | $245959 |
| &nbsp;&nbsp; 3.60% 9/15/28 | 250000 | 248780 |
| &nbsp;&nbsp; 3.90% 3/15/39 | 50000 | 44158 |
| &nbsp;&nbsp; 4.00% 12/15/36 | 100000 | 93345 |
| &nbsp;&nbsp; 4.00% 3/15/49 | 200000 | 162116 |
| &nbsp;&nbsp; 4.10% 9/15/38 | 150000 | 136305 |
| &nbsp;&nbsp; 7.20% 3/15/39 | 300000 | 360282 |
| Sanofi SA 3.63% 6/19/28 | 150000 | 149158 |
| &nbsp;&nbsp; Takeda Pharmaceutical Co. <br> Ltd.<br>|  |  |
| &nbsp;&nbsp; 2.05% 3/31/30 | 200000 | 181634 |
| &nbsp;&nbsp; 3.03% 7/9/40 | 200000 | 152599 |
| &nbsp;&nbsp; 3.18% 7/9/50 | 200000 | 135371 |
| &nbsp;&nbsp; 3.38% 7/9/60 | 200000 | 130920 |
| &nbsp;&nbsp; 5.00% 11/26/28 | 200000 | 204387 |
| &nbsp;&nbsp; Utah Acquisition Sub, Inc. <br> 5.25% 6/15/46<br>| 160000 | 132956 |
| Viatris, Inc. |  |  |
| &nbsp;&nbsp; 2.70% 6/22/30 | 95000 | 85539 |
| &nbsp;&nbsp; 4.00% 6/22/50 | 95000 | 64811 |
| Wyeth LLC |  |  |
| &nbsp;&nbsp; 5.95% 4/1/37 | 350000 | 379118 |
| &nbsp;&nbsp; 6.00% 2/15/36 | 100000 | 108961 |
| &nbsp;&nbsp; 6.50% 2/1/34 | 100000 | 113073 |
| Zoetis, Inc. |  |  |
| &nbsp;&nbsp; 3.00% 9/12/27 | 100000 | 98243 |
| &nbsp;&nbsp; 3.00% 5/15/50 | 145000 | 96889 |
| &nbsp;&nbsp; 3.90% 8/20/28 | 50000 | 49899 |
| &nbsp;&nbsp; 3.95% 9/12/47 | 100000 | 80254 |
| &nbsp;&nbsp; 4.45% 8/20/48 | 50000 | 43278 |
| &nbsp;&nbsp; 5.60% 11/16/32 | 135000 | 143578 |
|  |  | **31507172** |
| **Pipelines–0.90%** | **Pipelines–0.90%** | **Pipelines–0.90%** |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp; 3.40% 2/15/31 | 45000 | 42142 |
| &nbsp;&nbsp; 4.45% 7/15/27 | 70000 | 70142 |
| &nbsp;&nbsp; 5.63% 8/1/34 | 250000 | 259396 |
| &nbsp;&nbsp; Cheniere Corpus Christi <br> Holdings LLC 3.70% <br> 11/15/29<br>| 230000 | 223524 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp; 5.75% 8/15/34 | 350000 | 363856 |
| &nbsp;&nbsp; 5.95% 6/30/33 | 250000 | 264649 |
| &nbsp;&nbsp; Columbia Pipeline Group, <br> Inc. 5.80% 6/1/45<br>| 100000 | 99524 |
| &nbsp;&nbsp; Eastern Energy Gas <br> Holdings LLC<br>|  |  |
| &nbsp;&nbsp; 5.80% 1/15/35 | 250000 | 263012 |
| &nbsp;&nbsp; 6.20% 1/15/55 | 105000 | 110044 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp; 1.60% 10/4/26 | 110000 | 107234 |
| &nbsp;&nbsp; 3.40% 8/1/51 | 140000 | 96006 |
| &nbsp;&nbsp; 4.25% 12/1/26 | 100000 | 100012 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| Enbridge, Inc. (continued) |  |  |
| &nbsp;&nbsp; 4.60% 6/20/28 | 400000 | $404698 |
| &nbsp;&nbsp; 5.25% 4/5/27 | 180000 | 182722 |
| &nbsp;&nbsp; 5.30% 4/5/29 | 250000 | 258110 |
| &nbsp;&nbsp; 5.50% 12/1/46 | 100000 | 98934 |
| &nbsp;&nbsp; 5.63% 4/5/34 | 155000 | 161790 |
| &nbsp;&nbsp; 5.70% 3/8/33 | 200000 | 210471 |
| &nbsp;&nbsp; 5.95% 4/5/54 | 145000 | 148923 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp; 3.75% 5/15/30 | 105000 | 101962 |
| &nbsp;&nbsp; 4.00% 10/1/27 | 245000 | 244128 |
| &nbsp;&nbsp; 4.20% 4/15/27 | 150000 | 149802 |
| &nbsp;&nbsp; 4.40% 3/15/27 | 100000 | 100339 |
| &nbsp;&nbsp; 4.95% 6/15/28 | 75000 | 76294 |
| &nbsp;&nbsp; 5.00% 5/15/44 | 70000 | 61918 |
| &nbsp;&nbsp; 5.00% 5/15/50 | 315000 | 269641 |
| &nbsp;&nbsp; 5.15% 3/15/45 | 150000 | 134611 |
| &nbsp;&nbsp; 5.30% 4/1/44 | 200000 | 183184 |
| &nbsp;&nbsp; 5.30% 4/15/47 | 150000 | 135476 |
| &nbsp;&nbsp; 5.40% 10/1/47 | 245000 | 224261 |
| &nbsp;&nbsp; 5.60% 9/1/34 | 700000 | 718417 |
| &nbsp;&nbsp; 5.80% 6/15/38 | 100000 | 101717 |
| &nbsp;&nbsp; 5.95% 10/1/43 | 125000 | 123417 |
| &nbsp;&nbsp; 6.00% 6/15/48 | 100000 | 98554 |
| &nbsp;&nbsp; 6.10% 12/1/28 | 180000 | 189395 |
| &nbsp;&nbsp; 6.50% 2/1/42 | 150000 | 158874 |
| &nbsp;&nbsp; 6.55% 12/1/33 | 145000 | 158599 |
| &nbsp;&nbsp; 7.50% 7/1/38 | 200000 | 232406 |
| &nbsp;&nbsp; Enterprise Products <br> Operating LLC<br>|  |  |
| &nbsp;&nbsp; 2.80% 1/31/30 | 105000 | 99217 |
| &nbsp;&nbsp; 3.13% 7/31/29 | 150000 | 144695 |
| &nbsp;&nbsp; 3.20% 2/15/52 | 350000 | 237283 |
| &nbsp;&nbsp; 3.30% 2/15/53 | 85000 | 57863 |
| &nbsp;&nbsp; 3.95% 2/15/27 | 245000 | 244845 |
| &nbsp;&nbsp; 4.15% 10/16/28 | 100000 | 100263 |
| &nbsp;&nbsp; 4.20% 1/31/50 | 100000 | 81574 |
| &nbsp;&nbsp; 4.25% 2/15/48 | 90000 | 74893 |
| &nbsp;&nbsp; 4.45% 2/15/43 | 125000 | 110358 |
| &nbsp;&nbsp; 4.80% 2/1/49 | 100000 | 89242 |
| &nbsp;&nbsp; 4.85% 1/31/34 | 250000 | 252125 |
| &nbsp;&nbsp; 4.85% 3/15/44 | 125000 | 114961 |
| &nbsp;&nbsp; 4.90% 5/15/46 | 100000 | 91812 |
| &nbsp;&nbsp; 4.95% 2/15/35 | 140000 | 141164 |
| &nbsp;&nbsp; 5.55% 2/16/55 | 125000 | 123548 |
| &nbsp;&nbsp; 5.70% 2/15/42 | 150000 | 154204 |
| &nbsp;&nbsp; 5.95% 2/1/41 | 100000 | 105924 |
| &nbsp;&nbsp; 6.13% 10/15/39 | 50000 | 54056 |
| &nbsp;&nbsp; 7.55% 4/15/38 | 100000 | 120029 |
| &nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP<br>|  |  |
| &nbsp;&nbsp; 5.00% 3/1/43 | 250000 | 229013 |
| &nbsp;&nbsp; 5.80% 3/15/35 | 150000 | 157181 |
| &nbsp;&nbsp; 6.50% 9/1/39 | 100000 | 108264 |
| &nbsp;&nbsp; 6.55% 9/15/40 | 200000 | 217115 |

---

*LVIP SSGA Bond Index Fund–45*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP (continued)<br>|  |  |
| &nbsp;&nbsp; 7.75% 3/15/32 | 200000 | $232652 |
| Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp; 1.75% 11/15/26 | 95000 | 92527 |
| &nbsp;&nbsp; 2.00% 2/15/31 | 140000 | 124114 |
| &nbsp;&nbsp; 3.25% 8/1/50 | 145000 | 96148 |
| &nbsp;&nbsp; 4.30% 3/1/28 | 200000 | 200861 |
| &nbsp;&nbsp; 5.10% 8/1/29 | 115000 | 118180 |
| &nbsp;&nbsp; 5.20% 6/1/33 | 70000 | 71683 |
| &nbsp;&nbsp; 5.20% 3/1/48 | 150000 | 137441 |
| &nbsp;&nbsp; 5.55% 6/1/45 | 200000 | 194260 |
| &nbsp;&nbsp; 5.95% 8/1/54 | 180000 | 181279 |
| MPLX LP |  |  |
| &nbsp;&nbsp; 2.65% 8/15/30 | 390000 | 358052 |
| &nbsp;&nbsp; 4.00% 3/15/28 | 175000 | 174185 |
| &nbsp;&nbsp; 4.13% 3/1/27 | 165000 | 164768 |
| &nbsp;&nbsp; 4.25% 12/1/27 | 50000 | 50049 |
| &nbsp;&nbsp; 4.50% 4/15/38 | 290000 | 262308 |
| &nbsp;&nbsp; 4.70% 4/15/48 | 115000 | 96290 |
| &nbsp;&nbsp; 4.90% 4/15/58 | 50000 | 41499 |
| &nbsp;&nbsp; 5.00% 3/1/33 | 145000 | 145036 |
| &nbsp;&nbsp; 5.20% 3/1/47 | 165000 | 148279 |
| &nbsp;&nbsp; 5.20% 12/1/47 | 90000 | 80509 |
| &nbsp;&nbsp; 5.40% 9/15/35 | 400000 | 400869 |
| &nbsp;&nbsp; 5.50% 6/1/34 | 140000 | 142673 |
| ONEOK Partners LP |  |  |
| &nbsp;&nbsp; 6.13% 2/1/41 | 100000 | 102492 |
| &nbsp;&nbsp; 6.65% 10/1/36 | 100000 | 109270 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp; 3.10% 3/15/30 | 100000 | 94430 |
| &nbsp;&nbsp; 3.40% 9/1/29 | 150000 | 144517 |
| &nbsp;&nbsp; 3.95% 3/1/50 | 155000 | 114103 |
| &nbsp;&nbsp; 4.00% 7/13/27 | 85000 | 84738 |
| &nbsp;&nbsp; 4.20% 10/3/47 | 100000 | 77641 |
| &nbsp;&nbsp; 4.25% 9/24/27 | 75000 | 75081 |
| &nbsp;&nbsp; 4.25% 9/15/46 | 180000 | 141162 |
| &nbsp;&nbsp; 4.45% 9/1/49 | 60000 | 48288 |
| &nbsp;&nbsp; 4.50% 3/15/50 | 100000 | 81563 |
| &nbsp;&nbsp; 4.55% 7/15/28 | 150000 | 151248 |
| &nbsp;&nbsp; 4.75% 10/15/31 | 100000 | 100032 |
| &nbsp;&nbsp; 4.95% 7/13/47 | 100000 | 86746 |
| &nbsp;&nbsp; 5.05% 11/1/34 | 100000 | 98618 |
| &nbsp;&nbsp; 5.20% 7/15/48 | 75000 | 67019 |
| &nbsp;&nbsp; 5.40% 10/15/35 | 400000 | 401504 |
| &nbsp;&nbsp; 5.65% 9/1/34 | 125000 | 128143 |
| &nbsp;&nbsp; 5.70% 11/1/54 | 100000 | 94407 |
| &nbsp;&nbsp; 5.85% 11/1/64 | 100000 | 95452 |
| &nbsp;&nbsp; 6.05% 9/1/33 | 105000 | 111341 |
| &nbsp;&nbsp; 6.63% 9/1/53 | 250000 | 265947 |
| &nbsp;&nbsp; Plains All American <br> Pipeline LP 5.95% 6/15/35<br>| 250000 | 260908 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 4.30% 1/31/43 | 100000 | $81483 |
| &nbsp;&nbsp; 4.50% 12/15/26 | 100000 | 100172 |
| &nbsp;&nbsp; 6.65% 1/15/37 | 125000 | 135715 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp; 4.20% 3/15/28 | 70000 | 69925 |
| &nbsp;&nbsp; 4.50% 5/15/30 | 255000 | 255889 |
| &nbsp;&nbsp; 5.90% 9/15/37 | 243097 | 255623 |
| &nbsp;&nbsp; South Bow USA <br> Infrastructure Holdings LLC <br> 5.58% 10/1/34<br>| 300000 | 301612 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp; 3.38% 10/15/26 | 145000 | 143908 |
| &nbsp;&nbsp; 4.50% 3/15/45 | 50000 | 42827 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp; 5.50% 2/15/35 | 195000 | 198422 |
| &nbsp;&nbsp; 6.13% 5/15/55 | 150000 | 150834 |
| &nbsp;&nbsp; 6.50% 2/15/53 | 250000 | 263192 |
| &nbsp;&nbsp; Targa Resources <br> Partners LP/Targa <br> Resources Partners Finance <br> Corp. 4.88% 2/1/31<br>| 700000 | 702045 |
| &nbsp;&nbsp; Tennessee Gas Pipeline Co. <br> LLC 7.63% 4/1/37<br>| 150000 | 176794 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp; 4.10% 4/15/30 | 500000 | 492690 |
| &nbsp;&nbsp; 4.25% 5/15/28 | 150000 | 150070 |
| &nbsp;&nbsp; 4.63% 3/1/34 | 200000 | 194973 |
| &nbsp;&nbsp; 6.10% 6/1/40 | 100000 | 105795 |
| &nbsp;&nbsp; 7.25% 8/15/38 | 100000 | 115463 |
| &nbsp;&nbsp; Transcontinental Gas Pipe <br> Line Co. LLC<br>|  |  |
| &nbsp;&nbsp; 3.25% 5/15/30 | 100000 | 95350 |
| &nbsp;&nbsp; 3.95% 5/15/50 | 200000 | 156665 |
| &nbsp;&nbsp; 4.00% 3/15/28 | 100000 | 99714 |
| &nbsp;&nbsp; 4.45% 8/1/42 | 100000 | 87570 |
| &nbsp;&nbsp; 4.60% 3/15/48 | 100000 | 86763 |
| &nbsp;&nbsp; Valero Energy Partners LP <br> 4.50% 3/15/28<br>| 100000 | 100779 |
| &nbsp;&nbsp; Western Midstream <br> Operating LP<br>|  |  |
| &nbsp;&nbsp; 5.45% 11/15/34 | 350000 | 350468 |
| &nbsp;&nbsp; 6.15% 4/1/33 | 155000 | 163745 |
| Williams Cos., Inc. |  |  |
| &nbsp;&nbsp; 2.60% 3/15/31 | 135000 | 122578 |
| &nbsp;&nbsp; 3.50% 11/15/30 | 150000 | 143368 |
| &nbsp;&nbsp; 3.75% 6/15/27 | 250000 | 248303 |
| &nbsp;&nbsp; 4.85% 3/1/48 | 70000 | 62073 |
| &nbsp;&nbsp; 4.90% 3/15/29 | 250000 | 254630 |
| &nbsp;&nbsp; 5.30% 8/15/28 | 350000 | 360864 |
| &nbsp;&nbsp; 5.75% 6/24/44 | 95000 | 95856 |
| &nbsp;&nbsp; 6.00% 3/15/55 | 90000 | 92852 |
|  |  | **22945135** |

---

*LVIP SSGA Bond Index Fund–46*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Private Equity–0.04%** | **Private Equity–0.04%** | **Private Equity–0.04%** |
| &nbsp;&nbsp; Brookfield <br> Finance LLC/Brookfield <br> Finance, Inc. 3.45% 4/15/50<br>| 150000 | $104956 |
| Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp; 2.72% 4/15/31 | 80000 | 73073 |
| &nbsp;&nbsp; 3.50% 3/30/51 | 200000 | 141317 |
| &nbsp;&nbsp; 3.90% 1/25/28 | 100000 | 99286 |
| &nbsp;&nbsp; 4.70% 9/20/47 | 150000 | 131443 |
| &nbsp;&nbsp; 5.68% 1/15/35 | 250000 | 259310 |
| &nbsp;&nbsp; 5.97% 3/4/54 | 250000 | 257700 |
|  |  | **1067085** |
| **Real Estate–0.01%** | **Real Estate–0.01%** | **Real Estate–0.01%** |
| &nbsp;&nbsp; CBRE Services, Inc. 4.80% <br> 6/15/30<br>| 150000 | 152382 |
|  |  | **152382** |
| **Real Estate Investment Trusts–0.87%** | **Real Estate Investment Trusts–0.87%** | **Real Estate Investment Trusts–0.87%** |
| Agree LP 5.63% 6/15/34 | 60000 | 62468 |
| &nbsp;&nbsp; Alexandria Real Estate <br> Equities, Inc.<br>|  |  |
| &nbsp;&nbsp; 2.00% 5/18/32 | 125000 | 105661 |
| &nbsp;&nbsp; 2.75% 12/15/29 | 100000 | 93716 |
| &nbsp;&nbsp; 2.95% 3/15/34 | 40000 | 34546 |
| &nbsp;&nbsp; 3.00% 5/18/51 | 250000 | 157071 |
| &nbsp;&nbsp; 3.38% 8/15/31 | 60000 | 56133 |
| &nbsp;&nbsp; 3.55% 3/15/52 | 70000 | 48665 |
| &nbsp;&nbsp; 3.95% 1/15/27 | 25000 | 24913 |
| &nbsp;&nbsp; 3.95% 1/15/28 | 100000 | 99417 |
| &nbsp;&nbsp; 4.00% 2/1/50 | 100000 | 76703 |
| &nbsp;&nbsp; 4.50% 7/30/29 | 110000 | 110359 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp; 2.38% 7/15/31 | 80000 | 70869 |
| &nbsp;&nbsp; 3.63% 4/15/32 | 140000 | 131012 |
| &nbsp;&nbsp; 5.50% 2/1/34 | 250000 | 257979 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp; 1.50% 1/31/28 | 50000 | 47088 |
| &nbsp;&nbsp; 1.88% 10/15/30 | 250000 | 221098 |
| &nbsp;&nbsp; 2.10% 6/15/30 | 25000 | 22533 |
| &nbsp;&nbsp; 2.70% 4/15/31 | 100000 | 91234 |
| &nbsp;&nbsp; 3.10% 6/15/50 | 300000 | 200929 |
| &nbsp;&nbsp; 3.13% 1/15/27 | 200000 | 197227 |
| &nbsp;&nbsp; 3.60% 1/15/28 | 100000 | 98773 |
| &nbsp;&nbsp; 3.65% 3/15/27 | 160000 | 158811 |
| &nbsp;&nbsp; 4.90% 3/15/30 | 250000 | 254935 |
| &nbsp;&nbsp; 5.35% 3/15/35 | 250000 | 256743 |
| &nbsp;&nbsp; 5.40% 1/31/35 | 125000 | 129163 |
| &nbsp;&nbsp; 5.80% 11/15/28 | 140000 | 146192 |
| &nbsp;&nbsp; Americold Realty Operating <br> Partnership LP 5.60% <br> 5/15/32<br>| 60000 | 60726 |
| AvalonBay Communities, Inc. |  |  |
| &nbsp;&nbsp; 1.90% 12/1/28 | 100000 | 93507 |
| &nbsp;&nbsp; 2.45% 1/15/31 | 105000 | 95418 |
| &nbsp;&nbsp; 2.90% 10/15/26 | 50000 | 49480 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp; AvalonBay Communities, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 3.20% 1/15/28 | 85000 | $83454 |
| &nbsp;&nbsp; 3.30% 6/1/29 | 60000 | 58208 |
| &nbsp;&nbsp; 3.90% 10/15/46 | 50000 | 40195 |
| &nbsp;&nbsp; 4.15% 7/1/47 | 50000 | 41382 |
| &nbsp;&nbsp; 5.35% 6/1/34 | 115000 | 119634 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp; 2.45% 10/1/33 | 100000 | 81817 |
| &nbsp;&nbsp; 2.55% 4/1/32 | 150000 | 129670 |
| &nbsp;&nbsp; 3.40% 6/21/29 | 150000 | 143962 |
| &nbsp;&nbsp; 4.50% 12/1/28 | 70000 | 69952 |
| &nbsp;&nbsp; 5.75% 1/15/35 | 250000 | 255546 |
| &nbsp;&nbsp; Brixmor Operating <br> Partnership LP<br>|  |  |
| &nbsp;&nbsp; 3.90% 3/15/27 | 100000 | 99548 |
| &nbsp;&nbsp; 4.13% 5/15/29 | 500000 | 495678 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp; 3.35% 11/1/49 | 40000 | 28599 |
| &nbsp;&nbsp; 4.90% 1/15/34 | 250000 | 253676 |
| &nbsp;&nbsp; COPT Defense Properties LP <br> 2.75% 4/15/31<br>| 100000 | 90528 |
| &nbsp;&nbsp; Cousins Properties LP 5.38% <br> 2/15/32<br>| 60000 | 61516 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp; 2.10% 4/1/31 | 200000 | 175104 |
| &nbsp;&nbsp; 2.25% 1/15/31 | 40000 | 35599 |
| &nbsp;&nbsp; 2.90% 4/1/41 | 200000 | 146341 |
| &nbsp;&nbsp; 3.25% 1/15/51 | 150000 | 101194 |
| &nbsp;&nbsp; 3.65% 9/1/27 | 140000 | 138545 |
| &nbsp;&nbsp; 3.80% 2/15/28 | 150000 | 148259 |
| &nbsp;&nbsp; 4.00% 3/1/27 | 40000 | 39821 |
| &nbsp;&nbsp; 4.75% 5/15/47 | 25000 | 22006 |
| &nbsp;&nbsp; 5.00% 1/11/28 | 70000 | 70984 |
| &nbsp;&nbsp; 5.20% 2/15/49 | 100000 | 92035 |
| &nbsp;&nbsp; 5.60% 6/1/29 | 125000 | 129886 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp; 2.00% 2/15/31 | 160000 | 139959 |
| &nbsp;&nbsp; 3.00% 2/15/30 | 100000 | 94472 |
| &nbsp;&nbsp; 4.38% 2/15/29 | 30000 | 30011 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp; 3.60% 7/1/29 | 65000 | 63395 |
| &nbsp;&nbsp; 3.70% 8/15/27 | 100000 | 99283 |
| &nbsp;&nbsp; 5.55% 1/15/28 | 175000 | 180133 |
| DOC Dr. LLC |  |  |
| &nbsp;&nbsp; 2.63% 11/1/31 | 50000 | 44556 |
| &nbsp;&nbsp; 3.95% 1/15/28 | 100000 | 99204 |
| &nbsp;&nbsp; 4.30% 3/15/27 | 50000 | 50015 |
| &nbsp;&nbsp; Equinix Europe 2 Financing <br> Corp. LLC 5.50% 6/15/34<br>| 110000 | 114185 |
| Equinix, Inc. |  |  |
| &nbsp;&nbsp; 1.55% 3/15/28 | 125000 | 117520 |
| &nbsp;&nbsp; 2.15% 7/15/30 | 55000 | 49628 |
| &nbsp;&nbsp; 2.90% 11/18/26 | 90000 | 88654 |
| &nbsp;&nbsp; 2.95% 9/15/51 | 250000 | 159659 |

---

*LVIP SSGA Bond Index Fund–47*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| Equinix, Inc. (continued) |  |  |
| &nbsp;&nbsp; 3.00% 7/15/50 | 45000 | $29401 |
| &nbsp;&nbsp; 3.20% 11/18/29 | 90000 | 86190 |
| &nbsp;&nbsp; 3.90% 4/15/32 | 200000 | 191839 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp; 2.50% 2/15/30 | 100000 | 93261 |
| &nbsp;&nbsp; 2.85% 11/1/26 | 140000 | 138222 |
| &nbsp;&nbsp; 3.00% 7/1/29 | 100000 | 96026 |
| &nbsp;&nbsp; 4.15% 12/1/28 | 100000 | 100303 |
| &nbsp;&nbsp; 4.50% 6/1/45 | 50000 | 44217 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp; 1.70% 3/1/28 | 210000 | 198117 |
| &nbsp;&nbsp; 3.00% 1/15/30 | 100000 | 94736 |
| &nbsp;&nbsp; 4.00% 3/1/29 | 100000 | 99081 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp; 2.20% 10/15/30 | 235000 | 210684 |
| &nbsp;&nbsp; 3.90% 4/1/29 | 20000 | 19718 |
| &nbsp;&nbsp; 4.00% 6/15/29 | 100000 | 98975 |
| &nbsp;&nbsp; 4.95% 1/15/33 | 350000 | 352064 |
| Federal Realty OP LP |  |  |
| &nbsp;&nbsp; 3.25% 7/15/27 | 100000 | 98371 |
| &nbsp;&nbsp; 5.38% 5/1/28 | 200000 | 205290 |
| &nbsp;&nbsp; GLP Capital LP/GLP <br> Financing II, Inc.<br>|  |  |
| &nbsp;&nbsp; 3.25% 1/15/32 | 50000 | 44984 |
| &nbsp;&nbsp; 4.00% 1/15/30 | 95000 | 92001 |
| &nbsp;&nbsp; 4.00% 1/15/31 | 50000 | 47856 |
| &nbsp;&nbsp; 5.63% 9/15/34 | 250000 | 253031 |
| &nbsp;&nbsp; 5.75% 6/1/28 | 75000 | 77080 |
| &nbsp;&nbsp; 6.25% 9/15/54 | 180000 | 181343 |
| &nbsp;&nbsp; Healthcare Realty <br> Holdings LP<br>|  |  |
| &nbsp;&nbsp; 2.00% 3/15/31 | 110000 | 95480 |
| &nbsp;&nbsp; 3.10% 2/15/30 | 50000 | 47043 |
| &nbsp;&nbsp; 3.75% 7/1/27 | 50000 | 49612 |
| Healthpeak OP LLC |  |  |
| &nbsp;&nbsp; 2.13% 12/1/28 | 160000 | 149819 |
| &nbsp;&nbsp; 3.00% 1/15/30 | 150000 | 141760 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp; 2.60% 2/1/31 | 65000 | 57432 |
| &nbsp;&nbsp; 3.88% 3/1/27 | 60000 | 59395 |
| &nbsp;&nbsp; 4.20% 4/15/29 | 100000 | 97954 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp; 3.50% 9/15/30 | 70000 | 65720 |
| &nbsp;&nbsp; 5.50% 4/15/35 | 250000 | 251649 |
| &nbsp;&nbsp; Invitation Homes Operating <br> Partnership LP<br>|  |  |
| &nbsp;&nbsp; 2.30% 11/15/28 | 100000 | 94410 |
| &nbsp;&nbsp; 5.50% 8/15/33 | 250000 | 259605 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp; 2.50% 11/15/32 | 50000 | 41544 |
| &nbsp;&nbsp; 3.05% 2/15/30 | 100000 | 92283 |
| &nbsp;&nbsp; 4.25% 8/15/29 | 150000 | 147151 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp; 2.25% 12/1/31 | 70000 | 61656 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp; Kimco Realty <br> OP LLC (continued)<br>|  |  |
| &nbsp;&nbsp; 2.80% 10/1/26 | 100000 | $98656 |
| &nbsp;&nbsp; 3.80% 4/1/27 | 100000 | 99510 |
| &nbsp;&nbsp; 4.13% 12/1/46 | 100000 | 82084 |
| &nbsp;&nbsp; 4.45% 9/1/47 | 100000 | 85966 |
| Kite Realty Group LP |  |  |
| &nbsp;&nbsp; 4.00% 10/1/26 | 50000 | 49865 |
| &nbsp;&nbsp; 4.95% 12/15/31 | 175000 | 177144 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp; 1.70% 2/15/31 | 50000 | 43453 |
| &nbsp;&nbsp; 3.95% 3/15/29 | 100000 | 99249 |
| &nbsp;&nbsp; 4.95% 3/1/35 | 250000 | 251974 |
| &nbsp;&nbsp; National Health Investors, <br> Inc. 3.00% 2/1/31<br>| 25000 | 22621 |
| NNN REIT, Inc. |  |  |
| &nbsp;&nbsp; 2.50% 4/15/30 | 150000 | 138434 |
| &nbsp;&nbsp; 3.00% 4/15/52 | 50000 | 31738 |
| &nbsp;&nbsp; 3.10% 4/15/50 | 150000 | 98295 |
| &nbsp;&nbsp; 3.50% 4/15/51 | 90000 | 63707 |
| &nbsp;&nbsp; 3.60% 12/15/26 | 100000 | 99369 |
| &nbsp;&nbsp; Omega Healthcare Investors, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 3.25% 4/15/33 | 150000 | 132346 |
| &nbsp;&nbsp; 3.38% 2/1/31 | 50000 | 46398 |
| &nbsp;&nbsp; 3.63% 10/1/29 | 100000 | 95947 |
| &nbsp;&nbsp; Piedmont Operating <br> Partnership LP<br>|  |  |
| &nbsp;&nbsp; 2.75% 4/1/32 | 35000 | 29818 |
| &nbsp;&nbsp; 3.15% 8/15/30 | 200000 | 181748 |
| Prologis LP |  |  |
| &nbsp;&nbsp; 1.25% 10/15/30 | 115000 | 99840 |
| &nbsp;&nbsp; 1.63% 3/15/31 | 200000 | 173793 |
| &nbsp;&nbsp; 1.75% 7/1/30 | 100000 | 89406 |
| &nbsp;&nbsp; 2.13% 4/15/27 | 50000 | 48618 |
| &nbsp;&nbsp; 2.13% 10/15/50 | 85000 | 46674 |
| &nbsp;&nbsp; 2.25% 4/15/30 | 95000 | 87540 |
| &nbsp;&nbsp; 3.00% 4/15/50 | 50000 | 33450 |
| &nbsp;&nbsp; 3.88% 9/15/28 | 65000 | 64768 |
| &nbsp;&nbsp; 4.38% 2/1/29 | 125000 | 126268 |
| &nbsp;&nbsp; 4.38% 9/15/48 | 50000 | 42365 |
| &nbsp;&nbsp; 4.75% 6/15/33 | 200000 | 201732 |
| &nbsp;&nbsp; 5.13% 1/15/34 | 140000 | 143783 |
| Public Storage Operating Co. |  |  |
| &nbsp;&nbsp; 1.50% 11/9/26 | 50000 | 48685 |
| &nbsp;&nbsp; 1.95% 11/9/28 | 85000 | 79927 |
| &nbsp;&nbsp; 2.25% 11/9/31 | 65000 | 57516 |
| &nbsp;&nbsp; 3.09% 9/15/27 | 60000 | 59056 |
| &nbsp;&nbsp; 3.39% 5/1/29 | 65000 | 63495 |
| &nbsp;&nbsp; 5.10% 8/1/33 | 50000 | 51913 |
| &nbsp;&nbsp; 5.35% 8/1/53 | 200000 | 197658 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp; 1.80% 3/15/33 | 125000 | 103530 |
| &nbsp;&nbsp; 2.10% 3/15/28 | 100000 | 95407 |
| &nbsp;&nbsp; 2.20% 6/15/28 | 65000 | 61950 |

---

*LVIP SSGA Bond Index Fund–48*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp; Realty Income <br> Corp. (continued)<br>|  |  |
| &nbsp;&nbsp; 2.70% 2/15/32 | 125000 | $112421 |
| &nbsp;&nbsp; 2.85% 12/15/32 | 95000 | 84774 |
| &nbsp;&nbsp; 3.10% 12/15/29 | 100000 | 95932 |
| &nbsp;&nbsp; 3.40% 1/15/30 | 100000 | 96810 |
| &nbsp;&nbsp; 3.95% 8/15/27 | 80000 | 79920 |
| &nbsp;&nbsp; 4.00% 7/15/29 | 45000 | 44716 |
| &nbsp;&nbsp; 4.65% 3/15/47 | 100000 | 88996 |
| &nbsp;&nbsp; 4.70% 12/15/28 | 175000 | 178147 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp; 4.13% 3/15/28 | 100000 | 99995 |
| &nbsp;&nbsp; 5.10% 1/15/35 | 160000 | 162027 |
| &nbsp;&nbsp; Sabra Health Care LP 3.90% <br> 10/15/29<br>| 100000 | 96886 |
| &nbsp;&nbsp; Safehold GL Holdings LLC <br> 5.65% 1/15/35<br>| 250000 | 255824 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp; 1.38% 1/15/27 | 50000 | 48346 |
| &nbsp;&nbsp; 1.75% 2/1/28 | 250000 | 237515 |
| &nbsp;&nbsp; 2.20% 2/1/31 | 250000 | 224732 |
| &nbsp;&nbsp; 2.25% 1/15/32 | 50000 | 43936 |
| &nbsp;&nbsp; 2.45% 9/13/29 | 150000 | 140820 |
| &nbsp;&nbsp; 3.25% 9/13/49 | 100000 | 70136 |
| &nbsp;&nbsp; 3.38% 6/15/27 | 200000 | 197927 |
| &nbsp;&nbsp; 5.50% 3/8/33 | 250000 | 263837 |
| Store Capital LLC |  |  |
| &nbsp;&nbsp; 2.70% 12/1/31 | 100000 | 87544 |
| &nbsp;&nbsp; 2.75% 11/18/30 | 50000 | 45451 |
| &nbsp;&nbsp; 4.50% 3/15/28 | 50000 | 49844 |
| &nbsp;&nbsp; Sun Communities <br> Operating LP<br>|  |  |
| &nbsp;&nbsp; 2.30% 11/1/28 | 65000 | 61456 |
| &nbsp;&nbsp; 2.70% 7/15/31 | 40000 | 36181 |
| &nbsp;&nbsp; Tanger Properties LP 3.88% <br> 7/15/27<br>| 100000 | 99109 |
| UDR, Inc. |  |  |
| &nbsp;&nbsp; 1.90% 3/15/33 | 50000 | 40824 |
| &nbsp;&nbsp; 2.10% 8/1/32 | 25000 | 21312 |
| &nbsp;&nbsp; 3.50% 1/15/28 | 100000 | 98494 |
| &nbsp;&nbsp; 5.13% 9/1/34 | 145000 | 146877 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp; 3.00% 1/15/30 | 100000 | 94667 |
| &nbsp;&nbsp; 4.88% 4/15/49 | 50000 | 44097 |
| &nbsp;&nbsp; 5.00% 1/15/35 | 190000 | 190088 |
| &nbsp;&nbsp; 5.63% 7/1/34 | 145000 | 150986 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp; 5.13% 11/15/31 | 435000 | 441360 |
| &nbsp;&nbsp; 5.63% 4/1/35 | 300000 | 307173 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp; 2.70% 2/15/27 | 50000 | 49109 |
| &nbsp;&nbsp; 2.75% 1/15/31 | 105000 | 97074 |
| &nbsp;&nbsp; 2.80% 6/1/31 | 200000 | 183914 |
| &nbsp;&nbsp; 3.10% 1/15/30 | 55000 | 52533 |
| &nbsp;&nbsp; 4.25% 4/15/28 | 50000 | 50305 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp; Welltower <br> OP LLC (continued)<br>|  |  |
| &nbsp;&nbsp; 4.95% 9/1/48 | 50000 | $46921 |
| &nbsp;&nbsp; 5.13% 7/1/35 | 250000 | 254620 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp; 3.38% 3/9/33 | 60000 | 54615 |
| &nbsp;&nbsp; 4.00% 3/9/52 | 45000 | 34959 |
| &nbsp;&nbsp; 7.38% 3/15/32 | 250000 | 286360 |
| WP Carey, Inc. |  |  |
| &nbsp;&nbsp; 2.25% 4/1/33 | 50000 | 41740 |
| &nbsp;&nbsp; 2.40% 2/1/31 | 50000 | 44829 |
| &nbsp;&nbsp; 4.25% 10/1/26 | 100000 | 100026 |
|  |  | **22244346** |
| **Retail–0.59%** | **Retail–0.59%** | **Retail–0.59%** |
| AutoNation, Inc. |  |  |
| &nbsp;&nbsp; 3.80% 11/15/27 | 100000 | 98963 |
| &nbsp;&nbsp; 3.85% 3/1/32 | 100000 | 93691 |
| AutoZone, Inc. |  |  |
| &nbsp;&nbsp; 1.65% 1/15/31 | 85000 | 74011 |
| &nbsp;&nbsp; 3.75% 6/1/27 | 150000 | 149109 |
| &nbsp;&nbsp; 3.75% 4/18/29 | 100000 | 98418 |
| &nbsp;&nbsp; 5.40% 7/15/34 | 180000 | 186682 |
| &nbsp;&nbsp; 6.25% 11/1/28 | 125000 | 132546 |
| &nbsp;&nbsp; Best Buy Co., Inc. 1.95% <br> 10/1/30<br>| 250000 | 222097 |
| &nbsp;&nbsp; Costco Wholesale Corp. 3.00% <br> 5/18/27<br>| 250000 | 247036 |
| Darden Restaurants, Inc. |  |  |
| &nbsp;&nbsp; 4.55% 2/15/48 | 35000 | 29083 |
| &nbsp;&nbsp; 6.30% 10/10/33 | 145000 | 157019 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp; 4.13% 5/1/28 | 70000 | 69702 |
| &nbsp;&nbsp; 4.63% 11/1/27 | 100000 | 100848 |
| &nbsp;&nbsp; 5.00% 11/1/32 | 60000 | 60593 |
| &nbsp;&nbsp; 5.20% 7/5/28 | 140000 | 143268 |
| &nbsp;&nbsp; 5.50% 11/1/52 | 100000 | 95808 |
| Dollar Tree, Inc. |  |  |
| &nbsp;&nbsp; 2.65% 12/1/31 | 200000 | 178306 |
| &nbsp;&nbsp; 3.38% 12/1/51 | 100000 | 67056 |
| &nbsp;&nbsp; 4.20% 5/15/28 | 165000 | 164563 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp; 1.88% 11/1/30 | 55000 | 48384 |
| &nbsp;&nbsp; 2.75% 2/1/32 | 65000 | 57629 |
| &nbsp;&nbsp; 6.50% 11/1/28 | 250000 | 265446 |
| Home Depot, Inc. |  |  |
| &nbsp;&nbsp; 0.90% 3/15/28 | 80000 | 74605 |
| &nbsp;&nbsp; 1.50% 9/15/28 | 150000 | 140337 |
| &nbsp;&nbsp; 1.88% 9/15/31 | 65000 | 56786 |
| &nbsp;&nbsp; 2.38% 3/15/51 | 250000 | 146026 |
| &nbsp;&nbsp; 2.70% 4/15/30 | 200000 | 188390 |
| &nbsp;&nbsp; 2.75% 9/15/51 | 150000 | 94584 |
| &nbsp;&nbsp; 2.80% 9/14/27 | 200000 | 196207 |
| &nbsp;&nbsp; 2.88% 4/15/27 | 50000 | 49283 |
| &nbsp;&nbsp; 3.13% 12/15/49 | 250000 | 173325 |

---

*LVIP SSGA Bond Index Fund–49*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp; Home Depot, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 3.25% 4/15/32 | 65000 | $60875 |
| &nbsp;&nbsp; 3.50% 9/15/56 | 135000 | 96122 |
| &nbsp;&nbsp; 3.63% 4/15/52 | 95000 | 71173 |
| &nbsp;&nbsp; 3.90% 12/6/28 | 60000 | 60041 |
| &nbsp;&nbsp; 3.90% 6/15/47 | 150000 | 121112 |
| &nbsp;&nbsp; 4.20% 4/1/43 | 150000 | 130740 |
| &nbsp;&nbsp; 4.25% 4/1/46 | 100000 | 85867 |
| &nbsp;&nbsp; 4.50% 9/15/32 | 145000 | 147235 |
| &nbsp;&nbsp; 4.50% 12/6/48 | 200000 | 175774 |
| &nbsp;&nbsp; 4.75% 6/25/29 | 115000 | 117767 |
| &nbsp;&nbsp; 4.88% 6/25/27 | 85000 | 86407 |
| &nbsp;&nbsp; 4.88% 2/15/44 | 96000 | 91096 |
| &nbsp;&nbsp; 4.90% 4/15/29 | 145000 | 149168 |
| &nbsp;&nbsp; 4.95% 6/25/34 | 95000 | 97278 |
| &nbsp;&nbsp; 5.30% 6/25/54 | 50000 | 48935 |
| &nbsp;&nbsp; 5.40% 9/15/40 | 100000 | 103123 |
| &nbsp;&nbsp; 5.88% 12/16/36 | 350000 | 381136 |
| &nbsp;&nbsp; 5.95% 4/1/41 | 100000 | 107814 |
| Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp; 1.30% 4/15/28 | 65000 | 60759 |
| &nbsp;&nbsp; 1.70% 9/15/28 | 50000 | 46732 |
| &nbsp;&nbsp; 1.70% 10/15/30 | 65000 | 57204 |
| &nbsp;&nbsp; 2.63% 4/1/31 | 250000 | 228154 |
| &nbsp;&nbsp; 2.80% 9/15/41 | 100000 | 72407 |
| &nbsp;&nbsp; 3.00% 10/15/50 | 850000 | 549935 |
| &nbsp;&nbsp; 3.10% 5/3/27 | 250000 | 246363 |
| &nbsp;&nbsp; 3.50% 4/1/51 | 125000 | 88784 |
| &nbsp;&nbsp; 3.65% 4/5/29 | 170000 | 167064 |
| &nbsp;&nbsp; 3.70% 4/15/46 | 200000 | 153656 |
| &nbsp;&nbsp; 4.05% 5/3/47 | 147000 | 118337 |
| &nbsp;&nbsp; 5.00% 4/15/33 | 165000 | 168831 |
| &nbsp;&nbsp; 5.63% 4/15/53 | 200000 | 198891 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp; 2.13% 3/1/30 | 65000 | 59609 |
| &nbsp;&nbsp; 3.50% 3/1/27 | 150000 | 149048 |
| &nbsp;&nbsp; 3.63% 5/1/43 | 100000 | 79685 |
| &nbsp;&nbsp; 3.63% 9/1/49 | 50000 | 37455 |
| &nbsp;&nbsp; 3.80% 4/1/28 | 200000 | 199133 |
| &nbsp;&nbsp; 4.45% 3/1/47 | 225000 | 194774 |
| &nbsp;&nbsp; 4.45% 9/1/48 | 40000 | 34501 |
| &nbsp;&nbsp; 4.60% 5/15/30 | 250000 | 253871 |
| &nbsp;&nbsp; 4.60% 9/9/32 | 105000 | 106465 |
| &nbsp;&nbsp; 4.60% 5/26/45 | 94000 | 84409 |
| &nbsp;&nbsp; 4.95% 3/3/35 | 250000 | 253289 |
| &nbsp;&nbsp; 5.45% 8/14/53 | 200000 | 198531 |
| &nbsp;&nbsp; 6.30% 3/1/38 | 50000 | 55223 |
| O'Reilly Automotive, Inc. |  |  |
| &nbsp;&nbsp; 1.75% 3/15/31 | 225000 | 196115 |
| &nbsp;&nbsp; 3.60% 9/1/27 | 100000 | 99109 |
| &nbsp;&nbsp; 3.90% 6/1/29 | 100000 | 98903 |
| &nbsp;&nbsp; 4.35% 6/1/28 | 100000 | 100623 |
| &nbsp;&nbsp; Ross Stores, Inc. 1.88% <br> 4/15/31<br>| 100000 | 87261 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp; 2.55% 11/15/30 | 200000 | $183566 |
| &nbsp;&nbsp; 3.50% 11/15/50 | 200000 | 142494 |
| &nbsp;&nbsp; 4.00% 11/15/28 | 150000 | 149742 |
| &nbsp;&nbsp; 4.45% 8/15/49 | 200000 | 168452 |
| &nbsp;&nbsp; 4.50% 11/15/48 | 80000 | 68182 |
| &nbsp;&nbsp; 4.80% 2/15/33 | 180000 | 182388 |
| &nbsp;&nbsp; 5.00% 2/15/34 | 250000 | 255215 |
| Target Corp. |  |  |
| &nbsp;&nbsp; 2.35% 2/15/30 | 60000 | 55860 |
| &nbsp;&nbsp; 2.95% 1/15/52 | 310000 | 203743 |
| &nbsp;&nbsp; 3.38% 4/15/29 | 200000 | 195903 |
| &nbsp;&nbsp; 4.40% 1/15/33 | 65000 | 64984 |
| &nbsp;&nbsp; 4.50% 9/15/32 | 250000 | 251438 |
| &nbsp;&nbsp; 4.50% 9/15/34 | 145000 | 143054 |
| &nbsp;&nbsp; 5.00% 4/15/35 | 175000 | 177179 |
| TJX Cos., Inc. |  |  |
| &nbsp;&nbsp; 1.15% 5/15/28 | 50000 | 46573 |
| &nbsp;&nbsp; 1.60% 5/15/31 | 50000 | 43799 |
| &nbsp;&nbsp; Tractor Supply Co. 5.25% <br> 5/15/33<br>| 60000 | 61866 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp; 1.80% 9/22/31 | 55000 | 48524 |
| &nbsp;&nbsp; 2.38% 9/24/29 | 6000 | 5670 |
| &nbsp;&nbsp; 2.50% 9/22/41 | 110000 | 79648 |
| &nbsp;&nbsp; 2.65% 9/22/51 | 80000 | 51100 |
| &nbsp;&nbsp; 3.25% 7/8/29 | 780000 | 764338 |
| &nbsp;&nbsp; 3.90% 4/15/28 | 155000 | 155557 |
| &nbsp;&nbsp; 3.95% 9/9/27 | 295000 | 296271 |
| &nbsp;&nbsp; 4.10% 4/15/33 | 165000 | 163846 |
| &nbsp;&nbsp; 4.15% 9/9/32 | 315000 | 315610 |
| &nbsp;&nbsp; 4.50% 9/9/52 | 250000 | 224139 |
| &nbsp;&nbsp; 4.50% 4/15/53 | 155000 | 138829 |
|  |  | **15074555** |
| **Semiconductors–0.63%** | **Semiconductors–0.63%** | **Semiconductors–0.63%** |
| &nbsp;&nbsp; Advanced Micro Devices, Inc. <br> 4.32% 3/24/28<br>| 185000 | 186612 |
| Analog Devices, Inc. |  |  |
| &nbsp;&nbsp; 1.70% 10/1/28 | 45000 | 42143 |
| &nbsp;&nbsp; 2.10% 10/1/31 | 60000 | 53048 |
| &nbsp;&nbsp; 2.80% 10/1/41 | 50000 | 37011 |
| &nbsp;&nbsp; 2.95% 10/1/51 | 55000 | 36330 |
| &nbsp;&nbsp; 3.50% 12/5/26 | 150000 | 149201 |
| &nbsp;&nbsp; 5.05% 4/1/34 | 65000 | 67416 |
| &nbsp;&nbsp; 5.30% 4/1/54 | 100000 | 98335 |
| Applied Materials, Inc. |  |  |
| &nbsp;&nbsp; 1.75% 6/1/30 | 30000 | 26970 |
| &nbsp;&nbsp; 3.30% 4/1/27 | 80000 | 79395 |
| &nbsp;&nbsp; 4.35% 4/1/47 | 70000 | 61149 |
| &nbsp;&nbsp; 4.80% 6/15/29 | 65000 | 66637 |
| &nbsp;&nbsp; 5.10% 10/1/35 | 70000 | 72616 |
| &nbsp;&nbsp; Broadcom Corp./Broadcom <br> Cayman Finance Ltd. 3.88% <br> 1/15/27<br>| 250000 | 249812 |

---

*LVIP SSGA Bond Index Fund–50*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp; 1.95% 2/15/28 | 165000 | $157198 |
| &nbsp;&nbsp; 2.45% 2/15/31 | 400000 | 363805 |
| &nbsp;&nbsp; 2.60% 2/15/33 | 400000 | 351148 |
| &nbsp;&nbsp; 3.42% 4/15/33 | 345000 | 319289 |
| &nbsp;&nbsp; 3.50% 2/15/41 | 135000 | 111095 |
| &nbsp;&nbsp; 3.75% 2/15/51 | 80000 | 62609 |
| &nbsp;&nbsp; 4.11% 9/15/28 | 633000 | 634960 |
| &nbsp;&nbsp; 4.15% 11/15/30 | 200000 | 199213 |
| &nbsp;&nbsp; 4.15% 4/15/32 | 100000 | 98067 |
| &nbsp;&nbsp; 4.20% 10/15/30 | 300000 | 299488 |
| &nbsp;&nbsp; 4.30% 11/15/32 | 115000 | 113515 |
| &nbsp;&nbsp; 4.80% 4/15/28 | 250000 | 254601 |
| &nbsp;&nbsp; 4.80% 10/15/34 | 700000 | 704896 |
| &nbsp;&nbsp; 4.80% 2/15/36 | 300000 | 299085 |
| &nbsp;&nbsp; 5.05% 7/12/27 | 125000 | 127159 |
| &nbsp;&nbsp; 5.05% 7/12/29 | 110000 | 113309 |
| &nbsp;&nbsp; 5.05% 4/15/30 | 165000 | 170646 |
| &nbsp;&nbsp; 5.15% 11/15/31 | 125000 | 129881 |
| &nbsp;&nbsp; 5.20% 4/15/32 | 145000 | 150969 |
| Intel Corp. |  |  |
| &nbsp;&nbsp; 3.25% 11/15/49 | 165000 | 109641 |
| &nbsp;&nbsp; 3.73% 12/8/47 | 200000 | 147723 |
| &nbsp;&nbsp; 3.75% 8/5/27 | 500000 | 496152 |
| &nbsp;&nbsp; 3.90% 3/25/30 | 500000 | 490465 |
| &nbsp;&nbsp; 4.00% 12/15/32 | 250000 | 238310 |
| &nbsp;&nbsp; 4.10% 5/19/46 | 150000 | 118159 |
| &nbsp;&nbsp; 4.75% 3/25/50 | 200000 | 169424 |
| &nbsp;&nbsp; 4.88% 2/10/28 | 190000 | 192882 |
| &nbsp;&nbsp; 4.95% 3/25/60 | 300000 | 254581 |
| &nbsp;&nbsp; 5.05% 8/5/62 | 500000 | 429544 |
| &nbsp;&nbsp; 5.20% 2/10/33 | 165000 | 168690 |
| &nbsp;&nbsp; 5.63% 2/10/43 | 100000 | 98065 |
| &nbsp;&nbsp; 5.70% 2/10/53 | 70000 | 67695 |
| &nbsp;&nbsp; 5.90% 2/10/63 | 400000 | 389597 |
| KLA Corp. |  |  |
| &nbsp;&nbsp; 3.30% 3/1/50 | 75000 | 53651 |
| &nbsp;&nbsp; 4.70% 2/1/34 | 250000 | 252548 |
| &nbsp;&nbsp; 4.95% 7/15/52 | 165000 | 154325 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp; 1.90% 6/15/30 | 50000 | 45160 |
| &nbsp;&nbsp; 2.88% 6/15/50 | 35000 | 23253 |
| &nbsp;&nbsp; 3.13% 6/15/60 | 240000 | 153950 |
| &nbsp;&nbsp; 4.00% 3/15/29 | 85000 | 84938 |
| &nbsp;&nbsp; 4.88% 3/15/49 | 50000 | 46688 |
| Marvell Technology, Inc. |  |  |
| &nbsp;&nbsp; 2.45% 4/15/28 | 65000 | 62262 |
| &nbsp;&nbsp; 2.95% 4/15/31 | 60000 | 55413 |
| &nbsp;&nbsp; 4.88% 6/22/28 | 100000 | 101575 |
| &nbsp;&nbsp; 5.75% 2/15/29 | 250000 | 260810 |
| &nbsp;&nbsp; Microchip Technology, Inc. <br> 5.05% 2/15/30<br>| 250000 | 255657 |
| Micron Technology, Inc. |  |  |
| &nbsp;&nbsp; 2.70% 4/15/32 | 90000 | 80091 |
| &nbsp;&nbsp; 3.37% 11/1/41 | 65000 | 50286 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| &nbsp;&nbsp; Micron Technology, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 3.48% 11/1/51 | 95000 | $67954 |
| &nbsp;&nbsp; 5.30% 1/15/31 | 70000 | 72436 |
| &nbsp;&nbsp; 5.33% 2/6/29 | 100000 | 103032 |
| &nbsp;&nbsp; 5.38% 4/15/28 | 250000 | 257824 |
| &nbsp;&nbsp; 5.80% 1/15/35 | 250000 | 263009 |
| &nbsp;&nbsp; 6.75% 11/1/29 | 100000 | 108705 |
| NVIDIA Corp. 3.50% 4/1/50 | 600000 | 460440 |
| &nbsp;&nbsp; NXP BV/NXP Funding LLC <br> 5.55% 12/1/28<br>| 65000 | 67281 |
| &nbsp;&nbsp; NXP BV/NXP <br> Funding LLC/NXP USA, Inc.<br>|  |  |
| &nbsp;&nbsp; 2.65% 2/15/32 | 200000 | 177900 |
| &nbsp;&nbsp; 3.13% 2/15/42 | 155000 | 114380 |
| &nbsp;&nbsp; 3.15% 5/1/27 | 65000 | 63984 |
| &nbsp;&nbsp; 3.25% 11/30/51 | 110000 | 73786 |
| &nbsp;&nbsp; 3.40% 5/1/30 | 85000 | 81502 |
| &nbsp;&nbsp; 4.40% 6/1/27 | 40000 | 40125 |
| &nbsp;&nbsp; 5.00% 1/15/33 | 50000 | 50657 |
| QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp; 2.15% 5/20/30 | 200000 | 183670 |
| &nbsp;&nbsp; 3.25% 5/20/27 | 200000 | 198279 |
| &nbsp;&nbsp; 3.25% 5/20/50 | 90000 | 63624 |
| &nbsp;&nbsp; 4.25% 5/20/32 | 20000 | 20006 |
| &nbsp;&nbsp; 4.50% 5/20/52 | 45000 | 38976 |
| &nbsp;&nbsp; 4.65% 5/20/35 | 200000 | 200991 |
| &nbsp;&nbsp; 4.80% 5/20/45 | 200000 | 187492 |
| &nbsp;&nbsp; 5.40% 5/20/33 | 200000 | 212512 |
| Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp; 2.25% 9/4/29 | 65000 | 60874 |
| &nbsp;&nbsp; 3.88% 3/15/39 | 55000 | 49090 |
| &nbsp;&nbsp; 4.15% 5/15/48 | 300000 | 251245 |
| &nbsp;&nbsp; 4.60% 2/15/28 | 210000 | 213616 |
| &nbsp;&nbsp; 4.60% 2/8/29 | 115000 | 117400 |
| &nbsp;&nbsp; 4.85% 2/8/34 | 105000 | 107745 |
| &nbsp;&nbsp; 4.90% 3/14/33 | 75000 | 77246 |
| &nbsp;&nbsp; 5.05% 5/18/63 | 250000 | 232328 |
| &nbsp;&nbsp; 5.15% 2/8/54 | 125000 | 120532 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp; 3.88% 4/22/27 | 200000 | 199541 |
| &nbsp;&nbsp; 4.25% 4/22/32 | 200000 | 200909 |
| &nbsp;&nbsp; 4.50% 4/22/52 | 200000 | 191675 |
| Xilinx, Inc. 2.38% 6/1/30 | 100000 | 92490 |
|  |  | **15962399** |
| **Shipbuilding–0.00%** | **Shipbuilding–0.00%** | **Shipbuilding–0.00%** |
| &nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc. 5.35% <br> 1/15/30<br>| 125000 | 128818 |
|  |  | **128818** |
| **Software–0.63%** | **Software–0.63%** | **Software–0.63%** |
| Adobe, Inc. |  |  |
| &nbsp;&nbsp; 2.15% 2/1/27 | 65000 | 63621 |

---

*LVIP SSGA Bond Index Fund–51*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Adobe, Inc. (continued) |  |  |
| &nbsp;&nbsp; 4.75% 1/17/28 | 250000 | $254778 |
| &nbsp;&nbsp; 4.85% 4/4/27 | 45000 | 45660 |
| &nbsp;&nbsp; 4.95% 1/17/30 | 250000 | 259082 |
| Autodesk, Inc. |  |  |
| &nbsp;&nbsp; 2.85% 1/15/30 | 55000 | 51926 |
| &nbsp;&nbsp; 3.50% 6/15/27 | 100000 | 99146 |
| &nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc. 2.90% <br> 12/1/29<br>| 150000 | 141620 |
| Electronic Arts, Inc. |  |  |
| &nbsp;&nbsp; 1.85% 2/15/31 | 120000 | 113941 |
| &nbsp;&nbsp; 2.95% 2/15/51 | 85000 | 73715 |
| &nbsp;&nbsp; Fidelity National Information <br> Services, Inc.<br>|  |  |
| &nbsp;&nbsp; 3.10% 3/1/41 | 25000 | 18874 |
| &nbsp;&nbsp; 5.10% 7/15/32 | 500000 | 512406 |
| Fiserv, Inc. |  |  |
| &nbsp;&nbsp; 2.25% 6/1/27 | 500000 | 485667 |
| &nbsp;&nbsp; 2.65% 6/1/30 | 200000 | 185178 |
| &nbsp;&nbsp; 3.50% 7/1/29 | 180000 | 174949 |
| &nbsp;&nbsp; 4.40% 7/1/49 | 140000 | 115430 |
| &nbsp;&nbsp; 4.75% 3/15/30 | 250000 | 253620 |
| &nbsp;&nbsp; 5.45% 3/2/28 | 180000 | 185055 |
| Intuit, Inc. 5.20% 9/15/33 | 250000 | 261360 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp; 2.53% 6/1/50 | 574000 | 363383 |
| &nbsp;&nbsp; 2.68% 6/1/60 | 382000 | 228465 |
| &nbsp;&nbsp; 2.92% 3/17/52 | 1280000 | 868130 |
| &nbsp;&nbsp; 3.04% 3/17/62 | 166000 | 108017 |
| &nbsp;&nbsp; 3.30% 2/6/27 | 500000 | 497036 |
| &nbsp;&nbsp; 3.40% 6/15/27 | 45000 | 44818 |
| &nbsp;&nbsp; 3.45% 8/8/36 | 596000 | 544037 |
| &nbsp;&nbsp; 4.50% 6/15/47 | 60000 | 55282 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp; 2.30% 3/25/28 | 250000 | 239021 |
| &nbsp;&nbsp; 2.88% 3/25/31 | 240000 | 220377 |
| &nbsp;&nbsp; 2.95% 4/1/30 | 500000 | 471117 |
| &nbsp;&nbsp; 3.25% 11/15/27 | 200000 | 196518 |
| &nbsp;&nbsp; 3.60% 4/1/40 | 246000 | 197573 |
| &nbsp;&nbsp; 3.60% 4/1/50 | 300000 | 211188 |
| &nbsp;&nbsp; 3.65% 3/25/41 | 400000 | 320357 |
| &nbsp;&nbsp; 3.80% 11/15/37 | 90000 | 77808 |
| &nbsp;&nbsp; 3.85% 7/15/36 | 150000 | 133570 |
| &nbsp;&nbsp; 3.85% 4/1/60 | 700000 | 481369 |
| &nbsp;&nbsp; 3.90% 5/15/35 | 355000 | 323545 |
| &nbsp;&nbsp; 3.95% 3/25/51 | 405000 | 301121 |
| &nbsp;&nbsp; 4.00% 7/15/46 | 150000 | 116846 |
| &nbsp;&nbsp; 4.00% 11/15/47 | 140000 | 108499 |
| &nbsp;&nbsp; 4.10% 3/25/61 | 240000 | 172802 |
| &nbsp;&nbsp; 4.30% 7/8/34 | 200000 | 191350 |
| &nbsp;&nbsp; 4.45% 9/26/30 | 1000000 | 999509 |
| &nbsp;&nbsp; 4.50% 5/6/28 | 90000 | 90664 |
| &nbsp;&nbsp; 4.70% 9/27/34 | 700000 | 683607 |
| &nbsp;&nbsp; 4.90% 2/6/33 | 85000 | 85769 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Oracle Corp. (continued) |  |  |
| &nbsp;&nbsp; 5.38% 7/15/40 | 400000 | $392428 |
| &nbsp;&nbsp; 5.55% 2/6/53 | 115000 | 108816 |
| &nbsp;&nbsp; 6.13% 7/8/39 | 150000 | 158681 |
| &nbsp;&nbsp; 6.25% 11/9/32 | 250000 | 271674 |
| &nbsp;&nbsp; 6.50% 4/15/38 | 200000 | 219317 |
| &nbsp;&nbsp; 6.90% 11/9/52 | 70000 | 77886 |
| Paychex, Inc. 5.60% 4/15/35 | 300000 | 314065 |
| Roper Technologies, Inc. |  |  |
| &nbsp;&nbsp; 2.00% 6/30/30 | 115000 | 103306 |
| &nbsp;&nbsp; 3.80% 12/15/26 | 55000 | 54798 |
| &nbsp;&nbsp; 4.20% 9/15/28 | 95000 | 95211 |
| &nbsp;&nbsp; 4.45% 9/15/30 | 500000 | 502034 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp; 1.50% 7/15/28 | 135000 | 126850 |
| &nbsp;&nbsp; 1.95% 7/15/31 | 200000 | 177472 |
| &nbsp;&nbsp; 2.70% 7/15/41 | 120000 | 88255 |
| &nbsp;&nbsp; 2.90% 7/15/51 | 200000 | 131229 |
| &nbsp;&nbsp; 3.05% 7/15/61 | 100000 | 63030 |
| &nbsp;&nbsp; 3.70% 4/11/28 | 100000 | 99685 |
| ServiceNow, Inc. 1.40% 9/1/30 | 125000 | 109461 |
| Synopsys, Inc. 4.65% 4/1/28 | 1000000 | 1011192 |
| &nbsp;&nbsp; Take-Two Interactive <br> Software, Inc. 5.40% 6/12/29<br>| 95000 | 98358 |
| VMware LLC |  |  |
| &nbsp;&nbsp; 1.80% 8/15/28 | 110000 | 103208 |
| &nbsp;&nbsp; 2.20% 8/15/31 | 135000 | 119073 |
| &nbsp;&nbsp; 3.90% 8/21/27 | 85000 | 84686 |
|  |  | **16138521** |
| **Telecommunications–1.00%** | **Telecommunications–1.00%** | **Telecommunications–1.00%** |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp; 2.88% 5/7/30 | 200000 | 186995 |
| &nbsp;&nbsp; 4.38% 7/16/42 | 200000 | 175048 |
| &nbsp;&nbsp; 6.13% 11/15/37 | 150000 | 161261 |
| &nbsp;&nbsp; 6.13% 3/30/40 | 250000 | 267384 |
| &nbsp;&nbsp; 6.38% 3/1/35 | 25000 | 27560 |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp; 1.65% 2/1/28 | 45000 | 42602 |
| &nbsp;&nbsp; 2.25% 2/1/32 | 210000 | 183846 |
| &nbsp;&nbsp; 2.30% 6/1/27 | 200000 | 194090 |
| &nbsp;&nbsp; 2.55% 12/1/33 | 400000 | 340604 |
| &nbsp;&nbsp; 2.75% 6/1/31 | 350000 | 320780 |
| &nbsp;&nbsp; 3.10% 2/1/43 | 250000 | 185070 |
| &nbsp;&nbsp; 3.50% 6/1/41 | 900000 | 719439 |
| &nbsp;&nbsp; 3.50% 9/15/53 | 460000 | 318183 |
| &nbsp;&nbsp; 3.55% 9/15/55 | 700000 | 482383 |
| &nbsp;&nbsp; 3.65% 6/1/51 | 400000 | 289250 |
| &nbsp;&nbsp; 3.65% 9/15/59 | 555000 | 379456 |
| &nbsp;&nbsp; 3.80% 2/15/27 | 105000 | 104507 |
| &nbsp;&nbsp; 3.80% 12/1/57 | 812000 | 578995 |
| &nbsp;&nbsp; 3.85% 6/1/60 | 185000 | 131540 |
| &nbsp;&nbsp; 4.30% 2/15/30 | 286000 | 286623 |
| &nbsp;&nbsp; 4.35% 3/1/29 | 370000 | 371643 |
| &nbsp;&nbsp; 4.50% 5/15/35 | 220000 | 212571 |

---

*LVIP SSGA Bond Index Fund–52*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| AT&T, Inc. (continued) |  |  |
| &nbsp;&nbsp; 4.55% 11/1/32 | 300000 | $298669 |
| &nbsp;&nbsp; 4.85% 3/1/39 | 120000 | 115121 |
| &nbsp;&nbsp; 4.90% 11/1/35 | 300000 | 297658 |
| &nbsp;&nbsp; 5.25% 3/1/37 | 150000 | 152592 |
| &nbsp;&nbsp; 5.35% 9/1/40 | 338000 | 335283 |
| &nbsp;&nbsp; 5.40% 2/15/34 | 265000 | 275426 |
| &nbsp;&nbsp; Bell Telephone Co. of Canada <br> or Bell Canada<br>|  |  |
| &nbsp;&nbsp; 3.65% 3/17/51 | 250000 | 181085 |
| &nbsp;&nbsp; 4.30% 7/29/49 | 55000 | 44161 |
| &nbsp;&nbsp; 4.46% 4/1/48 | 100000 | 83554 |
| &nbsp;&nbsp; 5.20% 2/15/34 | 250000 | 253088 |
| &nbsp;&nbsp; British Telecommunications <br> PLC 9.63% 12/15/30<br>| 350000 | 430946 |
| Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp; 5.10% 2/24/35 | 200000 | 206846 |
| &nbsp;&nbsp; 5.30% 2/26/54 | 1000000 | 987096 |
| &nbsp;&nbsp; 5.50% 1/15/40 | 200000 | 208819 |
| &nbsp;&nbsp; 5.90% 2/15/39 | 300000 | 325869 |
| Corning, Inc. |  |  |
| &nbsp;&nbsp; 3.90% 11/15/49 | 100000 | 78293 |
| &nbsp;&nbsp; 4.75% 3/15/42 | 250000 | 231344 |
| &nbsp;&nbsp; 5.45% 11/15/79 | 40000 | 37543 |
| &nbsp;&nbsp; 5.75% 8/15/40 | 25000 | 26106 |
| &nbsp;&nbsp; Deutsche Telekom <br> International Finance BV <br> 8.75% 6/15/30<br>| 460000 | 542206 |
| Juniper Networks, Inc. |  |  |
| &nbsp;&nbsp; 2.00% 12/10/30 | 160000 | 140302 |
| &nbsp;&nbsp; 5.95% 3/15/41 | 100000 | 100760 |
| Motorola Solutions, Inc. |  |  |
| &nbsp;&nbsp; 2.30% 11/15/30 | 85000 | 76833 |
| &nbsp;&nbsp; 2.75% 5/24/31 | 100000 | 91286 |
| &nbsp;&nbsp; 4.60% 2/23/28 | 100000 | 101040 |
| &nbsp;&nbsp; 4.60% 5/23/29 | 100000 | 101075 |
| Orange SA |  |  |
| &nbsp;&nbsp; 5.38% 1/13/42 | 100000 | 99779 |
| &nbsp;&nbsp; 9.00% 3/1/31 | 200000 | 242992 |
| Rogers Communications, Inc. |  |  |
| &nbsp;&nbsp; 2.90% 11/15/26 | 200000 | 196901 |
| &nbsp;&nbsp; 5.00% 2/15/29 | 560000 | 570688 |
| &nbsp;&nbsp; 5.00% 3/15/44 | 100000 | 91488 |
| &nbsp;&nbsp; 7.50% 8/15/38 | 25000 | 29173 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp; 4.90% 3/6/48 | 200000 | 171684 |
| &nbsp;&nbsp; 5.52% 3/1/49 | 200000 | 185918 |
| &nbsp;&nbsp; 7.05% 6/20/36 | 175000 | 197435 |
| &nbsp;&nbsp; Telefonica Europe BV 8.25% <br> 9/15/30<br>| 200000 | 231074 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp; 2.80% 2/16/27 | 100000 | 98123 |
| &nbsp;&nbsp; 3.70% 9/15/27 | 100000 | 99135 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp; 2.05% 2/15/28 | 255000 | 243120 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp; T-Mobile USA, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 2.25% 11/15/31 | 150000 | $131959 |
| &nbsp;&nbsp; 2.40% 3/15/29 | 55000 | 51764 |
| &nbsp;&nbsp; 2.55% 2/15/31 | 230000 | 208983 |
| &nbsp;&nbsp; 2.70% 3/15/32 | 110000 | 98606 |
| &nbsp;&nbsp; 3.00% 2/15/41 | 155000 | 116471 |
| &nbsp;&nbsp; 3.30% 2/15/51 | 275000 | 187435 |
| &nbsp;&nbsp; 3.40% 10/15/52 | 300000 | 205560 |
| &nbsp;&nbsp; 3.60% 11/15/60 | 265000 | 180016 |
| &nbsp;&nbsp; 3.75% 4/15/27 | 400000 | 397622 |
| &nbsp;&nbsp; 3.88% 4/15/30 | 1000000 | 980589 |
| &nbsp;&nbsp; 4.50% 4/15/50 | 500000 | 420609 |
| &nbsp;&nbsp; 4.95% 3/15/28 | 75000 | 76439 |
| &nbsp;&nbsp; 5.05% 7/15/33 | 550000 | 561805 |
| &nbsp;&nbsp; 5.13% 5/15/32 | 175000 | 180103 |
| &nbsp;&nbsp; 5.15% 4/15/34 | 85000 | 86953 |
| &nbsp;&nbsp; 5.20% 1/15/33 | 130000 | 134142 |
| &nbsp;&nbsp; 5.30% 5/15/35 | 250000 | 256046 |
| &nbsp;&nbsp; 5.65% 1/15/53 | 65000 | 64223 |
| &nbsp;&nbsp; 5.75% 1/15/34 | 105000 | 111260 |
| &nbsp;&nbsp; 5.80% 9/15/62 | 95000 | 95556 |
| &nbsp;&nbsp; 5.88% 11/15/55 | 115000 | 117468 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp; 1.50% 9/18/30 | 300000 | 262259 |
| &nbsp;&nbsp; 1.68% 10/30/30 | 206000 | 181141 |
| &nbsp;&nbsp; 1.75% 1/20/31 | 250000 | 218718 |
| &nbsp;&nbsp; 2.10% 3/22/28 | 240000 | 228922 |
| &nbsp;&nbsp; 2.55% 3/21/31 | 415000 | 377322 |
| &nbsp;&nbsp; 2.65% 11/20/40 | 250000 | 180814 |
| &nbsp;&nbsp; 2.85% 9/3/41 | 95000 | 69197 |
| &nbsp;&nbsp; 2.88% 11/20/50 | 250000 | 159562 |
| &nbsp;&nbsp; 2.99% 10/30/56 | 431000 | 265750 |
| &nbsp;&nbsp; 3.00% 11/20/60 | 720000 | 436167 |
| &nbsp;&nbsp; 3.40% 3/22/41 | 195000 | 154071 |
| &nbsp;&nbsp; 3.55% 3/22/51 | 145000 | 106314 |
| &nbsp;&nbsp; 3.70% 3/22/61 | 120000 | 84527 |
| &nbsp;&nbsp; 3.88% 2/8/29 | 250000 | 248199 |
| &nbsp;&nbsp; 3.88% 3/1/52 | 250000 | 191896 |
| &nbsp;&nbsp; 4.00% 3/22/50 | 500000 | 393340 |
| &nbsp;&nbsp; 4.13% 3/16/27 | 200000 | 200153 |
| &nbsp;&nbsp; 4.13% 8/15/46 | 35000 | 28566 |
| &nbsp;&nbsp; 4.33% 9/21/28 | 700000 | 704998 |
| &nbsp;&nbsp; 4.40% 11/1/34 | 600000 | 578790 |
| &nbsp;&nbsp; 4.50% 8/10/33 | 370000 | 364647 |
| &nbsp;&nbsp; 5.05% 5/9/33 | 165000 | 168844 |
| &nbsp;&nbsp; 5.25% 4/2/35 | 150000 | 152537 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp; 5.75% 6/28/54 | 250000 | 246130 |
| &nbsp;&nbsp; 5.88% 6/28/64 | 250000 | 248846 |
| &nbsp;&nbsp; 6.15% 2/27/37 | 400000 | 435854 |
| &nbsp;&nbsp; 7.88% 2/15/30 | 10000 | 11419 |
|  |  | **25502933** |

---

*LVIP SSGA Bond Index Fund–53*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Toys Games Hobbies–0.01%** | **Toys Games Hobbies–0.01%** | **Toys Games Hobbies–0.01%** |
| Hasbro, Inc. |  |  |
| &nbsp;&nbsp; 3.50% 9/15/27 | 60000 | $59167 |
| &nbsp;&nbsp; 3.90% 11/19/29 | 200000 | 194802 |
| &nbsp;&nbsp; 5.10% 5/15/44 | 65000 | 57799 |
| &nbsp;&nbsp; 6.35% 3/15/40 | 65000 | 67998 |
|  |  | **379766** |
| **Transportation–0.43%** | **Transportation–0.43%** | **Transportation–0.43%** |
| &nbsp;&nbsp; Burlington Northern Santa <br> Fe LLC<br>|  |  |
| &nbsp;&nbsp; 3.25% 6/15/27 | 100000 | 98921 |
| &nbsp;&nbsp; 3.30% 9/15/51 | 200000 | 141221 |
| &nbsp;&nbsp; 3.90% 8/1/46 | 105000 | 85329 |
| &nbsp;&nbsp; 4.13% 6/15/47 | 100000 | 83922 |
| &nbsp;&nbsp; 4.15% 12/15/48 | 40000 | 33234 |
| &nbsp;&nbsp; 4.40% 3/15/42 | 100000 | 90343 |
| &nbsp;&nbsp; 4.45% 3/15/43 | 100000 | 90184 |
| &nbsp;&nbsp; 4.70% 9/1/45 | 100000 | 91781 |
| &nbsp;&nbsp; 4.95% 9/15/41 | 100000 | 96214 |
| &nbsp;&nbsp; 5.05% 3/1/41 | 100000 | 98376 |
| &nbsp;&nbsp; 5.15% 9/1/43 | 150000 | 147496 |
| &nbsp;&nbsp; 5.20% 4/15/54 | 145000 | 139154 |
| &nbsp;&nbsp; 5.50% 3/15/55 | 180000 | 180405 |
| &nbsp;&nbsp; 5.80% 3/15/56 | 150000 | 156947 |
| &nbsp;&nbsp; 6.15% 5/1/37 | 100000 | 111222 |
| &nbsp;&nbsp; Canadian National Railway <br> Co.<br>|  |  |
| &nbsp;&nbsp; 2.45% 5/1/50 | 65000 | 39094 |
| &nbsp;&nbsp; 3.20% 8/2/46 | 100000 | 72821 |
| &nbsp;&nbsp; 3.65% 2/3/48 | 100000 | 77138 |
| &nbsp;&nbsp; 6.20% 6/1/36 | 100000 | 111567 |
| &nbsp;&nbsp; 6.25% 8/1/34 | 100000 | 110995 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp; 1.75% 12/2/26 | 60000 | 58434 |
| &nbsp;&nbsp; 2.05% 3/5/30 | 35000 | 31888 |
| &nbsp;&nbsp; 2.45% 12/2/31 | 65000 | 57878 |
| &nbsp;&nbsp; 2.88% 11/15/29 | 65000 | 61721 |
| &nbsp;&nbsp; 3.00% 12/2/41 | 60000 | 44961 |
| &nbsp;&nbsp; 3.10% 12/2/51 | 75000 | 50712 |
| &nbsp;&nbsp; 4.20% 11/15/69 | 70000 | 53696 |
| &nbsp;&nbsp; 4.30% 5/15/43 | 100000 | 86707 |
| &nbsp;&nbsp; 4.70% 5/1/48 | 100000 | 89244 |
| &nbsp;&nbsp; 4.95% 8/15/45 | 100000 | 93765 |
| &nbsp;&nbsp; 5.20% 3/30/35 | 250000 | 257655 |
| &nbsp;&nbsp; 6.13% 9/15/15 | 65000 | 67059 |
| &nbsp;&nbsp; CH Robinson Worldwide, Inc. <br> 4.20% 4/15/28<br>| 100000 | 100070 |
| CSX Corp. |  |  |
| &nbsp;&nbsp; 2.40% 2/15/30 | 50000 | 46558 |
| &nbsp;&nbsp; 3.35% 9/15/49 | 65000 | 46536 |
| &nbsp;&nbsp; 3.80% 3/1/28 | 100000 | 99595 |
| &nbsp;&nbsp; 3.80% 11/1/46 | 150000 | 119181 |
| &nbsp;&nbsp; 3.95% 5/1/50 | 90000 | 71553 |
| &nbsp;&nbsp; 4.10% 3/15/44 | 100000 | 84791 |
| &nbsp;&nbsp; 4.25% 3/15/29 | 150000 | 150572 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| CSX Corp. (continued) |  |  |
| &nbsp;&nbsp; 4.25% 11/1/66 | 100000 | $78750 |
| &nbsp;&nbsp; 4.30% 3/1/48 | 100000 | 84910 |
| &nbsp;&nbsp; 4.65% 3/1/68 | 100000 | 84499 |
| &nbsp;&nbsp; 5.05% 6/15/35 | 250000 | 255307 |
| &nbsp;&nbsp; 5.20% 11/15/33 | 250000 | 261170 |
| &nbsp;&nbsp; ♦Federal Express Corp. <br> Pass-Through Trusts 1.88% <br> 8/20/35<br>| 512846 | 443811 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp; 4.40% 1/15/47 | 100000 | 81039 |
| &nbsp;&nbsp; 4.55% 4/1/46 | 150000 | 125715 |
| &nbsp;&nbsp; 4.75% 11/15/45 | 350000 | 302424 |
| &nbsp;&nbsp; JB Hunt Transport Services, <br> Inc. 4.90% 3/15/30<br>| 125000 | 127566 |
| Kirby Corp. 4.20% 3/1/28 | 100000 | 99782 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp; 2.90% 8/25/51 | 250000 | 162317 |
| &nbsp;&nbsp; 3.05% 5/15/50 | 100000 | 67783 |
| &nbsp;&nbsp; 3.15% 6/1/27 | 50000 | 49297 |
| &nbsp;&nbsp; 3.16% 5/15/55 | 41000 | 27102 |
| &nbsp;&nbsp; 3.80% 8/1/28 | 60000 | 59707 |
| &nbsp;&nbsp; 3.94% 11/1/47 | 80000 | 64584 |
| &nbsp;&nbsp; 4.05% 8/15/52 | 132000 | 105273 |
| &nbsp;&nbsp; 4.15% 2/28/48 | 125000 | 103297 |
| &nbsp;&nbsp; 4.45% 6/15/45 | 100000 | 87391 |
| &nbsp;&nbsp; 4.65% 1/15/46 | 100000 | 90106 |
| &nbsp;&nbsp; 4.84% 10/1/41 | 111000 | 105680 |
| &nbsp;&nbsp; 5.05% 8/1/30 | 180000 | 186613 |
| &nbsp;&nbsp; 5.35% 8/1/54 | 125000 | 123092 |
| Ryder System, Inc. |  |  |
| &nbsp;&nbsp; 2.85% 3/1/27 | 70000 | 68766 |
| &nbsp;&nbsp; 2.90% 12/1/26 | 90000 | 88626 |
| &nbsp;&nbsp; 4.30% 6/15/27 | 50000 | 50116 |
| &nbsp;&nbsp; 4.95% 9/1/29 | 100000 | 102350 |
| &nbsp;&nbsp; 5.25% 6/1/28 | 180000 | 184891 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp; 2.15% 2/5/27 | 50000 | 48840 |
| &nbsp;&nbsp; 2.38% 5/20/31 | 45000 | 41008 |
| &nbsp;&nbsp; 2.40% 2/5/30 | 85000 | 79188 |
| &nbsp;&nbsp; 2.80% 2/14/32 | 140000 | 128176 |
| &nbsp;&nbsp; 2.89% 4/6/36 | 115000 | 96809 |
| &nbsp;&nbsp; 2.95% 3/10/52 | 70000 | 45580 |
| &nbsp;&nbsp; 2.97% 9/16/62 | 75000 | 44934 |
| &nbsp;&nbsp; 3.25% 2/5/50 | 150000 | 105624 |
| &nbsp;&nbsp; 3.35% 8/15/46 | 150000 | 110526 |
| &nbsp;&nbsp; 3.38% 2/1/35 | 200000 | 180901 |
| &nbsp;&nbsp; 3.38% 2/14/42 | 80000 | 63404 |
| &nbsp;&nbsp; 3.50% 2/14/53 | 155000 | 111972 |
| &nbsp;&nbsp; 3.55% 8/15/39 | 70000 | 59551 |
| &nbsp;&nbsp; 3.60% 9/15/37 | 40000 | 35457 |
| &nbsp;&nbsp; 3.75% 2/5/70 | 40000 | 27830 |
| &nbsp;&nbsp; 3.80% 4/6/71 | 80000 | 56318 |
| &nbsp;&nbsp; 3.84% 3/20/60 | 240000 | 177760 |
| &nbsp;&nbsp; 3.85% 2/14/72 | 125000 | 88818 |

---

*LVIP SSGA Bond Index Fund–54*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| &nbsp;&nbsp; Union Pacific <br> Corp. (continued)<br>|  |  |
| &nbsp;&nbsp; 3.88% 2/1/55 | 94000 | $72185 |
| &nbsp;&nbsp; 3.95% 8/15/59 | 70000 | 53076 |
| &nbsp;&nbsp; 4.00% 4/15/47 | 100000 | 81369 |
| &nbsp;&nbsp; 4.10% 9/15/67 | 65000 | 49464 |
| &nbsp;&nbsp; 4.50% 1/20/33 | 250000 | 251415 |
| United Parcel Service, Inc. |  |  |
| &nbsp;&nbsp; 2.40% 11/15/26 | 150000 | 147488 |
| &nbsp;&nbsp; 2.50% 9/1/29 | 45000 | 42379 |
| &nbsp;&nbsp; 3.40% 3/15/29 | 65000 | 63843 |
| &nbsp;&nbsp; 3.40% 11/15/46 | 150000 | 111571 |
| &nbsp;&nbsp; 3.40% 9/1/49 | 65000 | 46543 |
| &nbsp;&nbsp; 3.63% 10/1/42 | 75000 | 60118 |
| &nbsp;&nbsp; 4.25% 3/15/49 | 100000 | 82663 |
| &nbsp;&nbsp; 4.88% 3/3/33 | 145000 | 149158 |
| &nbsp;&nbsp; 4.88% 11/15/40 | 55000 | 53029 |
| &nbsp;&nbsp; 5.15% 5/22/34 | 210000 | 218115 |
| &nbsp;&nbsp; 5.25% 5/14/35 | 300000 | 310424 |
| &nbsp;&nbsp; 5.30% 4/1/50 | 150000 | 145332 |
|  |  | **10841772** |
| **Trucking & Leasing–0.02%** | **Trucking & Leasing–0.02%** | **Trucking & Leasing–0.02%** |
| GATX Corp. |  |  |
| &nbsp;&nbsp; 1.90% 6/1/31 | 250000 | 218226 |
| &nbsp;&nbsp; 3.85% 3/30/27 | 50000 | 49694 |
| &nbsp;&nbsp; 4.00% 6/30/30 | 65000 | 63911 |
| &nbsp;&nbsp; 4.55% 11/7/28 | 100000 | 100565 |
| &nbsp;&nbsp; 4.70% 4/1/29 | 50000 | 50629 |
| &nbsp;&nbsp; 5.20% 3/15/44 | 50000 | 47578 |
| &nbsp;&nbsp; 6.05% 3/15/34 | 100000 | 107108 |
|  |  | **637711** |
| **Water–0.05%** | **Water–0.05%** | **Water–0.05%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp; 2.30% 6/1/31 | 150000 | 134542 |
| &nbsp;&nbsp; 2.95% 9/1/27 | 180000 | 176557 |
| &nbsp;&nbsp; 3.25% 6/1/51 | 150000 | 103659 |
| &nbsp;&nbsp; 3.75% 9/1/28 | 150000 | 149231 |
| &nbsp;&nbsp; 4.00% 12/1/46 | 50000 | 41040 |
| &nbsp;&nbsp; 4.20% 9/1/48 | 100000 | 82592 |
| &nbsp;&nbsp; 4.30% 12/1/42 | 100000 | 87468 |
| &nbsp;&nbsp; 5.25% 3/1/35 | 115000 | 117949 |
| &nbsp;&nbsp; Essential Utilities, Inc. 5.38% <br> 1/15/34<br>| 350000 | 358286 |
|  |  | **1251324** |
| **Total Corporate Bonds** <br>**(Cost $649,200,817)** | **Total Corporate Bonds** <br>**(Cost $649,200,817)** | **613938074** |
| **MUNICIPAL BONDS–0.43%** | **MUNICIPAL BONDS–0.43%** | **MUNICIPAL BONDS–0.43%** |
| American Municipal Power, Inc. |  |  |
| &nbsp;&nbsp; Series B 6.45% 2/15/44 | 50000 | 53412 |
| &nbsp;&nbsp; Series B 7.83% 2/15/41 | 55000 | 66094 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| Bay Area Toll Authority |  |  |
| &nbsp;&nbsp; Series F-2 6.26% 4/1/49 | 200000 | $211366 |
| &nbsp;&nbsp; Series S1 7.04% 4/1/50 | 100000 | 114886 |
| &nbsp;&nbsp; Board of Regents of the University <br> of Texas System |  |  |
| &nbsp;&nbsp; Series A 3.35% 8/15/47 | 100000 | 76199 |
| &nbsp;&nbsp; Series B 2.44% 8/15/49 | 50000 | 31283 |
| &nbsp;&nbsp; Series C 4.79% 8/15/46 | 90000 | 85777 |
| &nbsp;&nbsp; California State University <br> Series B 3.90% 11/1/47<br>| 50000 | 42303 |
| &nbsp;&nbsp; Central Puget Sound Regional <br> Transit Authority Series <br> 2009-S 5.49% 11/1/39<br>| 50000 | 51632 |
| &nbsp;&nbsp; Chicago O'Hare International <br> Airport |  |  |
| &nbsp;&nbsp; Series C 4.47% 1/1/49 | 100000 | 88079 |
| &nbsp;&nbsp; Series C 4.57% 1/1/54 | 100000 | 87817 |
| &nbsp;&nbsp; Chicago Transit Authority Sales & <br> Transfer Tax Receipts Revenue |  |  |
| &nbsp;&nbsp; Series A 6.90% 12/1/40 | 89162 | 99620 |
| &nbsp;&nbsp; Series B 6.90% 12/1/40 | 37543 | 41945 |
| &nbsp;&nbsp; City of Atlanta Water & <br> Wastewater Revenue 2.26% <br> 11/1/35<br>| 50000 | 41870 |
| City of Houston 3.96% 3/1/47 | 100000 | 85838 |
| City of New York |  |  |
| &nbsp;&nbsp; Series C1 5.52% 10/1/37 | 85000 | 87204 |
| &nbsp;&nbsp; Series F1 6.27% 12/1/37 | 100000 | 108008 |
| &nbsp;&nbsp; City of Riverside Series A <br> 3.86% 6/1/45<br>| 20000 | 17480 |
| &nbsp;&nbsp; City of San Antonio Electric & <br> Gas Systems Revenue |  |  |
| &nbsp;&nbsp; 4.43% 2/1/42 | 250000 | 235616 |
| &nbsp;&nbsp; Series C 5.99% 2/1/39 | 50000 | 53063 |
| Commonwealth of Massachusetts |  |  |
| &nbsp;&nbsp; 4.91% 5/1/29 | 100000 | 102173 |
| &nbsp;&nbsp; Series E 5.46% 12/1/39 | 100000 | 102451 |
| &nbsp;&nbsp; County of Clark Department <br> of Aviation Series C 6.82% <br> 7/1/45<br>| 75000 | 84203 |
| &nbsp;&nbsp; Dallas Area Rapid Transit <br> Series B 6.00% 12/1/44<br>| 200000 | 208840 |
| &nbsp;&nbsp; Dallas Fort Worth International <br> Airport |  |  |
| &nbsp;&nbsp; Series A 4.51% 11/1/51 | 60000 | 52704 |
| &nbsp;&nbsp; Series C 2.92% 11/1/50 | 40000 | 28292 |
| &nbsp;&nbsp; Series C 3.09% 11/1/40 | 60000 | 49052 |
| &nbsp;&nbsp; Dallas Independent School <br> District Series C 6.45% <br> 2/15/35<br>| 100000 | 101316 |
| &nbsp;&nbsp; East Bay Municipal Utility <br> District Water System <br> Revenue Surbordinate <br> Series 5.87% 6/1/40<br>| 100000 | 106781 |
| &nbsp;&nbsp; Empire State Development <br> Corp. 5.77% 3/15/39<br>| 40000 | 41366 |

---

*LVIP SSGA Bond Index Fund–55*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| &nbsp;&nbsp; Grand Parkway <br> Transportation Corp. Series <br> B 3.24% 10/1/52<br>| 125000 | $88076 |
| &nbsp;&nbsp; Health & Educational <br> Facilities Authority of the <br> State of Missouri Series A <br> 3.65% 8/15/57<br>| 150000 | 113002 |
| &nbsp;&nbsp; JobsOhio Beverage System <br> Series A 2.83% 1/1/38<br>| 30000 | 25076 |
| &nbsp;&nbsp; Kansas Development Finance <br> Authority Series H 4.93% <br> 4/15/45<br>| 100000 | 98983 |
| &nbsp;&nbsp; Los Angeles Community <br> College District 6.75% <br> 8/1/49<br>| 100000 | 112450 |
| &nbsp;&nbsp; Los Angeles County Public <br> Works Financing Authority <br> 7.62% 8/1/40<br>| 100000 | 119578 |
| &nbsp;&nbsp; Metropolitan Government of <br> Nashville & Davidson County <br> Convention Center Auth <br> Series B 6.73% 7/1/43<br>| 50000 | 53854 |
| &nbsp;&nbsp; Metropolitan Transportation <br> Authority 6.67% 11/15/39<br>| 130000 | 142492 |
| &nbsp;&nbsp; Metropolitan Water <br> Reclamation District of <br> Greater Chicago 5.72% <br> 12/1/38<br>| 150000 | 157102 |
| &nbsp;&nbsp; Municipal Electric Authority of <br> Georgia |  |  |
| &nbsp;&nbsp; 6.66% 4/1/57 | 114000 | 124041 |
| &nbsp;&nbsp; Series A 6.64% 4/1/57 | 137000 | 150141 |
| &nbsp;&nbsp; Series A 7.06% 4/1/57 | 93000 | 104645 |
| &nbsp;&nbsp; New Jersey Economic <br> Development Authority <br> Series A 7.43% 2/15/29<br>| 225000 | 236532 |
| &nbsp;&nbsp; New Jersey Transportation <br> Trust Fund Authority Series <br> B 6.56% 12/15/40<br>| 100000 | 110985 |
| New Jersey Turnpike Authority |  |  |
| &nbsp;&nbsp; Series A 7.10% 1/1/41 | 350000 | 405468 |
| &nbsp;&nbsp; Series F 7.41% 1/1/40 | 90000 | 108689 |
| &nbsp;&nbsp; New York City Municipal Water <br> Finance Authority |  |  |
| &nbsp;&nbsp; 5.95% 6/15/42 | 100000 | 104215 |
| &nbsp;&nbsp; Series AA-2 5.75% 6/15/41 | 100000 | 102243 |
| &nbsp;&nbsp; Series EE 6.01% 6/15/42 | 35000 | 36722 |
| &nbsp;&nbsp; Series GG 5.72% 6/15/42 | 65000 | 66173 |
| &nbsp;&nbsp; New York State Dormitory <br> Authority Series D 5.60% <br> 3/15/40<br>| 100000 | 103034 |
| &nbsp;&nbsp; Ohio State University Series C <br> 4.91% 6/1/40<br>| 100000 | 99643 |
| &nbsp;&nbsp; Pennsylvania Turnpike <br> Commission Series B 5.51% <br> 12/1/45<br>| 150000 | 149318 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| &nbsp;&nbsp; Permanent University Fund - <br> University of Texas System <br> Series A 3.38% 7/1/47<br>| 40000 | $30887 |
| &nbsp;&nbsp; Port Authority of New York & New <br> Jersey |  |  |
| &nbsp;&nbsp; Series 165th 5.65% 11/1/40 | 250000 | 266440 |
| &nbsp;&nbsp; Series 174th 4.46% 10/1/62 | 250000 | 213366 |
| &nbsp;&nbsp; Series 181 4.96% 8/1/46 | 155000 | 148901 |
| &nbsp;&nbsp; Series 192 4.81% 10/15/65 | 250000 | 227777 |
| &nbsp;&nbsp; Regents of the University of <br> California Medical Center <br> Pooled Revenue |  |  |
| &nbsp;&nbsp; Series H 6.55% 5/15/48 | 100000 | 107823 |
| &nbsp;&nbsp; Series Q 4.13% 5/15/32 | 125000 | 123661 |
| &nbsp;&nbsp; Rutgers The State University <br> of New Jersey Series H <br> 5.67% 5/1/40<br>| 155000 | 161458 |
| &nbsp;&nbsp; Sales Tax Securitization Corp. <br> Series B 3.82% 1/1/48<br>| 100000 | 81574 |
| &nbsp;&nbsp; Salt River Project <br> Agricultural Improvement & <br> Power District 4.84% 1/1/41<br>| 60000 | 58942 |
| &nbsp;&nbsp; San Diego County Regional <br> Transportation Commission <br> 5.91% 4/1/48<br>| 100000 | 102343 |
| &nbsp;&nbsp; San Diego County Water <br> Authority Series B 6.14% <br> 5/1/49<br>| 100000 | 104438 |
| &nbsp;&nbsp; State Board of Administration <br> Finance Corp. |  |  |
| &nbsp;&nbsp; Series A 1.71% 7/1/27 | 100000 | 96282 |
| &nbsp;&nbsp; Series A 2.15% 7/1/30 | 100000 | 91484 |
| State of California |  |  |
| &nbsp;&nbsp; 3.50% 4/1/28 | 100000 | 99580 |
| &nbsp;&nbsp; 4.60% 4/1/38 | 60000 | 61189 |
| &nbsp;&nbsp; 7.50% 4/1/34 | 325000 | 381331 |
| &nbsp;&nbsp; 7.55% 4/1/39 | 600000 | 732069 |
| &nbsp;&nbsp; 7.60% 11/1/40 | 80000 | 98387 |
| &nbsp;&nbsp; 7.63% 3/1/40 | 85000 | 103088 |
| &nbsp;&nbsp; State of California <br> (UNREFUNDED-TXBL-REF) <br> 4.50% 4/1/33<br>| 75000 | 75092 |
| State of Connecticut |  |  |
| &nbsp;&nbsp; Series A 5.85% 3/15/32 | 100000 | 107520 |
| &nbsp;&nbsp; Series D 5.09% 10/1/30 | 200000 | 201197 |
| State of Illinois 5.10% 6/1/33 | 698039 | 710104 |
| &nbsp;&nbsp; State of Mississippi Series F <br> 5.25% 11/1/34<br>| 100000 | 102941 |
| State of Texas 5.52% 4/1/39 | 100000 | 103911 |
| &nbsp;&nbsp; State Public School Building <br> Authority Series A 5.00% <br> 9/15/27<br>| 96000 | 97875 |
| &nbsp;&nbsp; Texas Department of <br> Transportation State <br> Highway Fund Series B <br> 5.18% 4/1/30<br>| 200000 | 204097 |

---

*LVIP SSGA Bond Index Fund–56*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| University of California |  |  |
| &nbsp;&nbsp; Series AD 4.86% 5/15/12 | 250000 | $212114 |
| &nbsp;&nbsp; Series AQ 4.77% 5/15/15 | 250000 | 208127 |
| &nbsp;&nbsp; Series BG 1.61% 5/15/30 | 60000 | 54287 |
| University of Michigan |  |  |
| &nbsp;&nbsp; Series B 2.44% 4/1/40 | 50000 | 37735 |
| &nbsp;&nbsp; Series B 2.56% 4/1/50 | 50000 | 31746 |
| &nbsp;&nbsp; Series B 3.50% 4/1/52 | 200000 | 150704 |
| &nbsp;&nbsp; Series C 3.60% 4/1/47 | 60000 | 50777 |
| University of Virginia |  |  |
| &nbsp;&nbsp; 2.26% 9/1/50 | 60000 | 35398 |
| &nbsp;&nbsp; Series C 4.18% 9/1/17 | 50000 | 38120 |
| **Total Municipal Bonds** <br>**(Cost $11,293,674)** | **Total Municipal Bonds** <br>**(Cost $11,293,674)** | **11081897** |
| **NON-AGENCY ASSET-BACKED SECURITIES–0.31%** | **NON-AGENCY ASSET-BACKED SECURITIES–0.31%** | **NON-AGENCY ASSET-BACKED SECURITIES–0.31%** |
| &nbsp;&nbsp; American Express Credit <br> Account Master Trust Series <br> 2024-3 Class A 4.65% <br> 7/15/29<br>| 250000 | 253499 |
| &nbsp;&nbsp; BA Credit Card Trust Series <br> 2024-A1 Class A 4.93% <br> 5/15/29<br>| 1000000 | 1016950 |
| &nbsp;&nbsp; BMW Vehicle Owner Trust <br> Series 2025-A Class A3 4.56% <br> 9/25/29<br>| 200000 | 201857 |
| &nbsp;&nbsp; Capital One Multi-Asset <br> Execution Trust Series <br> 2021-A2 Class A2 1.39% <br> 7/15/30<br>| 600000 | 560462 |
| &nbsp;&nbsp; CarMax Auto Owner Trust <br> Series 2024-4 Class A3 4.60% <br> 10/15/29<br>| 146000 | 147422 |
| &nbsp;&nbsp; Carvana Auto Receivables <br> Trust Series 2025-P1 <br> Class A3 4.55% 5/10/30<br>| 200000 | 201523 |
| &nbsp;&nbsp; Citibank Credit Card <br> Issuance Trust Series <br> 2007-A3 Class A3 6.15% <br> 6/15/39<br>| 750000 | 827837 |
| &nbsp;&nbsp; Exeter Automobile <br> Receivables Trust Series <br> 2025-3A Class A3 4.78% <br> 7/16/29<br>| 400000 | 403293 |
| &nbsp;&nbsp; Ford Credit Auto Lease Trust <br> Series 2025-A Class A3 4.72% <br> 6/15/28<br>| 63000 | 63627 |
| &nbsp;&nbsp; Ford Credit Auto Owner Trust <br> Series 2024-B Class A3 5.10% <br> 4/15/29<br>| 400000 | 405901 |
| &nbsp;&nbsp; GM Financial Automobile <br> Leasing Trust Series 2025-1 <br> Class A3 4.66% 2/21/28<br>| 240000 | 242152 |
| &nbsp;&nbsp; GM Financial Consumer <br> Automobile Receivables <br> Trust Series 2025-1 Class A3 <br> 4.62% 12/17/29<br>| 133000 | 134495 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-2 Class A4 4.91% <br> 9/17/29<br>| 400000 | $404006 |
| &nbsp;&nbsp;&nbsp; Series 2024-3 Class A3 4.57% <br> 3/21/29<br>| 213000 | 214691 |
| &nbsp;&nbsp; Hyundai Auto Receivables <br> Trust Series 2024-B Class A3 <br> 4.84% 3/15/29<br>| 314000 | 317445 |
| &nbsp;&nbsp; John Deere Owner Trust <br> Series 2024-B Class A3 5.20% <br> 3/15/29<br>| 250000 | 254112 |
| &nbsp;&nbsp; Mercedes-Benz Auto <br> Receivables Trust Series <br> 2025-1 Class A3 4.78% <br> 12/17/29<br>| 150000 | 151997 |
| &nbsp;&nbsp; Nissan Auto Lease Trust <br> Series 2025-A Class A3 4.75% <br> 3/15/28<br>| 151000 | 152917 |
| &nbsp;&nbsp; Synchrony Card Funding LLC <br> Series 2024-A2 Class A 4.93% <br> 7/15/30<br>| 487000 | 495010 |
| &nbsp;&nbsp; Toyota Auto Receivables <br> Owner Trust Series 2024-C <br> Class A3 4.88% 3/15/29<br>| 600000 | 606699 |
| Verizon Master Trust | Verizon Master Trust | Verizon Master Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-4 Class A1A <br> 5.16% 6/20/29<br>| 410000 | 413119 |
| &nbsp;&nbsp;&nbsp; Series 2024-3 Class A1A <br> 5.34% 4/22/30<br>| 300000 | 306572 |
| &nbsp;&nbsp; World Omni Auto Receivables <br> Trust Series 2025-A Class A3 <br> 4.73% 3/15/30<br>| 255000 | 257986 |
| **Total Non-Agency Asset-Backed Securities** <br>**(Cost $8,068,699)** | **Total Non-Agency Asset-Backed Securities** <br>**(Cost $8,068,699)** | **8033572** |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.69%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.69%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.69%** |
| Bank | Bank | Bank |
| &nbsp;&nbsp;&nbsp; Series 2017-BNK7 Class A4 <br> 3.18% 9/15/60<br>| 490521 | 481523 |
| &nbsp;&nbsp;&nbsp; •Series 2018-BN13 Class A5 <br> 4.22% 8/15/61<br>| 145000 | 144302 |
| &nbsp;&nbsp;&nbsp; Series 2019-BN17 Class A4 <br> 3.71% 4/15/52<br>| 265000 | 259203 |
| &nbsp;&nbsp;&nbsp; Series 2019-BN24 Class A3 <br> 2.96% 11/15/62<br>| 500000 | 470494 |
| &nbsp;&nbsp;&nbsp; Series 2020-BN25 Class A5 <br> 2.65% 1/15/63<br>| 600000 | 553149 |
| &nbsp;&nbsp;&nbsp; Series 2020-BN28 Class A4 <br> 1.84% 3/15/63<br>| 187500 | 165893 |
| &nbsp;&nbsp;&nbsp; Series 2021-BN31 Class A4 <br> 2.04% 2/15/54<br>| 313043 | 274974 |
| &nbsp;&nbsp;&nbsp; •Series 2022-BNK44 Class A5 <br> 5.94% 11/15/55<br>| 750000 | 797471 |
| &nbsp;&nbsp; Bank5 Series 2024-5YR11 <br> Class A3 5.89% 11/15/57<br>| 600000 | 630416 |

---

*LVIP SSGA Bond Index Fund–57*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| &nbsp;&nbsp; Bank5 Trust Series <br> 2025-5YR13 Class A3 5.75% <br> 1/15/58<br>| 115000 | $120533 |
| BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2020-C6 Class A4 <br> 2.64% 2/15/53<br>| 650000 | 601805 |
| &nbsp;&nbsp;&nbsp; Series 2020-C8 Class A5 <br> 2.04% 10/15/53<br>| 250000 | 220404 |
| &nbsp;&nbsp;&nbsp; Series 2023-C20 Class A5 <br> 5.58% 7/15/56<br>| 140000 | 146637 |
| &nbsp;&nbsp;&nbsp; Series 2024-5C29 Class A3 <br> 5.21% 9/15/57<br>| 165000 | 169249 |
| &nbsp;&nbsp;&nbsp; Series 2024-C28 Class A5 <br> 5.40% 9/15/57<br>| 428571 | 446404 |
| &nbsp;&nbsp;&nbsp; Series 2024-C30 Class A5 <br> 5.53% 11/15/57<br>| 300000 | 315191 |
| &nbsp;&nbsp;&nbsp; Series 2025-5C33 Class A4 <br> 5.84% 3/15/58<br>| 200000 | 210492 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp;&nbsp; •Series 2018-B2 Class A5 <br> 3.88% 2/15/51<br>| 195000 | 192437 |
| &nbsp;&nbsp;&nbsp; Series 2018-B3 Class A5 <br> 4.03% 4/10/51<br>| 350000 | 346487 |
| &nbsp;&nbsp;&nbsp; Series 2018-B5 Class A4 <br> 4.21% 7/15/51<br>| 200000 | 198723 |
| &nbsp;&nbsp;&nbsp; Series 2019-B10 Class A4 <br> 3.72% 3/15/62<br>| 575000 | 559715 |
| &nbsp;&nbsp;&nbsp; Series 2020-B18 Class A5 <br> 1.93% 7/15/53<br>| 296875 | 261420 |
| &nbsp;&nbsp;&nbsp; Series 2020-B19 Class A5 <br> 1.85% 9/15/53<br>| 800000 | 702945 |
| &nbsp;&nbsp;&nbsp; Series 2021-B24 Class A5 <br> 2.58% 3/15/54<br>| 500000 | 445892 |
| &nbsp;&nbsp;&nbsp; •Series 2022-B35 Class A5 <br> 4.59% 5/15/55<br>| 350000 | 342204 |
| &nbsp;&nbsp;&nbsp; Series 2024-V9 Class A3 <br> 5.60% 8/15/57<br>| 500000 | 518680 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| &nbsp;&nbsp;&nbsp; •Series 2024-5C8 Class A3 <br> 5.63% 12/15/57<br>| 175000 | 182116 |
| &nbsp;&nbsp;&nbsp; Series 2025-C11 Class A5 <br> 5.69% 2/15/58<br>| 800000 | 845980 |
| &nbsp;&nbsp; CD Mortgage Trust Series <br> 2017-CD3 Class A4 3.63% <br> 2/10/50<br>| 400000 | 388557 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; •Series 2018-B2 Class AS <br> 4.18% 3/10/51<br>| 200000 | 196364 |
| &nbsp;&nbsp;&nbsp; Series 2020-GC46 Class A5 <br> 2.72% 2/15/53<br>| 500000 | 461268 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; •Series 2017-CX10 Class A5 <br> 3.46% 11/15/50<br>| 500000 | 480958 |
| &nbsp;&nbsp;&nbsp; Series 2020-C19 Class A3 <br> 2.56% 3/15/53<br>| 150000 | 135964 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| GS Mortgage Securities Trust | GS Mortgage Securities Trust | GS Mortgage Securities Trust |
| &nbsp;&nbsp;&nbsp; Series 2020-GC45 Class A5 <br> 2.91% 2/13/53<br>| 275000 | $256888 |
| &nbsp;&nbsp;&nbsp; Series 2021-GSA3 Class A4 <br> 2.37% 12/15/54<br>| 600000 | 529137 |
| &nbsp;&nbsp; JPM-DB Commercial <br> Mortgage Securities Trust <br> Series 2020-COR7 Class A5 <br> 2.18% 5/13/53<br>| 400000 | 338270 |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust |
| &nbsp;&nbsp;&nbsp; Series 2017-HR2 Class A4 <br> 3.59% 12/15/50<br>| 500000 | 491243 |
| &nbsp;&nbsp;&nbsp; Series 2020-L4 Class A3 <br> 2.70% 2/15/53<br>| 400000 | 371628 |
| UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2017-C4 Class A4 <br> 3.56% 10/15/50<br>| 580000 | 567922 |
| &nbsp;&nbsp;&nbsp; Series 2017-C7 Class A4 <br> 3.68% 12/15/50<br>| 350000 | 345415 |
| &nbsp;&nbsp;&nbsp; Series 2018-C14 Class A3 <br> 4.18% 12/15/51<br>| 258385 | 255684 |
| &nbsp;&nbsp;&nbsp; Series 2018-C8 Class A4 <br> 3.98% 2/15/51<br>| 200000 | 194609 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2017-C41 Class A4 <br> 3.47% 11/15/50<br>| 350000 | 343663 |
| &nbsp;&nbsp;&nbsp; Series 2018-C46 Class A4 <br> 4.15% 8/15/51<br>| 1150000 | 1141237 |
| &nbsp;&nbsp;&nbsp; Series 2019-C50 Class A5 <br> 3.73% 5/15/52<br>| 310000 | 299726 |
| &nbsp;&nbsp;&nbsp; Series 2020-C56 Class A5 <br> 2.45% 6/15/53<br>| 220600 | 202876 |
| **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $18,743,669)** | **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $18,743,669)** | **17606148** |
| **ΔREGIONAL BONDS–0.26%** | **ΔREGIONAL BONDS–0.26%** | **ΔREGIONAL BONDS–0.26%** |
| **Canada—0.26%** | **Canada—0.26%** | **Canada—0.26%** |
| Province of Alberta Canada | Province of Alberta Canada | Province of Alberta Canada |
| &nbsp;&nbsp; 1.30% 7/22/30 | 150000 | 133054 |
| &nbsp;&nbsp; 3.30% 3/15/28 | 400000 | 395391 |
| &nbsp;&nbsp; 4.50% 1/24/34 | 215000 | 217314 |
| Province of British Columbia Canada | Province of British Columbia Canada | Province of British Columbia Canada |
| &nbsp;&nbsp; 1.30% 1/29/31 | 250000 | 218317 |
| &nbsp;&nbsp; 4.20% 7/6/33 | 320000 | 317773 |
| &nbsp;&nbsp; 4.70% 1/24/28 | 385000 | 392829 |
| &nbsp;&nbsp; 4.75% 6/12/34 | 250000 | 256227 |
| &nbsp;&nbsp; 4.90% 4/24/29 | 500000 | 518040 |
| &nbsp;&nbsp; 7.25% 9/1/36 | 100000 | 121769 |
| Province of Manitoba Canada | Province of Manitoba Canada | Province of Manitoba Canada |
| &nbsp;&nbsp; 4.30% 7/27/33 | 250000 | 248757 |
| &nbsp;&nbsp; 4.90% 5/31/34 | 150000 | 154900 |
| &nbsp;&nbsp; Province of New Brunswick <br> Canada 3.63% 2/24/28<br>| 150000 | 149018 |

---

*LVIP SSGA Bond Index Fund–58*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔREGIONAL BONDS (continued)** | **ΔREGIONAL BONDS (continued)** | **ΔREGIONAL BONDS (continued)** |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| Province of Ontario Canada | Province of Ontario Canada | Province of Ontario Canada |
| &nbsp;&nbsp; 1.60% 2/25/31 | 250000 | $221567 |
| &nbsp;&nbsp; 2.00% 10/2/29 | 250000 | 233101 |
| &nbsp;&nbsp; 3.10% 5/19/27 | 200000 | 197940 |
| &nbsp;&nbsp; 4.70% 1/15/30 | 500000 | 516480 |
| &nbsp;&nbsp; 4.85% 6/11/35 | 450000 | 463187 |
| &nbsp;&nbsp; 5.05% 4/24/34 | 400000 | 419605 |
| Province of Quebec Canada | Province of Quebec Canada | Province of Quebec Canada |
| &nbsp;&nbsp; 1.35% 5/28/30 | 200000 | 178520 |
| &nbsp;&nbsp; 2.75% 4/12/27 | 300000 | 295433 |
| &nbsp;&nbsp; 4.25% 9/5/34 | 550000 | 544249 |
| &nbsp;&nbsp; 4.50% 4/3/29 | 200000 | 204578 |
| &nbsp;&nbsp; 7.50% 9/15/29 | 175000 | 198107 |
|  |  | **6596156** |
| **Total Regional Bonds** <br>**(Cost $6,634,223)** | **Total Regional Bonds** <br>**(Cost $6,634,223)** | **6596156** |
| **ΔSOVEREIGN BONDS–1.31%** | **ΔSOVEREIGN BONDS–1.31%** | **ΔSOVEREIGN BONDS–1.31%** |
| **Canada—0.08%** | **Canada—0.08%** | **Canada—0.08%** |
| Canada Government International Bonds | Canada Government International Bonds | Canada Government International Bonds |
| &nbsp;&nbsp; 3.75% 4/26/28 | 230000 | 230548 |
| &nbsp;&nbsp; 4.00% 3/18/30 | 355000 | 358611 |
| &nbsp;&nbsp; 4.63% 4/30/29 | 235000 | 242316 |
| Export Development Canada | Export Development Canada | Export Development Canada |
| &nbsp;&nbsp; 3.75% 9/7/27 | 250000 | 250357 |
| &nbsp;&nbsp; 4.00% 6/20/30 | 500000 | 504568 |
| &nbsp;&nbsp; 4.13% 2/13/29 | 310000 | 314103 |
| &nbsp;&nbsp; 4.75% 6/5/34 | 145000 | 151620 |
|  |  | **2052123** |
| **Chile—0.08%** | **Chile—0.08%** | **Chile—0.08%** |
| Chile Government International Bonds | Chile Government International Bonds | Chile Government International Bonds |
| &nbsp;&nbsp; 2.55% 1/27/32 | 200000 | 177900 |
| &nbsp;&nbsp; 2.55% 7/27/33 | 250000 | 214663 |
| &nbsp;&nbsp; 3.10% 5/7/41 | 200000 | 152020 |
| &nbsp;&nbsp; 3.10% 1/22/61 | 200000 | 123570 |
| &nbsp;&nbsp; 3.24% 2/6/28 | 350000 | 343157 |
| &nbsp;&nbsp; 3.50% 1/31/34 | 500000 | 457450 |
| &nbsp;&nbsp; 3.50% 1/25/50 | 200000 | 145370 |
| &nbsp;&nbsp; 4.34% 3/7/42 | 200000 | 176620 |
| &nbsp;&nbsp; 5.33% 1/5/54 | 300000 | 290595 |
|  |  | **2081345** |
| **Indonesia—0.11%** | **Indonesia—0.11%** | **Indonesia—0.11%** |
| Indonesia Government International Bonds | Indonesia Government International Bonds | Indonesia Government International Bonds |
| &nbsp;&nbsp; 2.85% 2/14/30 | 250000 | 235932 |
| &nbsp;&nbsp; 3.20% 9/23/61 | 200000 | 127873 |
| &nbsp;&nbsp; 3.50% 2/14/50 | 250000 | 183560 |
| &nbsp;&nbsp; 4.20% 10/15/50 | 400000 | 329868 |
| &nbsp;&nbsp; 4.55% 1/11/28 | 200000 | 201780 |
| &nbsp;&nbsp; 4.65% 9/20/32 | 100000 | 100268 |
| &nbsp;&nbsp; 4.70% 2/10/34 | 200000 | 199407 |
| &nbsp;&nbsp; 4.75% 2/11/29 | 200000 | 203405 |
| &nbsp;&nbsp; 4.75% 9/10/34 | 250000 | 249403 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Indonesia (continued)** | **Indonesia (continued)** | **Indonesia (continued)** |
| Indonesia Government International Bonds (continued) | Indonesia Government International Bonds (continued) | Indonesia Government International Bonds (continued) |
| &nbsp;&nbsp; 4.85% 1/11/33 | 200000 | $201732 |
| &nbsp;&nbsp; 5.15% 9/10/54 | 250000 | 239505 |
| &nbsp;&nbsp; 5.25% 1/15/30 | 200000 | 208079 |
| &nbsp;&nbsp; 5.35% 2/11/49 | 200000 | 199423 |
| &nbsp;&nbsp; 5.45% 9/20/52 | 12500 | 12344 |
|  |  | **2692579** |
| **Israel—0.07%** | **Israel—0.07%** | **Israel—0.07%** |
| Israel Government International Bonds | Israel Government International Bonds | Israel Government International Bonds |
| &nbsp;&nbsp; 3.25% 1/17/28 | 200000 | 195356 |
| &nbsp;&nbsp; 4.50% 1/30/43 | 200000 | 174119 |
| &nbsp;&nbsp; 5.63% 2/19/35 | 200000 | 206739 |
| &nbsp;&nbsp; 5.75% 3/12/54 | 1037000 | 980943 |
| State of Israel | State of Israel | State of Israel |
| &nbsp;&nbsp; 2.50% 1/15/30 | 200000 | 184283 |
| &nbsp;&nbsp; 3.38% 1/15/50 | 200000 | 132677 |
|  |  | **1874117** |
| **Italy—0.02%** | **Italy—0.02%** | **Italy—0.02%** |
| &nbsp;&nbsp; Republic of Italy Government <br> International Bonds 5.38% <br> 6/15/33<br>| 400000 | 421721 |
|  |  | **421721** |
| **Japan—0.09%** | **Japan—0.09%** | **Japan—0.09%** |
| Japan Bank for International Cooperation | Japan Bank for International Cooperation | Japan Bank for International Cooperation |
| &nbsp;&nbsp; 1.25% 1/21/31 | 200000 | 174121 |
| &nbsp;&nbsp; 1.88% 4/15/31 | 200000 | 179047 |
| &nbsp;&nbsp; 2.00% 10/17/29 | 200000 | 185887 |
| &nbsp;&nbsp; 2.13% 2/16/29 | 200000 | 188923 |
| &nbsp;&nbsp; 2.25% 11/4/26 | 200000 | 196495 |
| &nbsp;&nbsp; 2.88% 7/21/27 | 200000 | 196739 |
| &nbsp;&nbsp; 3.25% 7/20/28 | 300000 | 295255 |
| &nbsp;&nbsp; 4.63% 7/22/27 | 200000 | 202776 |
| &nbsp;&nbsp; 4.63% 4/17/34 | 200000 | 205683 |
| Japan International Cooperation Agency | Japan International Cooperation Agency | Japan International Cooperation Agency |
| &nbsp;&nbsp; 2.13% 10/20/26 | 200000 | 196334 |
| &nbsp;&nbsp; 3.38% 6/12/28 | 200000 | 197232 |
| &nbsp;&nbsp; 4.75% 5/21/29 | 200000 | 205611 |
|  |  | **2424103** |
| **Mexico—0.28%** | **Mexico—0.28%** | **Mexico—0.28%** |
| Mexico Government International Bonds | Mexico Government International Bonds | Mexico Government International Bonds |
| &nbsp;&nbsp; 3.25% 4/16/30 | 205000 | 192987 |
| &nbsp;&nbsp; 3.50% 2/12/34 | 200000 | 173700 |
| &nbsp;&nbsp; 3.75% 1/11/28 | 200000 | 197750 |
| &nbsp;&nbsp; 3.77% 5/24/61 | 200000 | 125790 |
| &nbsp;&nbsp; 4.15% 3/28/27 | 370000 | 369020 |
| &nbsp;&nbsp; 4.28% 8/14/41 | 200000 | 161950 |
| &nbsp;&nbsp; 4.35% 1/15/47 | 200000 | 153940 |
| &nbsp;&nbsp; 4.40% 2/12/52 | 200000 | 149110 |
| &nbsp;&nbsp; 4.50% 1/31/50 | 400000 | 307900 |
| &nbsp;&nbsp; 4.60% 2/10/48 | 200000 | 157540 |
| &nbsp;&nbsp; 4.75% 4/27/32 | 600000 | 586794 |

---

*LVIP SSGA Bond Index Fund–59*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Mexico (continued)** | **Mexico (continued)** | **Mexico (continued)** |
| Mexico Government International Bonds (continued) | Mexico Government International Bonds (continued) | Mexico Government International Bonds (continued) |
| &nbsp;&nbsp; 4.75% 3/8/44 | 1000000 | $830750 |
| &nbsp;&nbsp; 5.38% 3/22/33 | 500000 | 498500 |
| &nbsp;&nbsp; 6.00% 5/7/36 | 200000 | 204370 |
| &nbsp;&nbsp; 6.05% 1/11/40 | 475000 | 477042 |
| &nbsp;&nbsp; 6.34% 5/4/53 | 500000 | 485750 |
| &nbsp;&nbsp; 6.40% 5/7/54 | 1500000 | 1464015 |
| &nbsp;&nbsp; 6.75% 9/27/34 | 500000 | 544500 |
|  |  | **7081408** |
| **Panama—0.10%** | **Panama—0.10%** | **Panama—0.10%** |
| Panama Government International Bonds | Panama Government International Bonds | Panama Government International Bonds |
| &nbsp;&nbsp; 2.25% 9/29/32 | 700000 | 565740 |
| &nbsp;&nbsp; 3.16% 1/23/30 | 445000 | 413926 |
| &nbsp;&nbsp; 3.87% 7/23/60 | 310000 | 199268 |
| &nbsp;&nbsp; 3.88% 3/17/28 | 300000 | 294270 |
| &nbsp;&nbsp; 4.30% 4/29/53 | 300000 | 219150 |
| &nbsp;&nbsp; 4.50% 4/16/50 | 200000 | 150234 |
| &nbsp;&nbsp; 6.40% 2/14/35 | 200000 | 206540 |
| &nbsp;&nbsp; 6.70% 1/26/36 | 200000 | 210910 |
| &nbsp;&nbsp; 8.88% 9/30/27 | 100000 | 108145 |
| &nbsp;&nbsp; 9.38% 4/1/29 | 100000 | 113665 |
|  |  | **2481848** |
| **Peru—0.07%** | **Peru—0.07%** | **Peru—0.07%** |
| Peru Government International Bonds | Peru Government International Bonds | Peru Government International Bonds |
| &nbsp;&nbsp; 2.78% 1/23/31 | 140000 | 128912 |
| &nbsp;&nbsp; 3.00% 1/15/34 | 233000 | 202127 |
| &nbsp;&nbsp; 3.23% 7/28/21 | 500000 | 278875 |
| &nbsp;&nbsp; 3.30% 3/11/41 | 125000 | 97063 |
| &nbsp;&nbsp; 3.55% 3/10/51 | 395000 | 281299 |
| &nbsp;&nbsp; 3.60% 1/15/72 | 400000 | 253960 |
| &nbsp;&nbsp; 5.38% 2/8/35 | 100000 | 101850 |
| &nbsp;&nbsp; 5.63% 11/18/50 | 100000 | 98250 |
| &nbsp;&nbsp; 5.88% 8/8/54 | 50000 | 50150 |
| &nbsp;&nbsp; 8.75% 11/21/33 | 200000 | 250780 |
|  |  | **1743266** |
| **Philippines—0.15%** | **Philippines—0.15%** | **Philippines—0.15%** |
| Philippines Government International Bonds | Philippines Government International Bonds | Philippines Government International Bonds |
| &nbsp;&nbsp; 2.46% 5/5/30 | 250000 | 232474 |
| &nbsp;&nbsp; 3.00% 2/1/28 | 200000 | 195270 |
| &nbsp;&nbsp; 3.20% 7/6/46 | 200000 | 146452 |
| &nbsp;&nbsp; 3.56% 9/29/32 | 200000 | 190075 |
| &nbsp;&nbsp; 3.70% 2/2/42 | 200000 | 167329 |
| &nbsp;&nbsp; 3.75% 1/14/29 | 400000 | 394833 |
| &nbsp;&nbsp; 3.95% 1/20/40 | 500000 | 447770 |
| &nbsp;&nbsp; 4.38% 3/5/30 | 250000 | 253386 |
| &nbsp;&nbsp; 4.75% 3/5/35 | 250000 | 251779 |
| &nbsp;&nbsp; 5.00% 7/17/33 | 200000 | 206522 |
| &nbsp;&nbsp; 5.00% 1/13/37 | 500000 | 507735 |
| &nbsp;&nbsp; 5.18% 9/5/49 | 250000 | 242230 |
| &nbsp;&nbsp; 5.60% 5/14/49 | 250000 | 256369 |
| &nbsp;&nbsp; 5.61% 4/13/33 | 200000 | 214508 |
|  |  | **3706732** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Poland—0.06%** | **Poland—0.06%** | **Poland—0.06%** |
| Republic of Poland Government International Bonds | Republic of Poland Government International Bonds | Republic of Poland Government International Bonds |
| &nbsp;&nbsp; 5.13% 9/18/34 | 1004000 | $1026272 |
| &nbsp;&nbsp; 5.50% 4/4/53 | 400000 | 387343 |
| &nbsp;&nbsp; 5.75% 11/16/32 | 165000 | 176782 |
|  |  | **1590397** |
| **Republic of Korea—0.12%** | **Republic of Korea—0.12%** | **Republic of Korea—0.12%** |
| Export-Import Bank of Korea | Export-Import Bank of Korea | Export-Import Bank of Korea |
| &nbsp;&nbsp; 1.63% 1/18/27 | 200000 | 194207 |
| &nbsp;&nbsp; 2.13% 1/18/32 | 200000 | 176036 |
| &nbsp;&nbsp; 4.50% 1/11/29 | 200000 | 203032 |
| &nbsp;&nbsp; 5.00% 1/11/28 | 300000 | 307024 |
| &nbsp;&nbsp; 5.13% 9/18/28 | 200000 | 206681 |
| &nbsp;&nbsp; 5.13% 1/11/33 | 200000 | 209597 |
| Korea Development Bank | Korea Development Bank | Korea Development Bank |
| &nbsp;&nbsp; 1.63% 1/19/31 | 250000 | 221204 |
| &nbsp;&nbsp; 2.25% 2/24/27 | 200000 | 195475 |
| &nbsp;&nbsp; 4.38% 2/15/33 | 300000 | 299390 |
| &nbsp;&nbsp; 4.50% 2/15/29 | 200000 | 203148 |
| &nbsp;&nbsp; 5.38% 10/23/28 | 200000 | 208382 |
| Korea International Bonds | Korea International Bonds | Korea International Bonds |
| &nbsp;&nbsp; 2.75% 1/19/27 | 500000 | 492799 |
| &nbsp;&nbsp; 4.50% 7/3/29 | 250000 | 255202 |
|  |  | **3172177** |
| **Sweden—0.03%** | **Sweden—0.03%** | **Sweden—0.03%** |
| Svensk Exportkredit AB | Svensk Exportkredit AB | Svensk Exportkredit AB |
| &nbsp;&nbsp; 3.75% 9/13/27 | 265000 | 265180 |
| &nbsp;&nbsp; 4.13% 6/14/28 | 250000 | 252408 |
| &nbsp;&nbsp; 4.25% 2/1/29 | 200000 | 202997 |
|  |  | **720585** |
| **Uruguay—0.05%** | **Uruguay—0.05%** | **Uruguay—0.05%** |
| &nbsp;&nbsp; Oriental Republic of Uruguay <br> 5.25% 9/10/60<br>| 165000 | 154522 |
| Uruguay Government International Bonds | Uruguay Government International Bonds | Uruguay Government International Bonds |
| &nbsp;&nbsp; 4.38% 10/27/27 | 300000 | 300960 |
| &nbsp;&nbsp; 5.10% 6/18/50 | 600000 | 567300 |
| &nbsp;&nbsp; 7.63% 3/21/36 | 250000 | 302950 |
|  |  | **1325732** |
| **Total Sovereign Bonds** <br>**(Cost $35,657,724)** | **Total Sovereign Bonds** <br>**(Cost $35,657,724)** | **33368133** |
| **SUPRANATIONAL BANKS–1.31%** | **SUPRANATIONAL BANKS–1.31%** | **SUPRANATIONAL BANKS–1.31%** |
| African Development Bank | African Development Bank | African Development Bank |
| &nbsp;&nbsp; 3.50% 9/18/29 | 600000 | 594552 |
| &nbsp;&nbsp; 4.13% 2/25/27 | 250000 | 251150 |
| &nbsp;&nbsp; 4.38% 11/3/27 | 205000 | 207792 |
| &nbsp;&nbsp; 4.38% 3/14/28 | 200000 | 203191 |
| Asian Development Bank | Asian Development Bank | Asian Development Bank |
| &nbsp;&nbsp; 0.75% 10/8/30 | 250000 | 215354 |
| &nbsp;&nbsp; 1.88% 3/15/29 | 500000 | 470413 |
| &nbsp;&nbsp; 1.88% 1/24/30 | 200000 | 185115 |
| &nbsp;&nbsp; 2.38% 8/10/27 | 250000 | 244146 |

---

*LVIP SSGA Bond Index Fund–60*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **SUPRANATIONAL BANKS (continued)** | **SUPRANATIONAL BANKS (continued)** | **SUPRANATIONAL BANKS (continued)** |
| Asian Development Bank (continued) | Asian Development Bank (continued) | Asian Development Bank (continued) |
| &nbsp;&nbsp; 3.13% 4/27/32 | 600000 | $571054 |
| &nbsp;&nbsp; 3.63% 8/28/29 | 650000 | 647656 |
| &nbsp;&nbsp; 3.75% 4/25/28 | 175000 | 175305 |
| &nbsp;&nbsp; 4.00% 1/12/33 | 170000 | 169807 |
| &nbsp;&nbsp; 4.13% 1/12/27 | 285000 | 286177 |
| &nbsp;&nbsp; 4.13% 5/30/30 | 1000000 | 1014739 |
| &nbsp;&nbsp; 4.13% 1/12/34 | 400000 | 400831 |
| &nbsp;&nbsp; 4.38% 1/14/28 | 360000 | 365517 |
| &nbsp;&nbsp; 4.38% 3/22/35 | 395000 | 401138 |
| &nbsp;&nbsp; 4.50% 8/25/28 | 268000 | 274037 |
| Asian Infrastructure Investment Bank | Asian Infrastructure Investment Bank | Asian Infrastructure Investment Bank |
| &nbsp;&nbsp; 3.75% 9/14/27 | 400000 | 400519 |
| &nbsp;&nbsp; 4.00% 1/18/28 | 750000 | 755087 |
| &nbsp;&nbsp; 4.13% 1/18/29 | 205000 | 207807 |
| &nbsp;&nbsp; 4.50% 1/16/30 | 180000 | 185188 |
| Corp. Andina de Fomento | Corp. Andina de Fomento | Corp. Andina de Fomento |
| &nbsp;&nbsp; 4.13% 1/7/28 | 105000 | 105207 |
| &nbsp;&nbsp; 5.00% 1/22/30 | 200000 | 207081 |
| &nbsp;&nbsp; 6.00% 4/26/27 | 220000 | 226280 |
| Council of Europe Development Bank | Council of Europe Development Bank | Council of Europe Development Bank |
| &nbsp;&nbsp; 4.50% 1/15/30 | 280000 | 288006 |
| &nbsp;&nbsp; 4.63% 6/11/27 | 130000 | 131765 |
| &nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development 4.25% 3/13/34<br>| 700000 | 706002 |
| European Investment Bank | European Investment Bank | European Investment Bank |
| &nbsp;&nbsp; 0.75% 10/26/26 | 222000 | 214876 |
| &nbsp;&nbsp; 1.25% 2/14/31 | 1175000 | 1029312 |
| &nbsp;&nbsp; 1.38% 3/15/27 | 550000 | 531770 |
| &nbsp;&nbsp; 1.63% 10/9/29 | 550000 | 507530 |
| &nbsp;&nbsp; 1.75% 3/15/29 | 187000 | 175285 |
| &nbsp;&nbsp; 3.25% 11/15/27 | 700000 | 694260 |
| &nbsp;&nbsp; 3.63% 7/15/30 | 160000 | 158945 |
| &nbsp;&nbsp; 3.75% 2/14/33 | 815000 | 802276 |
| &nbsp;&nbsp; 3.88% 3/15/28 | 200000 | 201001 |
| &nbsp;&nbsp; 3.88% 6/15/28 | 260000 | 261440 |
| &nbsp;&nbsp; 4.00% 2/15/29 | 340000 | 343343 |
| &nbsp;&nbsp; 4.13% 2/13/34 | 536000 | 537809 |
| &nbsp;&nbsp; 4.25% 8/16/32 | 300000 | 304892 |
| &nbsp;&nbsp; 4.38% 3/19/27 | 700000 | 706348 |
| &nbsp;&nbsp; 4.38% 10/10/31 | 175000 | 179660 |
| &nbsp;&nbsp; 4.50% 10/16/28 | 250000 | 255951 |
| &nbsp;&nbsp; 4.50% 3/14/30 | 440000 | 453450 |
| &nbsp;&nbsp; 4.75% 6/15/29 | 417000 | 431976 |
| Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank |
| &nbsp;&nbsp; 0.63% 9/16/27 | 500000 | 471381 |
| &nbsp;&nbsp; 1.13% 7/20/28 | 200000 | 186568 |
| &nbsp;&nbsp; 1.13% 1/13/31 | 250000 | 217846 |
| &nbsp;&nbsp; 3.20% 8/7/42 | 100000 | 81878 |
| &nbsp;&nbsp; 3.50% 4/12/33 | 250000 | 240622 |
| &nbsp;&nbsp; 3.63% 9/17/31 | 200000 | 196977 |
| &nbsp;&nbsp; 3.88% 10/28/41 | 100000 | 89852 |
| &nbsp;&nbsp; 4.00% 1/12/28 | 200000 | 201367 |
| &nbsp;&nbsp; 4.13% 2/15/29 | 1280000 | 1297061 |
| &nbsp;&nbsp; 4.38% 2/1/27 | 500000 | 503773 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **SUPRANATIONAL BANKS (continued)** | **SUPRANATIONAL BANKS (continued)** | **SUPRANATIONAL BANKS (continued)** |
| Inter-American Development Bank (continued) | Inter-American Development Bank (continued) | Inter-American Development Bank (continued) |
| &nbsp;&nbsp; 4.38% 7/17/34 | 250000 | $254496 |
| &nbsp;&nbsp; 4.38% 1/24/44 | 56000 | 52824 |
| &nbsp;&nbsp; 4.50% 2/15/30 | 350000 | 360375 |
| &nbsp;&nbsp; 4.50% 9/13/33 | 200000 | 205684 |
| Inter-American Investment Corp. | Inter-American Investment Corp. | Inter-American Investment Corp. |
| &nbsp;&nbsp; 3.63% 2/17/27 | 50000 | 49824 |
| &nbsp;&nbsp; 4.13% 2/15/28 | 200000 | 201493 |
| &nbsp;&nbsp; 4.25% 4/1/30 | 300000 | 304479 |
| International Bank for Reconstruction & Development | International Bank for Reconstruction & Development | International Bank for Reconstruction & Development |
| &nbsp;&nbsp; 0.75% 11/24/27 | 325000 | 305533 |
| &nbsp;&nbsp; 0.88% 5/14/30 | 500000 | 438958 |
| &nbsp;&nbsp; 1.13% 9/13/28 | 1000000 | 929210 |
| &nbsp;&nbsp; 1.25% 2/10/31 | 1000000 | 875075 |
| &nbsp;&nbsp; 1.63% 11/3/31 | 381000 | 333820 |
| &nbsp;&nbsp; 1.75% 10/23/29 | 250000 | 231434 |
| &nbsp;&nbsp; 2.50% 11/22/27 | 350000 | 341625 |
| &nbsp;&nbsp; 3.13% 6/15/27 | 1000000 | 990511 |
| &nbsp;&nbsp; 3.50% 7/12/28 | 200000 | 199038 |
| &nbsp;&nbsp; 3.63% 5/5/28 | 600000 | 599484 |
| &nbsp;&nbsp; 3.88% 2/14/30 | 205000 | 205921 |
| &nbsp;&nbsp; 3.88% 8/28/34 | 185000 | 181499 |
| &nbsp;&nbsp; 4.00% 7/25/30 | 450000 | 454227 |
| &nbsp;&nbsp; 4.00% 1/10/31 | 1000000 | 1007506 |
| &nbsp;&nbsp; 4.13% 3/20/30 | 385000 | 390701 |
| &nbsp;&nbsp; 4.50% 4/10/31 | 318000 | 328034 |
| &nbsp;&nbsp; 4.63% 1/15/32 | 1360000 | 1411579 |
| &nbsp;&nbsp; 4.75% 2/15/35 | 50000 | 52147 |
| International Finance Corp. | International Finance Corp. | International Finance Corp. |
| &nbsp;&nbsp; 0.75% 8/27/30 | 500000 | 432295 |
| &nbsp;&nbsp; 4.25% 7/2/29 | 280000 | 285058 |
| &nbsp;&nbsp; 4.50% 1/21/28 | 140000 | 142515 |
| &nbsp;&nbsp; 4.50% 7/13/28 | 155000 | 158307 |
| Nordic Investment Bank | Nordic Investment Bank | Nordic Investment Bank |
| &nbsp;&nbsp; 3.38% 9/8/27 | 250000 | 248433 |
| &nbsp;&nbsp; 4.38% 3/14/28 | 200000 | 203145 |
| **Total Supranational Banks** <br>**(Cost $33,816,964)** | **Total Supranational Banks** <br>**(Cost $33,816,964)** | **33343595** |
| **U.S. TREASURY OBLIGATIONS–45.22%** | **U.S. TREASURY OBLIGATIONS–45.22%** | **U.S. TREASURY OBLIGATIONS–45.22%** |
| U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds |
| &nbsp;&nbsp; 1.13% 5/15/40 | 3000000 | 1910508 |
| &nbsp;&nbsp; 1.13% 8/15/40 | 4500000 | 2837813 |
| &nbsp;&nbsp; 1.38% 8/15/50 | 5000000 | 2514063 |
| &nbsp;&nbsp; 1.63% 11/15/50 | 8750000 | 4694922 |
| &nbsp;&nbsp; 1.88% 2/15/41 | 3000000 | 2109023 |
| &nbsp;&nbsp; 1.88% 2/15/51 | 5000000 | 2856055 |
| &nbsp;&nbsp; 1.88% 11/15/51 | 7500000 | 4242773 |
| &nbsp;&nbsp; 2.00% 2/15/50 | 1500000 | 897012 |
| &nbsp;&nbsp; 2.00% 8/15/51 | 7000000 | 4101016 |
| &nbsp;&nbsp; 2.25% 2/15/52 | 7000000 | 4341914 |
| &nbsp;&nbsp; 2.38% 11/15/49 | 2500000 | 1635742 |
| &nbsp;&nbsp; 2.38% 5/15/51 | 1500000 | 965039 |
| &nbsp;&nbsp; 2.50% 2/15/45 | 10400000 | 7449406 |
| &nbsp;&nbsp; 2.50% 2/15/46 | 6350000 | 4482455 |
| &nbsp;&nbsp; 2.50% 5/15/46 | 7200000 | 5062781 |

---

*LVIP SSGA Bond Index Fund–61*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** |
| U.S. Treasury Bonds (continued) | U.S. Treasury Bonds (continued) | U.S. Treasury Bonds (continued) |
| &nbsp;&nbsp; 2.75% 8/15/42 | 2600000 | $2023430 |
| &nbsp;&nbsp; 2.75% 11/15/42 | 3500000 | 2710723 |
| &nbsp;&nbsp; 2.75% 8/15/47 | 4200000 | 3044672 |
| &nbsp;&nbsp; 2.75% 11/15/47 | 6500000 | 4698027 |
| &nbsp;&nbsp; 2.88% 5/15/43 | 6000000 | 4700625 |
| &nbsp;&nbsp; 2.88% 5/15/49 | 3000000 | 2188594 |
| &nbsp;&nbsp; 2.88% 5/15/52 | 2000000 | 1427188 |
| &nbsp;&nbsp; 3.00% 5/15/42 | 2850000 | 2312174 |
| &nbsp;&nbsp; 3.00% 11/15/45 | 8100000 | 6272121 |
| &nbsp;&nbsp; 3.00% 2/15/47 | 7700000 | 5879672 |
| &nbsp;&nbsp; 3.00% 8/15/48 | 11000000 | 8270625 |
| &nbsp;&nbsp; 3.00% 2/15/49 | 9500000 | 7113125 |
| &nbsp;&nbsp; 3.00% 8/15/52 | 1000000 | 731406 |
| &nbsp;&nbsp; 3.13% 8/15/44 | 19500000 | 15612949 |
| &nbsp;&nbsp; 3.13% 5/15/48 | 4000000 | 3084375 |
| &nbsp;&nbsp; 3.25% 5/15/42 | 5000000 | 4200391 |
| &nbsp;&nbsp; 3.38% 11/15/48 | 2000000 | 1606641 |
| &nbsp;&nbsp; 3.63% 2/15/53 | 5000000 | 4133789 |
| &nbsp;&nbsp; 3.63% 5/15/53 | 6500000 | 5368594 |
| &nbsp;&nbsp; 3.88% 8/15/40 | 3750000 | 3495557 |
| &nbsp;&nbsp; 3.88% 5/15/43 | 7000000 | 6340742 |
| &nbsp;&nbsp; 4.00% 11/15/52 | 5500000 | 4867285 |
| &nbsp;&nbsp; 4.13% 8/15/44 | 1000000 | 928203 |
| &nbsp;&nbsp; 4.13% 8/15/53 | 7500000 | 6779004 |
| &nbsp;&nbsp; 4.25% 2/15/54 | 10600000 | 9784297 |
| &nbsp;&nbsp; 4.25% 8/15/54 | 7565500 | 6983902 |
| &nbsp;&nbsp; 4.38% 5/15/41 | 2750000 | 2702197 |
| &nbsp;&nbsp; 4.38% 8/15/43 | 1500000 | 1447617 |
| &nbsp;&nbsp; 4.50% 11/15/54 | 4200000 | 4043977 |
| &nbsp;&nbsp; 4.63% 5/15/44 | 4000000 | 3970781 |
| &nbsp;&nbsp; 4.63% 11/15/44 | 3000000 | 2972109 |
| &nbsp;&nbsp; 4.63% 5/15/54 | 4000000 | 3930000 |
| &nbsp;&nbsp; 4.63% 2/15/55 | 4600000 | 4521656 |
| &nbsp;&nbsp; 4.75% 11/15/43 | 2500000 | 2526563 |
| &nbsp;&nbsp; 4.75% 2/15/45 | 4000000 | 4025000 |
| &nbsp;&nbsp; 4.75% 11/15/53 | 4700000 | 4708078 |
| &nbsp;&nbsp; 4.75% 5/15/55 | 7700000 | 7724063 |
| &nbsp;&nbsp; 4.75% 8/15/55 | 1600000 | 1605500 |
| &nbsp;&nbsp; 4.88% 8/15/45 | 2500000 | 2555859 |
| &nbsp;&nbsp; 5.00% 5/15/45 | 750000 | 778828 |
| &nbsp;&nbsp; 5.25% 11/15/28 | 500000 | 523418 |
| &nbsp;&nbsp; 5.38% 2/15/31 | 500000 | 538281 |
| &nbsp;&nbsp; 5.50% 8/15/28 | 500000 | 525840 |
| &nbsp;&nbsp; 6.13% 11/15/27 | 800000 | 840656 |
| &nbsp;&nbsp; 6.13% 8/15/29 | 300000 | 326215 |
| &nbsp;&nbsp; 6.63% 2/15/27 | 750000 | 781729 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp; 0.38% 7/31/27 | 45000000 | 42424805 |
| &nbsp;&nbsp; 0.50% 5/31/27 | 5000000 | 4748047 |
| &nbsp;&nbsp; 0.50% 6/30/27 | 12000000 | 11367656 |
| &nbsp;&nbsp; 0.50% 8/31/27 | 15500000 | 14610566 |
| &nbsp;&nbsp; 0.63% 12/31/27 | 10000000 | 9360547 |
| &nbsp;&nbsp; 0.63% 5/15/30 | 3750000 | 3259863 |
| &nbsp;&nbsp; 0.63% 8/15/30 | 5000000 | 4310742 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** |
| U.S. Treasury Notes (continued) | U.S. Treasury Notes (continued) | U.S. Treasury Notes (continued) |
| &nbsp;&nbsp; 0.75% 1/31/28 | 35000000 | $32774219 |
| &nbsp;&nbsp; 0.88% 11/15/30 | 11000000 | 9537344 |
| &nbsp;&nbsp; 1.13% 2/29/28 | 12000000 | 11315625 |
| &nbsp;&nbsp; 1.25% 6/30/28 | 5000000 | 4691602 |
| &nbsp;&nbsp; 1.25% 8/15/31 | 12000000 | 10378125 |
| &nbsp;&nbsp; 1.38% 10/31/28 | 8000000 | 7475625 |
| &nbsp;&nbsp; 1.38% 12/31/28 | 10000000 | 9310547 |
| &nbsp;&nbsp; 1.38% 11/15/31 | 10500000 | 9088242 |
| &nbsp;&nbsp; 1.50% 1/31/27 | 8000000 | 7773750 |
| &nbsp;&nbsp; 1.50% 2/15/30 | 6000000 | 5471484 |
| &nbsp;&nbsp; 1.63% 11/30/26 | 6000000 | 5858906 |
| &nbsp;&nbsp; 1.63% 8/15/29 | 8000000 | 7422188 |
| &nbsp;&nbsp; 1.63% 5/15/31 | 16000000 | 14246875 |
| &nbsp;&nbsp; 1.88% 2/15/32 | 10000000 | 8871875 |
| &nbsp;&nbsp; 2.25% 2/15/27 | 16000000 | 15694375 |
| &nbsp;&nbsp; 2.25% 8/15/27 | 9000000 | 8776758 |
| &nbsp;&nbsp; 2.25% 11/15/27 | 11500000 | 11180156 |
| &nbsp;&nbsp; 2.38% 5/15/27 | 9500000 | 9309258 |
| &nbsp;&nbsp; 2.38% 5/15/29 | 11000000 | 10520469 |
| &nbsp;&nbsp; 2.63% 2/15/29 | 9000000 | 8708203 |
| &nbsp;&nbsp; 2.63% 7/31/29 | 5000000 | 4812109 |
| &nbsp;&nbsp; 2.75% 2/15/28 | 12000000 | 11762344 |
| &nbsp;&nbsp; 2.75% 8/15/32 | 12000000 | 11155781 |
| &nbsp;&nbsp; 2.88% 5/15/28 | 4000000 | 3925156 |
| &nbsp;&nbsp; 2.88% 8/15/28 | 13000000 | 12734414 |
| &nbsp;&nbsp; 2.88% 5/15/32 | 12000000 | 11281875 |
| &nbsp;&nbsp; 3.38% 5/15/33 | 10000000 | 9605469 |
| &nbsp;&nbsp; 3.50% 1/31/28 | 6000000 | 5984063 |
| &nbsp;&nbsp; 3.50% 1/31/30 | 10000000 | 9915234 |
| &nbsp;&nbsp; 3.50% 2/15/33 | 10000000 | 9708203 |
| &nbsp;&nbsp; 3.63% 8/31/27 | 25000000 | 24999023 |
| &nbsp;&nbsp; 3.63% 3/31/28 | 8000000 | 8002188 |
| &nbsp;&nbsp; 3.63% 5/31/28 | 8000000 | 8001250 |
| &nbsp;&nbsp; 3.63% 8/15/28 | 1000000 | 1000000 |
| &nbsp;&nbsp; 3.63% 9/30/31 | 18000000 | 17789062 |
| &nbsp;&nbsp; 3.75% 6/30/27 | 22000000 | 22039531 |
| &nbsp;&nbsp; 3.75% 5/15/28 | 10000000 | 10032031 |
| &nbsp;&nbsp; 3.75% 6/30/30 | 7500000 | 7503223 |
| &nbsp;&nbsp; 3.75% 12/31/30 | 5000000 | 4994531 |
| &nbsp;&nbsp; 3.88% 3/31/27 | 20000000 | 20059375 |
| &nbsp;&nbsp; 3.88% 7/31/27 | 7000000 | 7028711 |
| &nbsp;&nbsp; 3.88% 12/31/27 | 3500000 | 3519277 |
| &nbsp;&nbsp; 3.88% 9/30/29 | 9000000 | 9061523 |
| &nbsp;&nbsp; 3.88% 6/30/30 | 8400000 | 8451516 |
| &nbsp;&nbsp; 3.88% 8/31/32 | 4000000 | 3988125 |
| &nbsp;&nbsp; 3.88% 9/30/32 | 17000000 | 16944126 |
| &nbsp;&nbsp; 3.88% 8/15/33 | 10500000 | 10413047 |
| &nbsp;&nbsp; 3.88% 8/15/34 | 13000000 | 12800938 |
| &nbsp;&nbsp; 4.00% 6/30/28 | 10000000 | 10098047 |
| &nbsp;&nbsp; 4.00% 5/31/30 | 5000000 | 5058594 |
| &nbsp;&nbsp; 4.00% 7/31/30 | 2000000 | 2022578 |
| &nbsp;&nbsp; 4.00% 1/31/31 | 7400000 | 7477180 |
| &nbsp;&nbsp; 4.00% 6/30/32 | 4000000 | 4020625 |
| &nbsp;&nbsp; 4.00% 7/31/32 | 16000000 | 16075000 |

---

*LVIP SSGA Bond Index Fund–62*

------

**LVIP SSGA Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** |
| U.S. Treasury Notes (continued) | U.S. Treasury Notes (continued) | U.S. Treasury Notes (continued) |
| &nbsp;&nbsp; 4.00% 2/15/34 | 25200000 | $25134047 |
| &nbsp;&nbsp; 4.13% 10/31/26 | 11000000 | 11047266 |
| &nbsp;&nbsp; 4.13% 2/15/27 | 18000000 | 18104062 |
| &nbsp;&nbsp; 4.13% 11/15/27 | 6000000 | 6061172 |
| &nbsp;&nbsp; 4.13% 7/31/28 | 6000000 | 6079688 |
| &nbsp;&nbsp; 4.13% 10/31/29 | 11000000 | 11174883 |
| &nbsp;&nbsp; 4.13% 11/30/29 | 10000000 | 10160938 |
| &nbsp;&nbsp; 4.13% 8/31/30 | 3500000 | 3558652 |
| &nbsp;&nbsp; 4.13% 7/31/31 | 7000000 | 7106367 |
| &nbsp;&nbsp; 4.13% 11/15/32 | 13000000 | 13151328 |
| &nbsp;&nbsp; 4.25% 11/30/26 | 25000000 | 25147461 |
| &nbsp;&nbsp; 4.25% 6/30/29 | 17200000 | 17541984 |
| &nbsp;&nbsp; 4.25% 2/28/31 | 6134500 | 6272526 |
| &nbsp;&nbsp; 4.25% 11/15/34 | 7500000 | 7584668 |
| &nbsp;&nbsp; 4.25% 5/15/35 | 14000000 | 14129062 |
| &nbsp;&nbsp; 4.25% 8/15/35 | 3000000 | 3024375 |
| &nbsp;&nbsp; 4.38% 11/30/28 | 9000000 | 9194414 |
| &nbsp;&nbsp; 4.38% 11/30/30 | 5000000 | 5141211 |
| &nbsp;&nbsp; 4.38% 1/31/32 | 5000000 | 5138281 |
| &nbsp;&nbsp; 4.50% 4/15/27 | 20000000 | 20246875 |
| &nbsp;&nbsp; 4.50% 5/31/29 | 1000000 | 1028047 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** |
| U.S. Treasury Notes (continued) | U.S. Treasury Notes (continued) | U.S. Treasury Notes (continued) |
| &nbsp;&nbsp; 4.50% 12/31/31 | 15000000 | $15520312 |
| &nbsp;&nbsp; 4.50% 11/15/33 | 9000000 | 9305156 |
| &nbsp;&nbsp; 4.63% 9/30/30 | 7000000 | 7276172 |
| &nbsp;&nbsp; 4.63% 4/30/31 | 10000000 | 10409375 |
| &nbsp;&nbsp; 4.63% 2/15/35 | 17000000 | 17666719 |
| &nbsp;&nbsp; 4.88% 10/31/30 | 10000000 | 10511328 |
| **Total U.S. Treasury Obligations** <br>**(Cost $1,222,725,363)** | **Total U.S. Treasury Obligations** <br>**(Cost $1,222,725,363)** | **1153175370** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>|  |
| **MONEY MARKET FUND–1.82%** | **MONEY MARKET FUND–1.82%** | **MONEY MARKET FUND–1.82%** |
| &nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Premier Class <br> (seven-day effective yield <br> 4.09%)<br>| 46322881 | 46322881 |
| **Total Money Market Fund** <br>**(Cost $46,322,881)** | **Total Money Market Fund** <br>**(Cost $46,322,881)** | **46322881** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–101.09% (Cost $2,748,315,115)** | **2577792585** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **LIABILITIES NET OF RECEIVABLES AND OTHER ASSETS–(1.09%)** | **(27807083)**<br>|
| **NET ASSETS APPLICABLE TO 246,553,789 SHARES OUTSTANDING–100.00%** | **$2549985502** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

---

| |
|:---|
| °Principal amount shown is stated in U.S. dollars unless noted that the security is denominated in another currency. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ♦Pass Through Agreement. Security represents the contractual right to receive a proportionate amount of underlying payments due to the <br> counterparty pursuant to various agreements related to the rescheduling of obligations and the exchange of certain notes. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; •Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at September 30, 2025. For securities based on a <br> published reference rate and spread, the reference rate and spread are indicated in their description above and may be subject to caps <br> and/or floors or include a multiplier. Certain variable rate securities are not based on a published reference rate and spread but are <br> determined by the issuer or agent and are based on current market conditions such as changes in current interest rate and prepayments <br> on the underlying pool of assets. These securities do not indicate a reference rate and spread in their description above. |
| μFixed to variable rate investment. The rate shown reflects the fixed rate in effect at September 30, 2025. Rate will reset at a future date. |
| ^Zero coupon security. |
| ΔSecurities have been classified by country of origin. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Summary of Abbreviations:** |
| BMO–Bank of Montreal  |
| GM–Insured by Assured Guaranty Municipal Corporation |
| GS–Goldman Sachs |
| HSBC–Hong Kong and Shanghai Banking Corporation |
| JPM-DB–JPMorgan Deutsche Bank |
| REIT–Real Estate Investment Trust |
| S&P–Standard & Poor's |
| TBA–To be announced |

---

*LVIP SSGA Bond Index Fund–63*

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

- **b. Investment Company Act file number:** 811-08090

- **c. CIK number of Registrant:** 0000914036

- **d. LEI of Registrant:** 3EICVM5HD7FVBIM8WO57

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

  - **Street Address 1:** 1301 S. Harrison Street

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

  - **Telephone number:** 260-455-2000

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

- **a. Name of Series:** LVIP SSGA Bond Index Fund

- **b. EDGAR series identifier (if any):** S000021657

- **c. LEI of Series:** X5PPJVEZIDWEFRKRER10

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $2585859179.83

**Total Liabilities:** $35580637.97

**Net Assets:** $2550278541.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -784.76000000 | **1-Year:** -46871.23000000 | **5-Year:** -138378.31000000 | **10-Year:** -193112.52000000 | **30-Year:** -117460.71000000

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

- **3-Month:** -5.24000000 | **1-Year:** -264.02000000 | **5-Year:** -776.12000000 | **10-Year:** -1529.03000000 | **30-Year:** -434.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000062027 | -0.29%               | 1.18%                | 1.04%                |
| Class ID C000062028 | -0.30%               | 1.15%                | 1.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1027033.68             | $-13292074.36                              |
| Month 2  | $-4621967.29             | $27263706.46                               |
| Month 3  | $-22914.81               | $19117824.68                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OAKTREE SPECIALTY LEND                                                        | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60266.19     | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                         | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103032.00    | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102508.38    | 0.00%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419GXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261528 | PA      | $261729.46    | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250900.99    | 0.01%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                     | Baidu Inc                                                                       | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201622.51    | 0.01%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199125.58    | 0.01%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XKXB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416160 | PA      | $414944.15    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                   | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183408.06    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                        | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    100000 | PA      | $99547.67     | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412QBA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19504 | PA      | $19581.39     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418ATQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    840186 | PA      | $772231.58    | 0.03%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222137.56    | 0.01%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132D6JX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    767306 | PA      | $775312.04    | 0.03%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30107.82     | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                            | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115670.60    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241KT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       856 | PA      | $887.11       | 0.00%             | 2038-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103659.18    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79684.53     | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169682.20    | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                  | NNN REIT Inc                                                                    | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    150000 | PA      | $98295.31     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $199038.22    | 0.01%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036682.00   | 0.04%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                 | UBS Commercial Mortgage Trust 2018-C14                                          | CUSIP: 90278KAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258385 | PA      | $255683.83    | 0.01%             | 2051-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                            | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37010.54     | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $4867285.17   | 0.19%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                      | Province of British Columbia Canada                                             | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    385000 | PA      | $392829.39    | 0.02%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498123 | PA      | $438139.63    | 0.02%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                      | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $559715.29    | 0.02%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217156.67    | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                              | Georgia Power Co                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499990.96    | 0.02%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99440 | PA      | $104790.77    | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     55000 | PA      | $49627.80     | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                             | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75625.66     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387031.99    | 0.02%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                          | Western Union Co/The                                                            | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88985.16     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                   | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251437.75    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $51331.64     | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148485.66    | 0.01%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                              | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127494.29    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                         | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208052.34    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $47087.65     | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                             | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32023.55     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79188.03     | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416WQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23112 | PA      | $23289.05     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296NWR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5594 | PA      | $5764.94      | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $320362.38    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $141221.26    | 0.01%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                   | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $253087.57    | 0.01%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $14610566.45  | 0.57%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1606640.62   | 0.06%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A44E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60950 | PA      | $59392.18     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $57863.45     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3372891 | PA      | $3021788.84   | 0.12%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $776242.69    | 0.03%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185542.95    | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7JN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6511 | PA      | $6865.49      | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                        | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204828.49    | 0.01%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2565399 | PA      | $2587502.94   | 0.10%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                         | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $139965.28    | 0.01%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                                      | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery   | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    120000 | PA      | $74003.12     | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     25000 | PA      | $22533.34     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93199.92     | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63403.63     | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43567.69     | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31292LF75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9737 | PA      | $9505.67      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15694375.04  | 0.62%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                           | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52389.04     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90795 | PA      | $87464.88     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181000.24    | 0.01%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197764.54    | 0.01%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $258110.49    | 0.01%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | Altria Group Inc                                                                | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32428.36     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78304.36     | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                            | DALLAS TX INDEP SCH DIST                                                        | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101315.89    | 0.00%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55540.44     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                               | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44117.41     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186056.64    | 0.01%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                          | WEC Energy Group Inc                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142145.72    | 0.01%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     83000 | PA      | $79246.97     | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2085460 | PA      | $2081696.49   | 0.08%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    175000 | PA      | $179659.99    | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210653.87    | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    125000 | PA      | $117519.58    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126417.74    | 0.00%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                      | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101065.70    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123548.46    | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                    | Nasdaq Inc                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220497.93    | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412Q2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164159 | PA      | $165212.69    | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43854.06     | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $180528.59    | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110985.11    | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36210B3Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130700 | PA      | $129525.06    | 0.01%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1018547 | PA      | $1043646.84   | 0.04%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                     | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $242991.74    | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                         | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    145000 | PA      | $159422.58    | 0.01%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     95000 | PA      | $71172.79     | 0.00%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                   | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78982.61     | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                      | Martin Marietta Materials Inc                                                   | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89061.39     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                      | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $189039.99    | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416BS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20208 | PA      | $20381.71     | 0.00%             | 2038-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                         | AvalonBay Communities Inc                                                       | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    105000 | PA      | $95418.45     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138M9D81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284564 | PA      | $261220.15    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                        | Santander Holdings USA Inc                                                      | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160018.28    | 0.01%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299084.75    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620AR3Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85545 | PA      | $85313.26     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                          | Public Storage Operating Co                                                     | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     85000 | PA      | $79927.28     | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                   | Equinor ASA                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $148766.16    | 0.01%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                           | Highwoods Realty LP                                                             | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     65000 | PA      | $57431.93     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County Convention Center Auth | MET GOVT NASHVILLE & DAVIDSON CNTY TN CONVENTION CENTER AUTH                    | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53854.37     | 0.00%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                          | Waste Management Inc                                                            | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113727.66    | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                      | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200749.75    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    183000 | PA      | $185087.65    | 0.01%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100262.63    | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187025.51    | 0.01%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                 | Wachovia Corp                                                                   | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154585.45    | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61658 | PA      | $60991.52     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                        | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206978.01    | 0.01%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    165000 | PA      | $180839.87    | 0.01%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8708203.08   | 0.34%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $571054.08    | 0.02%             | 2032-04-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $3044671.90   | 0.12%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86723.49     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                           | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69215.72     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207761.05    | 0.01%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                       | Philippine Government International Bond                                        | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $190074.49    | 0.01%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101579.43    | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                           | Emerson Electric Co                                                             | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19501.34     | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A2VV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4167 | PA      | $4153.00      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172631.23    | 0.01%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                      | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85543.93     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                        | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342681.61    | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364647.36    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53723.05     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                             | Johnson & Johnson                                                               | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112107.50    | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80951.71     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63843.11     | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6JM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4374 | PA      | $4490.40      | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138450.73    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                          | Chile Government International Bonds                                            | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    350000 | PA      | $343157.50    | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                          | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $238301.16    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XLYB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764251 | PA      | $789963.72    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                       | BMW Vehicle Owner Trust 2025-A                                                  | CUSIP: 096924AD7<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201856.58    | 0.01%             | 2029-09-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                              | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    150000 | PA      | $171804.80    | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4994531.25   | 0.20%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                      | Sixth Street Lending Partners                                                   | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129234.33    | 0.01%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                     | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    133000 | PA      | $115229.04    | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                            | Athene Holding Ltd                                                              | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18978.40     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265145.86    | 0.01%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WHNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100540 | PA      | $96661.73     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102445.07    | 0.00%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108477.59    | 0.00%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                  | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99044.49     | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | Extra Space Storage LP                                                          | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    235000 | PA      | $210683.80    | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                        | Korea Development Bank/The                                                      | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $299390.39    | 0.01%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5141210.95   | 0.20%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                       | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226482.32    | 0.01%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40607.80     | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PacifiCorp                                                                      | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358514.64    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99235.26     | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $262115.02    | 0.01%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    160000 | PA      | $97394.23     | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104096.71    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $194058.99    | 0.01%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126799.17    | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                      | Inter-American Investment Corp                                                  | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $304478.64    | 0.01%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A1AT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11086 | PA      | $10796.12     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $148196.12    | 0.01%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417YY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62236 | PA      | $60607.34     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                      | Constellation Brands Inc                                                        | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201073.44    | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                             | NSTAR Electric Co                                                               | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87479.15     | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296QPS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4196 | PA      | $4381.16      | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | Royal Bank of Canada                                                            | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $257806.51    | 0.01%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                               | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153378.76    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258703.35    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                              | Alabama Power Co                                                                | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128528.10    | 0.01%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                             | Kinross Gold Corp                                                               | CUSIP: 496902AQ0<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $401606.30    | 0.02%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5193284 | PA      | $4646415.56   | 0.18%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                           | Charles Schwab Corp/The                                                         | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89090.84     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $262266.95    | 0.01%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    415000 | PA      | $377322.14    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                        | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $131442.97    | 0.01%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                             | Tampa Electric Co                                                               | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84686.07     | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                   | Netflix Inc                                                                     | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110777.40    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253016.27    | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197507.16    | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US Bancorp                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143546.44    | 0.01%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138MHTP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229175 | PA      | $219640.37    | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                       | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85937.64     | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Federal National Mortgage Association                                           | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $110617.87    | 0.00%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67695.13     | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                         | Wells Fargo Commercial Mortgage Trust 2020-C56                                  | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220600 | PA      | $202875.65    | 0.01%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                          | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25238.72     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31292SB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68576 | PA      | $68287.58     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                           | Peru Government International Bonds                                             | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    125000 | PA      | $97062.50     | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350788.28    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                        | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256011.75    | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6061171.86   | 0.24%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    350000 | PA      | $381136.37    | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179N5W4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    287208 | PA      | $277033.88    | 0.01%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20006.11     | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                       | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204436.26    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                        | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195271.60    | 0.01%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3574321 | PA      | $3078649.07   | 0.12%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8MG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253223 | PA      | $247205.76    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31292LBA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125941 | PA      | $123103.64    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    525000 | PA      | $442302.47    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                      | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521579.80    | 0.02%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                      | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106373.12    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    285000 | PA      | $286176.91    | 0.01%             | 2027-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                       | Procter & Gamble Co/The                                                         | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192213.29    | 0.01%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2815062 | PA      | $2884602.17   | 0.11%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410KHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34029 | PA      | $35324.40     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                          | Entergy Arkansas LLC                                                            | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69354.35     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119767.13    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85248.82     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                    | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49898.71     | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | Sempra                                                                          | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129999.46    | 0.01%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 31329PCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179839 | PA      | $177418.61    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113855.42    | 0.00%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                            | CNA Financial Corp                                                              | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90820.69     | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    755000 | PA      | $748187.01    | 0.03%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                      | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105542.22    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                      | Province of British Columbia Canada                                             | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $218317.11    | 0.01%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138W9RK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97953 | PA      | $96064.73     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DHK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833269 | PA      | $710442.29    | 0.03%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                           | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98184.99     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257502.29    | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                                      | Brookfield Finance LLC / Brookfield Finance Inc                                 | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104956.21    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183669.84    | 0.01%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    615000 | PA      | $640803.74    | 0.03%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253220.05    | 0.01%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                       | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $75691.33     | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210320.73    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                     | LOS ANGELES CA CMNTY CLG DIST                                                   | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112449.52    | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    812000 | PA      | $578994.59    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36295DMD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17904 | PA      | $19053.98     | 0.00%             | 2038-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143508.87    | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31413ECY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43042 | PA      | $45357.54     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9NJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105410 | PA      | $111187.52    | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                   | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31277.85     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                          | Shell Finance US Inc                                                            | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $354909.22    | 0.01%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312940QY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33370 | PA      | $34215.18     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296QYD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17497 | PA      | $17339.41     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                       | Philippine Government International Bond                                        | CUSIP: 718286DE4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $253385.47    | 0.01%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                       | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $254688.19    | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DN5R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    734953 | PA      | $736192.92    | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $339079.03    | 0.01%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                       | Reinsurance Group of America Inc                                                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267300.66    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                      | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195029.89    | 0.01%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                         | Kentucky Utilities Co                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97968.12     | 0.00%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $257280.17    | 0.01%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55335.63     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     45000 | PA      | $29401.16     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33233.55     | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                           | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $17322.96     | 0.00%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    105000 | PA      | $82179.49     | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                               | SSM Health Care Corp                                                            | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70587.76     | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                    | Nucor Corp                                                                      | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14015.99     | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $990511.32    | 0.04%             | 2027-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312928ZW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3199 | PA      | $3364.50      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                      | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197528.54    | 0.01%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                         | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250809.43    | 0.01%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                       | CRH America Finance Inc                                                         | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260917.78    | 0.01%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312936FJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60586 | PA      | $60916.78     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                           | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220101.40    | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203114.82    | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A86W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1790 | PA      | $1839.77      | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                      | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260907.81    | 0.01%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                             | Union Electric Co                                                               | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98514.71     | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268702 | PA      | $264383.39    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                         | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    155000 | PA      | $111868.19    | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                       | JetBlue 2019-1 Class AA Pass Through Trust                                      | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37198 | PA      | $32947.09     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101962.36    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                    | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146967.09    | 0.01%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148279.04    | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    220000 | PA      | $133771.24    | 0.01%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                          | Waste Management Inc                                                            | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28055.75     | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305916.20    | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389597.16    | 0.02%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138750.54    | 0.01%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45653.68     | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270557.71    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING Groep NV                                                                    | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195804.38    | 0.01%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90686.43     | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                | Mastercard Inc                                                                  | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86374.40     | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56735.48     | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106464.74    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                        | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68303.31     | 0.00%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220439.00    | 0.01%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                      | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    100000 | PA      | $95946.60     | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                     | Adobe Inc                                                                       | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254778.30    | 0.01%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257787.28    | 0.01%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214412.62    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WF2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102369 | PA      | $92838.56     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                         | Camden Property Trust                                                           | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     40000 | PA      | $28599.32     | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                    | Ecolab Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $139295.45    | 0.01%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2119016 | PA      | $1939329.61   | 0.08%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199133.37    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                          | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $123570.00    | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                        | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100527.63    | 0.00%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                  | American Express Credit Account Master Trust                                    | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253498.80    | 0.01%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     20000 | PA      | $19717.74     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                        | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228627.56    | 0.01%             | 2040-06-21      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                    | Weibo Corp                                                                      | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $283699.08    | 0.01%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                      | Air Products and Chemicals Inc                                                  | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254501.16    | 0.01%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31406ARN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5241 | PA      | $5360.56      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145157.85    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105231.40    | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128KXWK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7377 | PA      | $7612.15      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597539 | PA      | $617817.72    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                           | PayPal Holdings Inc                                                             | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126304.79    | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A2L79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1840 | PA      | $1838.74      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                | Fannie Mae-Aces                                                                 | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497306 | PA      | $488539.59    | 0.02%             | 2026-12-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58479.61     | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                    | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371944.90    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                   | Citibank NA                                                                     | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524452.81    | 0.02%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2399989 | PA      | $2381352.84   | 0.09%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8775379 | PA      | $7114092.79   | 0.28%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                       | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105155 | PA      | $100715.57    | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                         | Blue Owl Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189272.59    | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                      | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                                   | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106781.22    | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11155781.28  | 0.44%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                      | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255714.00    | 0.01%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208722.97    | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                     | Wyeth LLC                                                                       | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108961.14    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412M4W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6206 | PA      | $6447.09      | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                              | Georgia Power Co                                                                | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87413.97     | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000374 | PA      | $896501.42    | 0.04%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187686.76    | 0.01%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2036744 | PA      | $1793035.08   | 0.07%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                  | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101243.35    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96166.66     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185620.28    | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36297KJU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26927 | PA      | $27615.66     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179QL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    405595 | PA      | $390389.75    | 0.02%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    370000 | PA      | $369019.50    | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    350000 | PA      | $390103.77    | 0.02%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98488.36     | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86627.97     | 0.00%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173159.43    | 0.01%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| California State University                                                   | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42303.33     | 0.00%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                             | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150976.07    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414EZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6029 | PA      | $6244.05      | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                          | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53378.27     | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                         | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $131775.20    | 0.01%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176480.81    | 0.01%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416WZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78973 | PA      | $76971.35     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A3S96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48146 | PA      | $48697.61     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                      | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202990.95    | 0.01%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132J63F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456013 | PA      | $434899.39    | 0.02%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135472.89    | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                      | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255657.25    | 0.01%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51764.22     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    165000 | PA      | $164242.25    | 0.01%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    355000 | PA      | $336534.26    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                              | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     50000 | PA      | $44216.65     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809083.92    | 0.03%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31297VY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2848 | PA      | $2916.25      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38975.95     | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                      | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258064.22    | 0.01%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98269.10     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                              | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254451.57    | 0.01%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162227.04    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72435.59     | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200029.24    | 0.01%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277651.04    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52071.78     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36380.30     | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1005520.45   | 0.04%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                              | Alabama Power Co                                                                | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60005.50     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING Groep NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $216327.50    | 0.01%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                        | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    220000 | PA      | $202451.49    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416Y6N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47082 | PA      | $45791.00     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $213838.16    | 0.01%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296R3Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18144 | PA      | $19055.23     | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                   | BBCMS Mortgage Trust 2020-C6                                                    | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $601805.23    | 0.02%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251788.56    | 0.01%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                  | AutoZone Inc                                                                    | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149109.09    | 0.01%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                 | Amphenol Corp                                                                   | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172686.07    | 0.01%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3392134 | PA      | $3456210.93   | 0.14%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                         | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297278.46    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82836.00     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                               | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96335.90     | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                   | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61189.16     | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                       | Duke Energy Indiana LLC                                                         | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109266.57    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                          | Public Storage Operating Co                                                     | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     65000 | PA      | $63494.93     | 0.00%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                       | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $44983.60     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                               | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    250000 | PA      | $286359.84    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                             | Entergy Texas Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36303.91     | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                           | Quanta Services Inc                                                             | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85970.36     | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                  | AutoZone Inc                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98418.04     | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                           | LYB International Finance III LLC                                               | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514098.05    | 0.02%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312931HG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3080 | PA      | $3104.64      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                    | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113690.00    | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                              | Progressive Corp/The                                                            | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39183.63     | 0.00%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                     | ORIX Corp                                                                       | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $99276.28     | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                | Clorox Co/The                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202177.63    | 0.01%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300653.83    | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212571.05    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                      | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $177953.21    | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113843.43    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434521 | PA      | $420209.29    | 0.02%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36297H4X3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39681 | PA      | $39392.39     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31292KML8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5302 | PA      | $5620.86      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | Altria Group Inc                                                                | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23988.65     | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    405000 | PA      | $301120.86    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98376.51     | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9W57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125107 | PA      | $125365.78    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195368.38    | 0.01%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                      | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59125 | PA      | $57441.85     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                            | Honda Auto Receivables 2023-2 Owner Trust                                       | CUSIP: 437927AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404005.60    | 0.02%             | 2029-09-17      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4025000.00   | 0.16%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $286104.76    | 0.01%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419KTS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40708 | PA      | $41057.27     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9915234.40   | 0.39%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                    | FedEx Corp                                                                      | CUSIP: 31428XCV6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81038.84     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31407NYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19318 | PA      | $20100.07     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6450816 | PA      | $5229523.12   | 0.21%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    271339 | PA      | $254064.87    | 0.01%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                        | Roper Technologies Inc                                                          | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502034.17    | 0.02%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138Y9Q76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263716 | PA      | $249063.75    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                      | Huntington National Bank/The                                                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252658.86    | 0.01%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    485415 | PA      | $448664.29    | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                           | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179346.88    | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                        | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     50000 | PA      | $50656.94     | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198009.02    | 0.01%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                              | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     95000 | PA      | $84849.22     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                        | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128467.34    | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                         | Province of Ontario Canada                                                      | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $233100.80    | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                                             | BA Credit Card Trust                                                            | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1016949.90   | 0.04%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470899.14    | 0.02%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571629 | PA      | $508231.37    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128221.39    | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121112.32    | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                             | International Finance Corp                                                      | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    140000 | PA      | $142514.61    | 0.01%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140HMJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333485 | PA      | $320480.04    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | Welltower OP LLC                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    105000 | PA      | $97073.75     | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    160000 | PA      | $170267.40    | 0.01%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                           | Toyota Auto Receivables 2024-C Owner Trust                                      | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $606698.88    | 0.02%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79519.75     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                           | Toledo Hospital/The                                                             | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200208.61    | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                          | Chile Government International Bonds                                            | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $457450.00    | 0.02%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                  | NNN REIT Inc                                                                    | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $99369.02     | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128PYPC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21394 | PA      | $21196.97     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417DCZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445373 | PA      | $409677.21    | 0.02%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $532089.67    | 0.02%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160407.80    | 0.01%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92544.19     | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXCU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13768 | PA      | $14098.70     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                               | Hershey Co/The                                                                  | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103101.45    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1990822 | PA      | $2007171.07   | 0.08%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90106.26     | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                      | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $109857.45    | 0.00%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200377.65    | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417MJN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61328 | PA      | $61797.25     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                 | DTE Energy Co                                                                   | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197541.21    | 0.01%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9605468.80   | 0.38%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $46197.83     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                      | Baylor Scott & White Holdings                                                   | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40682.98     | 0.00%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127322.93    | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    855000 | PA      | $763086.40    | 0.03%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    318000 | PA      | $328034.16    | 0.01%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88874.59     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $187763.21    | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                         | Campbell's Company/The                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40981.32     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131982.23    | 0.01%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                             | AHS Hospital Corp                                                               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47755.14     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4YG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11682 | PA      | $12169.56     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8DR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281079 | PA      | $266364.53    | 0.01%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202616.83    | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $165753.87    | 0.01%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                    | Masco Corp                                                                      | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131554.55    | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                           | Peru Government International Bonds                                             | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    500000 | PA      | $278875.00    | 0.01%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                      | Wisconsin Electric Power Co                                                     | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38264.59     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                         | Republic Services Inc                                                           | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103686.71    | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119595.61    | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $259014.06    | 0.01%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229012.57    | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $199049.60    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124715.80    | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                             | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208818.48    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7028710.92   | 0.28%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7H74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61082 | PA      | $62658.93     | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140QPSX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1593297 | PA      | $1559547.23   | 0.06%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                   | Corning Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26106.17     | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93344.69     | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247129.96    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    205000 | PA      | $205920.68    | 0.01%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                      | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162309.88    | 0.01%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1221442.39   | 0.05%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $274457.47    | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    696778 | PA      | $706727.88    | 0.03%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                       | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116643.22    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                       | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138572.04    | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                        | Canadian Imperial Bank of Commerce                                              | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $129389.08    | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620ASVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54176 | PA      | $51966.21     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36295UFT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4514 | PA      | $4658.35      | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                  | NNN REIT Inc                                                                    | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     50000 | PA      | $31737.60     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                         | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $358322.24    | 0.01%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                      | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198970.34    | 0.01%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194259.86    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                      | Agree LP                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     60000 | PA      | $62468.02     | 0.00%             | 2034-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                              | ERP Operating LP                                                                | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $100302.96    | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $167599.10    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67783.23     | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208846.21    | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | 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        |    200000 | PA      | $167119.70    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $81877.99     | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251848.70    | 0.01%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6134500 | PA      | $6272526.25   | 0.25%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $464259.88    | 0.02%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    235000 | PA      | $219592.09    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195941.64    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $158167.36    | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                         | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $498500.00    | 0.02%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $217192.53    | 0.01%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620AW5K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33853 | PA      | $33601.55     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                    | Nucor Corp                                                                      | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254175.38    | 0.01%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                       | Japan Bank for International Cooperation                                        | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $202776.46    | 0.01%             | 2027-07-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397621.95    | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153655.86    | 0.01%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    552237 | PA      | $520505.38    | 0.02%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201877.33    | 0.01%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174169.54    | 0.01%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                            | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $11419.17     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                               | Hershey Co/The                                                                  | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102405.01    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                       | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804449.74    | 0.03%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    135000 | PA      | $111718.68    | 0.00%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                         | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    345000 | PA      | $281062.81    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                              | Alabama Power Co                                                                | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109514.05    | 0.00%             | 2038-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211931.02    | 0.01%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    475000 | PA      | $477042.50    | 0.02%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    507127 | PA      | $469082.92    | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                                                      | Northern States Power Co/WI                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257895.52    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71600 | PA      | $68502.10     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                              | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    150000 | PA      | $147151.44    | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                 | Owens Corning                                                                   | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146553.84    | 0.01%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                             | Toyota Motor Corp                                                               | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $66925.46     | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98740.69     | 0.00%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                              | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $286074.47    | 0.01%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148677.44    | 0.01%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                           | Kimberly-Clark Corp                                                             | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80641.47     | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31413BJN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14234 | PA      | $15030.64     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                      | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $97806.72     | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                        | Puget Sound Energy Inc                                                          | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104030.67    | 0.00%             | 2040-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | Walmart Inc                                                                     | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138829.17    | 0.01%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                      | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     50000 | PA      | $49612.42     | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132GKF50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    554644 | PA      | $528269.24    | 0.02%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                      | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100766.93    | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                  | ING Groep NV                                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $367209.94    | 0.01%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3133B76S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1926791 | PA      | $1696589.33   | 0.07%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139312.97    | 0.01%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                        | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145046.03    | 0.01%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    490000 | PA      | $366424.53    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138ELZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659553 | PA      | $640238.15    | 0.03%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177021.54    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253057.46    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                  | Linde Inc/CT                                                                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    160000 | PA      | $87264.35     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    285000 | PA      | $177150.07    | 0.01%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                           | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50630.04     | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179NBE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223826 | PA      | $229616.91    | 0.01%             | 2043-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121976.74    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                        | Nordic Investment Bank                                                          | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $203144.92    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179UV90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    315588 | PA      | $300630.92    | 0.01%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134029.07    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                      | Air Products and Chemicals Inc                                                  | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254036.25    | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                        | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85406.06     | 0.00%             | 2044-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                  | Ford Credit Auto Owner Trust 2024-B                                             | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $405900.96    | 0.02%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                  | AutoZone Inc                                                                    | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132546.35    | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                  | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011192.38   | 0.04%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138411.53    | 0.01%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                          | Waste Management Inc                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197866.91    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $393340.44    | 0.02%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    130000 | PA      | $142491.80    | 0.01%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                               | Nevada Power Co                                                                 | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83221.54     | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                      | Indonesia Government International Bonds                                        | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201780.12    | 0.01%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107813.58    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                | Fannie Mae-Aces                                                                 | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $859327.60    | 0.03%             | 2031-11-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                  | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    165000 | PA      | $154522.50    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $172801.91    | 0.01%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131229.35    | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116043.04    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79007.74     | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                  | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    100000 | PA      | $94472.40     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                             | Omnicom Group Inc                                                               | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256506.05    | 0.01%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    465573 | PA      | $433921.02    | 0.02%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                               | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104214.72    | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256156.40    | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7106367.17   | 0.28%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418E7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1721241 | PA      | $1780873.56   | 0.07%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                          | BANK 2021-BNK31                                                                 | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313043 | PA      | $274974.31    | 0.01%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CXW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147264 | PA      | $145213.55    | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207345 | PA      | $198011.17    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3536363 | PA      | $2986002.40   | 0.12%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    140000 | PA      | $130027.90    | 0.01%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23430 | PA      | $24026.90     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296Q3K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45708 | PA      | $45668.76     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                            | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    175000 | PA      | $198107.04    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1107119 | PA      | $1001722.86   | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2109023.43   | 0.08%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                      | Inter-American Investment Corp                                                  | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $201492.64    | 0.01%             | 2028-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                      | Interstate Power and Light Co                                                   | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195940.18    | 0.01%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                           | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29846.07     | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    218000 | PA      | $233620.42    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92237.52     | 0.00%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                           | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41991.57     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31413EX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8007 | PA      | $8331.23      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DPFG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1463333 | PA      | $1382795.59   | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138AR2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9702 | PA      | $9448.25      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    415000 | PA      | $321669.36    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                       | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112426.38    | 0.00%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32381.50     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65100.34     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                    | Humana Inc                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46906.44     | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                        | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     40000 | PA      | $40125.09     | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                             | Flowers Foods Inc                                                               | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104070.23    | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205012.63    | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                      | George Washington University/The                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84282.80     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                        | Regions Financial Corp                                                          | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118227.98    | 0.00%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82591.56     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                             | Novant Health Inc                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     85000 | PA      | $57550.47     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                         | Unilever Capital Corp                                                           | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103803.05    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                              | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263329.16    | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105923.93    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    574000 | PA      | $363383.33    | 0.01%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                        | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76833.14     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                              | Bank of Montreal                                                                | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202733.98    | 0.01%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36176X2L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40317 | PA      | $37764.67     | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                               | State of Israel                                                                 | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $184283.31    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XKSC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    818763 | PA      | $796497.05    | 0.03%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296NXH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1768 | PA      | $1796.21      | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85922.03     | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296Q6U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7160 | PA      | $7153.57      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138W9AR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    809402 | PA      | $743857.21    | 0.03%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                              | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $208684.66    | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $330593.10    | 0.01%             | 2029-08-25      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40639.98     | 0.00%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165283.92    | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DPKW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1985867 | PA      | $1945903.79   | 0.08%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132J86L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    537615 | PA      | $495743.77    | 0.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74605.06     | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3091621 | PA      | $2501106.75   | 0.10%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                        | ConocoPhillips Co                                                               | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253262.22    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | Walmart Inc                                                                     | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5669.76      | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336503 | PA      | $306667.70    | 0.01%             | 2040-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                   | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85148.58     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105623.77    | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620C0XP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104776 | PA      | $102745.44    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132KERP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134127 | PA      | $132149.67    | 0.01%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312946S64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65217 | PA      | $66867.47     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                 | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88170.29     | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                          | Kite Realty Group LP                                                            | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    175000 | PA      | $177144.23    | 0.01%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    525000 | PA      | $515334.75    | 0.02%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                           | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99380.05     | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $7477179.71   | 0.29%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111556.64    | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $538281.25    | 0.02%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414QY68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       400 | PA      | $402.83       | 0.00%             | 2038-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414EEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6431 | PA      | $6732.78      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31307EF33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92338 | PA      | $90652.40     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                           | Trinity Health Corp                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36625.04     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95026.80     | 0.00%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4827277 | PA      | $4704476.61   | 0.18%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                    | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255293.11    | 0.01%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112197.10    | 0.00%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                             | Iberdrola International BV                                                      | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113560.95    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                      | Export-Import Bank of Korea                                                     | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $307024.16    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $76703.28     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $173922.39    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212511.69    | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115839.71    | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253022.01    | 0.01%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140656.87    | 0.01%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251966.33    | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                             | Expedia Group Inc                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99133.40     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                   | MetLife Inc                                                                     | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208026.36    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                         | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $101085.55    | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    283000 | PA      | $257313.21    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $4242773.40   | 0.17%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                    | FedEx Corp                                                                      | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125715.01    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2269859 | PA      | $2294327.80   | 0.09%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                         | AvalonBay Communities Inc                                                       | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $49479.54     | 0.00%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1360000 | PA      | $1411579.05   | 0.06%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                       | Illinois Tool Works Inc                                                         | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147962.25    | 0.01%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                           | Otis Worldwide Corp                                                             | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139152.73    | 0.01%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400868.93    | 0.02%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14129062.50  | 0.55%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296NXR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51447 | PA      | $53630.02     | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WCJD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124205 | PA      | $119709.83    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    165000 | PA      | $100892.86    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11367656.28  | 0.45%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7PB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12013 | PA      | $12331.32     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                             | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74778.98     | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69647.06     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                          | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $81931.96     | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                             | Hormel Foods Corp                                                               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76245.67     | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418NET3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36177 | PA      | $36319.75     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                              | Alabama Power Co                                                                | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55418.81     | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US Bancorp                                                                      | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87445.29     | 0.00%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125387 | PA      | $113808.27    | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST                                                                | CUSIP: 57582PUT5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102173.39    | 0.00%             | 2029-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    135000 | PA      | $111095.15    | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312943DJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220454 | PA      | $215487.37    | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                             | L3Harris Technologies Inc                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69776.73     | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                        | Santander Holdings USA Inc                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254940.62    | 0.01%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412MC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80658 | PA      | $83663.58     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312942EP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33881 | PA      | $33068.77     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                        | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $191665.62    | 0.01%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145786.70    | 0.01%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                      | Corebridge Financial Inc                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $373473.89    | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140X7LW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704101 | PA      | $664796.64    | 0.03%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112056.62    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                             | Suncor Energy Inc                                                               | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $111059.72    | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                      | Export-Import Bank of Korea                                                     | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $194206.79    | 0.01%             | 2027-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    550000 | PA      | $507529.68    | 0.02%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93434.58     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                       | Japan International Cooperation Agency                                          | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $205611.07    | 0.01%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7Y42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21163 | PA      | $22429.57     | 0.00%             | 2039-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397000.05    | 0.02%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                         | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     80000 | PA      | $70868.57     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                         | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41792.01     | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                         | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $130919.99    | 0.01%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                       | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AK9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99714.03     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                         | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67639.77     | 0.00%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                       | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    265000 | PA      | $267716.69    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                       | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510954.89    | 0.02%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179548.41    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                              | Eaton Vance Corp                                                                | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99302.33     | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46543.51     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $514972.05    | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                   | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $83553.90     | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                           | CRH SMW Finance DAC                                                             | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205853.09    | 0.01%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    200000 | PA      | $183914.44    | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    166000 | PA      | $108016.52    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $289201.17    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                           | Emerson Electric Co                                                             | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215292.76    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                               | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41005.40     | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                          | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    250000 | PA      | $255546.00    | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    596000 | PA      | $544037.24    | 0.02%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                    | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67997.95     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106137.35    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                       | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98903.48     | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5542421 | PA      | $4699626.21   | 0.18%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186349.89    | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1366863 | PA      | $1339601.98   | 0.05%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97479.09     | 0.00%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    395000 | PA      | $403101.98    | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                          | Shell Finance US Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $149811.65    | 0.01%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5277614 | PA      | $4284931.49   | 0.17%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $158599.33    | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66196.17     | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97380.93     | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18058 | PA      | $17477.93     | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                     | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109948.71    | 0.00%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                        | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200234.07    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165597.53    | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                      | Southwestern Public Service Co                                                  | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187450.32    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36295TSG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40354 | PA      | $42072.16     | 0.00%             | 2038-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312942EV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8411 | PA      | $8237.25      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31415V5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2295 | PA      | $2387.66      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59609.40     | 0.00%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                      | Devon Energy Corp                                                               | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248918.19    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                           | Wells Fargo Bank NA                                                             | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405747.44    | 0.02%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    875319 | PA      | $791032.70    | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31371NU86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20227 | PA      | $21315.91     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                             | Ares Capital Corp                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146384.90    | 0.01%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                      | Export-Import Bank of Korea                                                     | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203031.60    | 0.01%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10400000 | PA      | $7449406.22   | 0.29%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                           | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112462.22    | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416B6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       466 | PA      | $458.80       | 0.00%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                        | Atlantic City Electric Co                                                       | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44866.30     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241KL71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9628 | PA      | $9951.12      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55539.20     | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196518.43    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12837 | PA      | $12101.94     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $180929.94    | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $111231.21    | 0.00%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53430 | PA      | $56302.01     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414PUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2368 | PA      | $2456.06      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMWE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139633 | PA      | $136173.57    | 0.01%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                           | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $62902.96     | 0.00%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                           | Avery Dennison Corp                                                             | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264227.44    | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417DK93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529521 | PA      | $499693.54    | 0.02%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                           | Rockwell Automation Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83412.87     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                      | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    260000 | PA      | $286080.49    | 0.01%             | 2035-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                             | Entergy Texas Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141982.25    | 0.01%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3066244 | PA      | $3053489.40   | 0.12%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117259.23    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414ARB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231403 | PA      | $240026.25    | 0.01%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141655.29    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                               | William Marsh Rice University                                                   | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80332.98     | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129621.64    | 0.01%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                     | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122906.32    | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                      | Dayton Power & Light Co/The                                                     | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     95000 | PA      | $71799.79     | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68327.63     | 0.00%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                        | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $151644.77    | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228922.26    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                                         | Seattle Children's Hospital                                                     | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $116543.20    | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239149 | PA      | $238126.22    | 0.01%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417C7D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117763 | PA      | $116539.99    | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                        | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176539.82    | 0.01%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    522792 | PA      | $516878.60    | 0.02%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                    | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99922.19     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198531.39    | 0.01%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490464.82    | 0.02%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31408EJW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92572 | PA      | $96319.13     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 3618N5PH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1790437 | PA      | $1782550.63   | 0.07%             | 2055-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4708078.13   | 0.18%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                 | Ingredion Inc                                                                   | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98958.42     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31407JHQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1249 | PA      | $1310.00      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179175.42    | 0.01%             | 2055-03-15      | Fixed         | 5.80%                 | 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        |    150000 | PA      | $147372.72    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    335000 | PA      | $310712.22    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                      | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    250000 | PA      | $251649.30    | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6JD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3658 | PA      | $3795.26      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416451.75    | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                      | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $42031.37     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40741.62     | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214031.13    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                        | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208425.10    | 0.01%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140E8NF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821605 | PA      | $770028.72    | 0.03%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128936.69    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                      | Constellation Brands Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126168.41    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                                      | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87830 | PA      | $84258.62     | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417JAG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22342 | PA      | $23368.71     | 0.00%             | 2039-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                   | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43120.59     | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $175103.62    | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128LA7F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155089 | PA      | $160803.97    | 0.01%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199213.18    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                       | Cboe Global Markets Inc                                                         | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99421.95     | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                          | National Fuel Gas Co                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198828.54    | 0.01%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                      | University of Southern California                                               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165312.79    | 0.01%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                    | Masco Corp                                                                      | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59152.25     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | Lloyds Banking Group PLC                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207455.22    | 0.01%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $169432.19    | 0.01%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                         | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $100152.69    | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5058593.75   | 0.20%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3142J6AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1403073 | PA      | $1450422.05   | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496152.39    | 0.02%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                            | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79366.64     | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8CY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22872 | PA      | $23478.87     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                        | Rockefeller Foundation/The                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |     60000 | PA      | $36894.88     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144160.30    | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6M47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15728 | PA      | $16360.94     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                      | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42542.99     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                           | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247289.02    | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                           | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44381.52     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296YLD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9776 | PA      | $9727.13      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                   | Cencora Inc                                                                     | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46826.35     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179MC24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    298464 | PA      | $288877.78    | 0.01%             | 2042-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88910.65     | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179N5X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186423 | PA      | $185150.48    | 0.01%             | 2044-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                          | WEC Energy Group Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46029.47     | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194845.38    | 0.01%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418XDJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3796 | PA      | $3706.05      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229850 | PA      | $223353.79    | 0.01%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140K0E61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3055167 | PA      | $2604837.18   | 0.10%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                           | Dollar General Corp                                                             | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60592.82     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140QN7A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466163 | PA      | $432533.24    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31415QCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11409 | PA      | $11849.71     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                     | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84738.17     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137564.15    | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123533.30    | 0.00%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300580.22    | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                       | Connecticut Light and Power Co/The                                              | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257148.84    | 0.01%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                      | Baylor Scott & White Holdings                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29008.19     | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                         | Province of Ontario Canada                                                      | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $463187.24    | 0.02%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164216 | PA      | $157179.99    | 0.01%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                              | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502707.13    | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138M5MA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150393 | PA      | $142325.64    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                               | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102243.45    | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                         | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $180360.52    | 0.01%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                     | OHIO ST UNIV                                                                    | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99642.81     | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    290000 | PA      | $310653.02    | 0.01%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                     | GATX Corp                                                                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50628.51     | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    145000 | PA      | $100141.40    | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    395000 | PA      | $401138.34    | 0.02%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                       | Simon Property Group LP                                                         | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $263837.31    | 0.01%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620ARYG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13399 | PA      | $12576.13     | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69362.93     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141543.68    | 0.01%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81562.91     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                              | Markel Group Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58532.93     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                  | WP Carey Inc                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     50000 | PA      | $41739.55     | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133570.09    | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                               | CSAIL 2020-C19 Commercial Mortgage Trust                                        | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $135963.62    | 0.01%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211573.56    | 0.01%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31307EKE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70329 | PA      | $69064.10     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                         | Panama Government International Bonds                                           | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $219150.00    | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134482 | PA      | $133452.89    | 0.01%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $897011.72    | 0.04%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                       | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $47855.90     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135476.49    | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303823.19    | 0.01%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130165.41    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                      | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261916.08    | 0.01%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    750000 | PA      | $767347.65    | 0.03%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5858906.28   | 0.23%             | 2026-11-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48178.14     | 0.00%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    890000 | PA      | $894998.14    | 0.04%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CWT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140131 | PA      | $134651.66    | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                 | J M Smucker Co/The                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    115000 | PA      | $125409.85    | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $243478.59    | 0.01%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                 | J M Smucker Co/The                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135765.85    | 0.01%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                          | Waste Management Inc                                                            | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255039.69    | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     60000 | PA      | $56133.25     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312930YL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8078 | PA      | $8147.84      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107192.65    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98172.69     | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $265515.70    | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $150765.01    | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $201001.49    | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251414.64    | 0.01%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                         | Arrow Electronics Inc                                                           | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197729.10    | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $120680.22    | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9305156.25   | 0.36%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138Y9EN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409113 | PA      | $385037.49    | 0.02%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98457.30     | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                      | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $25076.43     | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                   | CUSIP: 13063DGC6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99580.03     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138329.03    | 0.01%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95405.31     | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                               | CMS Energy Corp                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90621.64     | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                           | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86611.97     | 0.00%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                     | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46046.29     | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351147.60    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                 | Amphenol Corp                                                                   | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75687.57     | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                        | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    107000 | PA      | $79878.02     | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                            | Diageo Capital PLC                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $265887.04    | 0.01%             | 2033-10-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    180000 | PA      | $118074.98    | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94775.93     | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97603.60     | 0.00%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                           | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $351650.97    | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111260.06    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78750.43     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1028046.88   | 0.04%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                      | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    105000 | PA      | $82438.40     | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                            | BMO 2025-C11 Mortgage Trust                                                     | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $845980.08    | 0.03%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243592.91    | 0.01%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                            | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95902.89     | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                           | Highwoods Realty LP                                                             | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     60000 | PA      | $59394.63     | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342264.07    | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | Enbridge Inc                                                                    | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $107233.78    | 0.00%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141223.49    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1000000.00   | 0.04%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                      | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    180000 | PA      | $185187.62    | 0.01%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126181.85    | 0.00%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                        | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82862.07     | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138LY2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22601 | PA      | $22375.80     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                         | NYU Langone Hospitals                                                           | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86579.98     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417F3F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505339 | PA      | $464629.78    | 0.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60758.53     | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $781728.52    | 0.03%             | 2027-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                         | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225968.33    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US Bancorp                                                                      | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256697.91    | 0.01%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                     | Kellanova                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87628.39     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                               | Nevada Power Co                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     65000 | PA      | $42892.59     | 0.00%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    315000 | PA      | $311528.41    | 0.01%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                      | Florida Power & Light Co                                                        | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161973.63    | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258483.84    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | American Tower Corp                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $254935.21    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $893719.20    | 0.04%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312928UT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2304 | PA      | $2409.14      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                      | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98358.10     | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                      | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255274.55    | 0.01%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                      | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150407.56    | 0.01%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                      | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $542206.01    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165312.92    | 0.01%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $253319.81    | 0.01%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1306975 | PA      | $1272512.56   | 0.05%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $217683.12    | 0.01%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36295WJE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28620 | PA      | $28524.89     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                              | Emory University                                                                | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23326.84     | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                   | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94090.17     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $830750.00    | 0.03%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019001.41   | 0.04%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256045.56    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                           | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     85000 | PA      | $56881.33     | 0.00%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                          | Public Storage Operating Co                                                     | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     50000 | PA      | $51912.70     | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                           | Consumers Energy Co                                                             | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256304.27    | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                             | Canada Government International Bond                                            | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    230000 | PA      | $230547.74    | 0.01%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WHF64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130579 | PA      | $122615.38    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                       | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42826.59     | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36295PXF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18610 | PA      | $19352.22     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                    | Philippines Government International Bonds                                      | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $507734.77    | 0.02%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                           | Peru Government International Bonds                                             | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $98250.00     | 0.00%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                  | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $256888.17    | 0.01%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128PUHK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7192 | PA      | $7167.12      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    352503 | PA      | $361447.43    | 0.01%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $586794.00    | 0.02%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159834.85    | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                 | AEP Texas Inc                                                                   | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185108.36    | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140QCVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1800708 | PA      | $1610880.56   | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                        | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176721.32    | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    815000 | PA      | $802275.84    | 0.03%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                          | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153905.54    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                    | Hasbro Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57798.86     | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128L1V64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4959 | PA      | $5170.62      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4173711 | PA      | $3585090.26   | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                | Globe Life Inc                                                                  | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78634.80     | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $72717.11     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                       | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $186995.40    | 0.01%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                         | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $299726.07    | 0.01%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36180MYG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    621202 | PA      | $570598.25    | 0.02%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173605.23    | 0.01%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                        | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $36736.53     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    250000 | PA      | $159658.94    | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                                      | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57931 | PA      | $59589.32     | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149047.67    | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3084375.00   | 0.12%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                                                            | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $100363.81    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FUZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $534766.86    | 0.02%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1270000 | PA      | $1256406.17   | 0.05%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2555859.38   | 0.10%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296CNA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3024 | PA      | $3097.97      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81119.46     | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49261.69     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132GLPR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57439 | PA      | $56144.74     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                      | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     85000 | PA      | $64397.93     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419JEY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2045 | PA      | $2038.31      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                               | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36908.33     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10378125.00  | 0.41%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                         | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251338.30    | 0.01%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91587.99     | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $114102.97    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC                                                       | Duke Energy Progress NC Storm Funding LLC                                       | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85572.48     | 0.00%             | 2037-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WHPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283230 | PA      | $273582.85    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176381.98    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $43629.61     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13151328.06  | 0.52%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185177.91    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                       | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $636626.27    | 0.02%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93768.20     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    899622 | PA      | $865825.37    | 0.03%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458369 | PA      | $431444.49    | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                      | Ameriprise Financial Inc                                                        | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119165.62    | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86952.88     | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                     | Sanofi SA                                                                       | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $149158.43    | 0.01%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81979.48     | 0.00%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140722.79    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223733.84    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                   | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231343.99    | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24999023.50  | 0.98%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                | S&P Global Inc                                                                  | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51582.39     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2868764 | PA      | $2893482.11   | 0.11%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                      | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80919.25     | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                       | UDR Inc                                                                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    100000 | PA      | $98493.88     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                      | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258708.53    | 0.01%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416M5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10065 | PA      | $9906.89      | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137636.96    | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                         | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88839.96     | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178987.72    | 0.01%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418RRV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75037 | PA      | $73583.72     | 0.00%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22857.08     | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $148259.35    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385771 | PA      | $346211.35    | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                           | Fifth Third Bancorp                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182912.82    | 0.01%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2023429.69   | 0.08%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                     | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207549.82    | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                           | Leland Stanford Junior University/The                                           | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251125.78    | 0.01%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207323.58    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                       | Japan Bank for International Cooperation                                        | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $196739.22    | 0.01%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64807.64     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                        | American Honda Finance Corp                                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171463.40    | 0.01%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296UM98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7775 | PA      | $8124.88      | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88309.46     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8002187.52   | 0.31%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A2MM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96084 | PA      | $93569.16     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ6D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328910 | PA      | $324414.03    | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                       | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $44679.23     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86736.77     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                              | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46146.94     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                       | Essential Utilities Inc                                                         | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358286.17    | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $143275.04    | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DPGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833300 | PA      | $836840.74    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263191.96    | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                       | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242872.83    | 0.01%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $204370.00    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                 | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115875.02    | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $149110.00    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417ECK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545695 | PA      | $502016.83    | 0.02%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38185.27     | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349810.43    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                            | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39483.42     | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36176XUV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    349278 | PA      | $327494.11    | 0.01%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                              | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $185146.65    | 0.01%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                  | Stryker Corp                                                                    | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250652.68    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                        | Darden Restaurants Inc                                                          | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    145000 | PA      | $157018.50    | 0.01%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96491.79     | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A5MA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104249 | PA      | $101542.57    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $258346.57    | 0.01%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $16075000.00  | 0.63%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DRQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    827008 | PA      | $751031.90    | 0.03%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                      | African Development Bank                                                        | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $594552.44    | 0.02%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    536000 | PA      | $537808.88    | 0.02%             | 2034-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                              | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171120.56    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                     | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0524A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $510976.29    | 0.02%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                    | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49966.66     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2015 AU                                                         | CNOOC Finance 2015 Australia Pty Ltd                                            | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    200000 | PA      | $182578.71    | 0.01%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                        | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139004.39    | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132HQ6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1370582 | PA      | $1261967.58   | 0.05%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                              | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    175000 | PA      | $194675.65    | 0.01%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                         | Republic Services Inc                                                           | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59296.00     | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                                                      | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57787 | PA      | $55826.94     | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138Y4QQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258346 | PA      | $249502.65    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495287.18    | 0.02%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                              | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150821.49    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                         | GM Financial Automobile Leasing Trust 2025-1                                    | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $242152.49    | 0.01%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5935991 | PA      | $6068194.69   | 0.24%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                        | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117259.37    | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169988.05    | 0.01%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416RM67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27264 | PA      | $26703.87     | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312934RV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34328 | PA      | $35217.95     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                      | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83905.35     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                             | Ralph Lauren Corp                                                               | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51940.54     | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A93Z2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183868 | PA      | $188517.00    | 0.01%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                      | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $255302.50    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $393158.26    | 0.02%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                           | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57809.94     | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253595.11    | 0.01%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74306.21     | 0.00%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $52147.33     | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                  | NNN REIT Inc                                                                    | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     90000 | PA      | $63706.78     | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34528.53     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    473342 | PA      | $439391.95    | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93287.90     | 0.00%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                             | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374918.05    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | Westpac Banking Corp                                                            | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $258050.53    | 0.01%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149801.70    | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157382.73    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | Walmart Inc                                                                     | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155556.83    | 0.01%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                     | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50004.08     | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417EFX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10990 | PA      | $10846.72     | 0.00%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                      | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $208126.73    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                | AutoNation Inc                                                                  | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98962.84     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $146341.13    | 0.01%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100032.01    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3679233 | PA      | $3715289.27   | 0.15%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    495757 | PA      | $449847.55    | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                        | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     85000 | PA      | $81501.73     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                        | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93542.40     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                           | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194875.62    | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     88000 | PA      | $76058.52     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257465.78    | 0.01%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                    | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     50000 | PA      | $44556.44     | 0.00%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                          | WEC Energy Group Inc                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101403.86    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234423.41    | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                         | Republic Services Inc                                                           | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85923.71     | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418XA99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       656 | PA      | $659.65       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10520468.75  | 0.41%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                | Fannie Mae-Aces                                                                 | CUSIP: 3136BBN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    960000 | PA      | $842511.74    | 0.03%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $186567.85    | 0.01%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                        | Valmont Industries Inc                                                          | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92990.17     | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                         | Indonesia Government International Bond                                         | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     12500 | PA      | $12344.02     | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                       | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $160101.08    | 0.01%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525061 | PA      | $503344.18    | 0.02%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82877.32     | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418BZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121880 | PA      | $114846.95    | 0.00%             | 2036-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73288.07     | 0.00%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8GS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51925 | PA      | $53901.66     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                  | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53412.35     | 0.00%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1897527 | PA      | $1882793.01   | 0.07%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                   | Textron Inc                                                                     | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49012.81     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121148.79    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                      | Martin Marietta Materials Inc                                                   | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98800.41     | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                         | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101421.15    | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                        | Province of Manitoba Canada                                                     | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $154900.48    | 0.01%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| City of Riverside CA                                                          | RIVERSIDE CA PENSN OBLG                                                         | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |     20000 | PA      | $17479.78     | 0.00%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WJHD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815838 | PA      | $784370.68    | 0.03%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                      | Prudential Financial Inc                                                        | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82233.42     | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4MQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       125 | PA      | $130.97       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                       | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117616.60    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241LXK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4587 | PA      | $4567.57      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                               | Chevron USA Inc                                                                 | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402180.00    | 0.02%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3718773 | PA      | $3162319.01   | 0.12%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2899374 | PA      | $2888957.41   | 0.11%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620C0YM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2263 | PA      | $2325.81      | 0.00%             | 2040-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                         | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232327.57    | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                       | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     25000 | PA      | $27560.04     | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178772.53    | 0.01%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                 | UBS Commercial Mortgage Trust 2017-C4                                           | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $567921.62    | 0.02%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                              | Duke Energy Corp                                                                | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89128.30     | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15520312.50  | 0.61%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                   | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195903.19    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                         | Southern California Gas Co                                                      | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96634.63     | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95566.79     | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    135000 | PA      | $101069.88    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96213.78     | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66204.00     | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101265.32    | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147115.60    | 0.01%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228908.74    | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     79000 | PA      | $60922.06     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                             | Cisco Systems Inc                                                               | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206846.02    | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                      | Blue Owl Technology Finance Corp                                                | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162057.15    | 0.01%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251094.67    | 0.01%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                         | Campbell's Company/The                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57282.53     | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                 | UBS AG/London                                                                   | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $261363.00    | 0.01%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229071.69    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184327.65    | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                      | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117529.90    | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                      | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151047.71    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158680.81    | 0.01%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | American Tower Corp                                                             | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    140000 | PA      | $146191.66    | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5045904 | PA      | $4107302.49   | 0.16%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $2856054.70   | 0.11%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95451.60     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107768.70    | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113806.89    | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                      | Southwestern Public Service Co                                                  | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83424.48     | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4748046.90   | 0.19%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419FEA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103067 | PA      | $103220.63    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                          | Federal Realty OP LP                                                            | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    100000 | PA      | $98370.91     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36178WGL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258253 | PA      | $236366.87    | 0.01%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31415PGJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13577 | PA      | $14085.98     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                      | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60943.11     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68672.74     | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                         | Panama Government International Bonds                                           | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $150234.00    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                           | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59775.98     | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                      | Indonesia Government International Bonds                                        | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $235931.89    | 0.01%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                  | Assurant Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101171.30    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                            | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120647.85    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                       | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    125000 | PA      | $126479.54    | 0.00%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                         | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178375.01    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                       | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255703.56    | 0.01%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                              | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68765.68     | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                          | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $124872.66    | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                            | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263012.01    | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65055 | PA      | $67585.44     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149167.67    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                          | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $832187.79    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                    | Leidos Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139876.97    | 0.01%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31307EKM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19934 | PA      | $19541.78     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                         | Becton Dickinson & Co                                                           | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254934.88    | 0.01%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                          | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    145000 | PA      | $157515.75    | 0.01%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                           | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     60000 | PA      | $36663.84     | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                | S&P Global Inc                                                                  | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167533.52    | 0.01%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146164.20    | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    125000 | PA      | $126268.00    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    110000 | PA      | $110359.30    | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                              | Duke Energy Corp                                                                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155460.35    | 0.01%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8CC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331920 | PA      | $315807.31    | 0.01%             | 2036-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312926WU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7087 | PA      | $7274.43      | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2122129 | PA      | $1899816.96   | 0.07%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    305000 | PA      | $329198.34    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                     | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151248.17    | 0.01%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                              | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246029.99    | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $191826.87    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $99417.45     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                      | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87819.55     | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199442.14    | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252678.14    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103228.30    | 0.00%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                           | Consumers Energy Co                                                             | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253237.56    | 0.01%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                       | Simon Property Group LP                                                         | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     50000 | PA      | $43935.92     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128ME6M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237635 | PA      | $232005.03    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119181.49    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312938BN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82056 | PA      | $84660.28     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $148076.23    | 0.01%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91811.80     | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                                          | Mercury General Corp                                                            | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49758.74     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $91234.05     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                    | Humana Inc                                                                      | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297069.59    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING Groep NV                                                                    | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $217849.90    | 0.01%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168830.49    | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                      | Toyota Motor Credit Corp                                                        | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114208.85    | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                    | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    120000 | PA      | $78033.95     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                   | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37543.09     | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $118562.28    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                 | Allstate Corp/The                                                               | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88637.53     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                      | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $254834.76    | 0.01%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $380571.09    | 0.01%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114808.96    | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1583110 | PA      | $1624628.32   | 0.06%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                               | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $195169.39    | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64278.35     | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138NX4K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128008 | PA      | $120744.34    | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202307.28    | 0.01%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130549.44    | 0.01%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    513814 | PA      | $479386.63    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                  | NNN REIT Inc                                                                    | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    150000 | PA      | $138434.03    | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2972109.36   | 0.12%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | Edison International                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89146.35     | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1500000 | PA      | $1464015.00   | 0.06%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                             | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88075.34     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                         | AvalonBay Communities Inc                                                       | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $41381.93     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                        | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267774.17    | 0.01%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138EGCU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27752 | PA      | $28785.91     | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                   | Equifax Inc                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45825.80     | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                             | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23252.68     | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117949.20    | 0.00%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                      | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410202.33    | 0.02%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                 | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65827.21     | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                      | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104938.57    | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                  | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223885.40    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DNFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1439004 | PA      | $1344712.00   | 0.05%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31294MFF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2236 | PA      | $2229.83      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                            | Coterra Energy Inc                                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49896.27     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                       | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106624.32    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                          | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14928.49     | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                           | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252810.45    | 0.01%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414DEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11672 | PA      | $11626.29     | 0.00%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87788.91     | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                           | Fifth Third Bancorp                                                             | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89682.09     | 0.00%             | 2028-04-25      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276103.80    | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                        | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39216.29     | 0.00%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815668 | PA      | $759040.22    | 0.03%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                       | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    114000 | PA      | $124040.60    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6849351 | PA      | $5546198.75   | 0.22%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620ADMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2372 | PA      | $2368.30      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133125.93    | 0.01%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138M9DH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43283 | PA      | $39822.64     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                      | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128817.68    | 0.01%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                | Clorox Co/The                                                                   | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99659.22     | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                         | TEXAS TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE                              | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204096.96    | 0.01%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45318.55     | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                      | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76612.84     | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                        | American Honda Finance Corp                                                     | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97818.04     | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                        | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101075.36    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                    | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119073.03    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176708.19    | 0.01%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                                          | BANK 2019-BNK17                                                                 | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $259203.02    | 0.01%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26734 | PA      | $27378.58     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    205000 | PA      | $172247.94    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                   | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92048.23     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31411WZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19806 | PA      | $20872.08     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353299 | PA      | $321321.05    | 0.01%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                               | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34310.68     | 0.00%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                           | Northern Trust Corp                                                             | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135210.32    | 0.01%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103343.55    | 0.00%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                         | Province of Ontario Canada                                                      | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $516480.04    | 0.02%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100708 | PA      | $96822.55     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                        | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     50000 | PA      | $43453.22     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                        | Federal Home Loan Banks                                                         | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $328400.37    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752641.31    | 0.03%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                        | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268160.38    | 0.01%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36180MYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381759 | PA      | $355126.25    | 0.01%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                              | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263141.48    | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                          | Appalachian Power Co                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261029.83    | 0.01%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100193.98    | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                        | BP Capital Markets PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $89086.91     | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                       | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |     95000 | PA      | $92000.80     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $101193.75    | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350468.30    | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25147461.00  | 0.99%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $89852.33     | 0.00%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                    | FedEx Corp                                                                      | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    350000 | PA      | $302423.61    | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38502.32     | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                       | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $175668.70    | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186613.02    | 0.01%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140913.20    | 0.01%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                      | Ares Strategic Income Fund                                                      | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247405.27    | 0.01%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                 | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $81574.16     | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                      | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303500 | PA      | $293848.52    | 0.01%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445724 | PA      | $448363.73    | 0.02%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                      | Northwell Healthcare Inc                                                        | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122926.04    | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87669.41     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                            | Realty Income Corp                                                              | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    125000 | PA      | $112421.39    | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181056.36    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96869.00     | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87889.48     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31415WZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1723 | PA      | $1808.11      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                      | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87333.33     | 0.00%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                                       | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100090.26    | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                               | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80233.65     | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24457.89     | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A8VC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5538 | PA      | $5483.33      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                      | Export-Import Bank of Korea                                                     | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $176036.26    | 0.01%             | 2032-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109937.09    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DPJ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368627 | PA      | $369470.90    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                  | Enbridge Inc                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100012.06    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60865.38     | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184825.82    | 0.01%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108469.53    | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                       | NVR Inc                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184306.40    | 0.01%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81705.59     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                        | Uruguay Government International Bonds                                          | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    300000 | PA      | $300960.00    | 0.01%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                         | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $492689.66    | 0.02%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $179609.11    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                                      | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $106194.44    | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                         | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $209400.94    | 0.01%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                      | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257975.30    | 0.01%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73217.11     | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5621087 | PA      | $4574322.12   | 0.18%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    360000 | PA      | $365516.99    | 0.01%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                           | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73643.86     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84508.06     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69254.94     | 0.00%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $122327.90    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                   | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134372.74    | 0.01%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    503276 | PA      | $456015.91    | 0.02%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F8ZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $309735.83    | 0.01%             | 2030-12-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                        | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193959.85    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294673 | PA      | $291015.44    | 0.01%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179MG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191861 | PA      | $185698.42    | 0.01%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224914.87    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176557.30    | 0.01%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74912 | PA      | $78944.78     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                      | CSX Corp                                                                        | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261169.83    | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412S2L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15646 | PA      | $16528.42     | 0.00%             | 2038-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90638 | PA      | $89944.40     | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                  | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128655.77    | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                         | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     60000 | PA      | $58208.13     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291196.48    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168690.20    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140QMCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7071673 | PA      | $5995965.27   | 0.24%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                   | CUSIP: 13063EMK9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75091.66     | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                     | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48220.10     | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95395.14     | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $254496.12    | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $929209.59    | 0.04%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87192.19     | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88783.82     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    255000 | PA      | $243119.86    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477031 | PA      | $440478.59    | 0.02%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH OBL GRP                                                       | Corewell Health Obligated Group                                                 | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $37148.70     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                     | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99287.83     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                    | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70541.36     | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142493.66    | 0.01%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                      | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     83000 | PA      | $70884.83     | 0.00%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162324.06    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                | S&P Global Inc                                                                  | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143307.40    | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288350.87    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211187.86    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                        | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99285.96     | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                       | Wisconsin Power and Light Co                                                    | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43253.48     | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $203956.84    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $196901.26    | 0.01%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150859.47    | 0.01%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                      | Constellation Brands Inc                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98666.64     | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                    | DOC DR LLC                                                                      | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    100000 | PA      | $99204.29     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    242000 | PA      | $210377.85    | 0.01%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216573.20    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                            | Valero Energy Corp                                                              | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98802.81     | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $200139.79    | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | Extra Space Storage LP                                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    350000 | PA      | $352064.25    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                     | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149573.56    | 0.01%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                            | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200215.11    | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                       | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72580.00     | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     95000 | PA      | $73225.54     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                   | Mayo Clinic                                                                     | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80767.36     | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                              | MDC Holdings Inc                                                                | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133215.11    | 0.01%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                          | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100759.76    | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                           | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    125000 | PA      | $92390.47     | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115976.31    | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114696.26    | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2479673 | PA      | $1905248.81   | 0.07%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                    | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77349.29     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103575.58    | 0.00%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111112.15    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                      | Arch Capital Finance LLC                                                        | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99811.61     | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65936.67     | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                             | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987095.48    | 0.04%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $191896.46    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31371MVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11919 | PA      | $12481.15     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81652.96     | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $161950.00    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132E0ZM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2394227 | PA      | $2505159.30   | 0.10%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $109640.62    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165307.56    | 0.01%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                        | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210149.90    | 0.01%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191837.40    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140X9CD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2163993 | PA      | $1995517.20   | 0.08%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                               | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36722.07     | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                        | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $176793.97    | 0.01%             | 2037-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                        | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152326.44    | 0.01%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                     | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149415.04    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704896.04    | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                         | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49090.15     | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                   | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $181084.57    | 0.01%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                             | TSMC Arizona Corp                                                               | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191675.35    | 0.01%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                       | UDR Inc                                                                         | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    145000 | PA      | $146876.58    | 0.01%             | 2034-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                   | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97859.16     | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170315.04    | 0.01%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                       | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $62913.99     | 0.00%             | 2051-03-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                           | Northern Trust Corp                                                             | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173202.27    | 0.01%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                            | UBS AG/Stamford CT                                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $645991.99    | 0.03%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136758.85    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                        | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124216.79    | 0.00%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJT67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167865 | PA      | $158353.07    | 0.01%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                       | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $77079.75     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252124.83    | 0.01%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204303.05    | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                            | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    100000 | PA      | $94736.24     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                         | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150069.94    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                 | McKesson Corp                                                                   | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207230.68    | 0.01%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                           | Abbott Laboratories                                                             | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339834.55    | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338669.82    | 0.01%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                     | WRKCo Inc                                                                       | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48619.45     | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53028.54     | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | Targa Resources Corp                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150833.87    | 0.01%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $544500.00    | 0.02%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132CXAW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    476418 | PA      | $461709.34    | 0.02%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $44961.51     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                      | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98631.85     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    983753 | PA      | $890108.04    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128KTJX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4869 | PA      | $4986.86      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92527.66     | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134542.24    | 0.01%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     25000 | PA      | $24913.06     | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                      | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95173.50     | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140K3JV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3509368 | PA      | $3104312.53   | 0.12%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                     | IDEX Corp                                                                       | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70502.66     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205148.67    | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3495556.65   | 0.14%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659423 | PA      | $614204.24    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                        | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    500000 | PA      | $495677.67    | 0.02%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88443.69     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                        | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $50776.86     | 0.00%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152559.09    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138ASN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1340 | PA      | $1304.23      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WDBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181390 | PA      | $174843.83    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $778828.13    | 0.03%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302575 | PA      | $292904.23    | 0.01%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147357.70    | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                            | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    298000 | PA      | $274461.85    | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                      | CSX Corp                                                                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46558.00     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XGF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4548316 | PA      | $3862370.40   | 0.15%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77347.10     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                        | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    100000 | PA      | $125436.75    | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1171148.17   | 0.05%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $216029.41    | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                           | Peru Government International Bonds                                             | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    395000 | PA      | $281299.25    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87800 | PA      | $87128.26     | 0.00%             | 2047-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620ARX30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217755 | PA      | $210329.73    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $499622.09    | 0.02%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144944.76    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                      | Export-Import Bank of Korea                                                     | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $206681.34    | 0.01%             | 2028-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMWC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102895 | PA      | $101750.28    | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                         | Texas Instruments Inc                                                           | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117400.31    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312939GM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18538 | PA      | $18163.77     | 0.00%             | 2040-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48934.98     | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151756.00    | 0.01%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17174 | PA      | $17565.40     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | Walmart Inc                                                                     | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296270.88    | 0.01%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138W9PM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204668 | PA      | $203645.22    | 0.01%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                         | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43494.53     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                           | Dollar General Corp                                                             | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69702.09     | 0.00%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2188593.75   | 0.09%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    155000 | PA      | $111971.82    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $74058.69     | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410LMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1033 | PA      | $1029.09      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296QVQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14680 | PA      | $14107.26     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                            | Realty Income Corp                                                              | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $96809.90     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                      | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    210000 | PA      | $216947.83    | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31319.51     | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                            | Province of Quebec Canada                                                       | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    550000 | PA      | $544249.42    | 0.02%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                    | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118159.08    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414UYL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1393 | PA      | $1451.19      | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168844.32    | 0.01%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72098.51     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263378.25    | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62262.43     | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138AHXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114122 | PA      | $116873.37    | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    425000 | PA      | $425867.07    | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                             | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109270.37    | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98935.58     | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226006.29    | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                       | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     40000 | PA      | $36181.43     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WFM29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413120 | PA      | $396592.34    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5111027 | PA      | $4159247.24   | 0.16%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                       | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    250000 | PA      | $213366.03    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132JMT33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    780218 | PA      | $736186.85    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KAX3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $371628.08    | 0.01%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                         | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $77138.42     | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                 | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69102.17     | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198866.53    | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $246130.14    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    730000 | PA      | $738081.06    | 0.03%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $32774218.75  | 1.29%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A85V1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2906 | PA      | $3029.37      | 0.00%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                           | Peru Government International Bonds                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    140000 | PA      | $128912.00    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                       | UDR Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     25000 | PA      | $21312.48     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298669.05    | 0.01%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                       | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $237287.60    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36164.97     | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                            | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40900.10     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $215354.31    | 0.01%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                 | J M Smucker Co/The                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131302.65    | 0.01%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $561804.50    | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110575.53    | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                       | Procter & Gamble Co/The                                                         | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252876.60    | 0.01%             | 2034-10-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                              | Georgia Power Co                                                                | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99427.15     | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312935RN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173012 | PA      | $174436.60    | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                           | Peru Government International Bonds                                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $101850.00    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | 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        |    240000 | PA      | $221014.44    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                           | Peru Government International Bonds                                             | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $250780.00    | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201085.23    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                        | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315299.95    | 0.01%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                        | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144995.04    | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                 | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     90000 | PA      | $108689.25    | 0.00%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    850000 | PA      | $549935.32    | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158265.78    | 0.01%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                      | Tyco Electronics Group SA                                                       | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     85000 | PA      | $76111.52     | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                      | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178543.59    | 0.01%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $42424804.80  | 1.66%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                        | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $281753.44    | 0.01%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26914.02     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                               | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191052.57    | 0.01%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3854727 | PA      | $3321367.61   | 0.13%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                               | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $109959.94    | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25292.64     | 0.00%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108838.37    | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                       | Procter & Gamble Co/The                                                         | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249831.60    | 0.01%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110063.74    | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $82831.77     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                           | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $89492.95     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4691601.55   | 0.18%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                       | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $248229.57    | 0.01%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69102.56     | 0.00%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                      | Sixth Street Lending Partners                                                   | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101613.36    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $599484.29    | 0.02%             | 2028-05-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $22006.44     | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                             | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33440.58     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111750.50    | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                      | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    150000 | PA      | $132345.89    | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140J8BD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224595 | PA      | $212266.95    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312945R42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13167 | PA      | $12854.51     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169815.19    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                     | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3475000 | PA      | $3503626.95   | 0.14%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    175000 | PA      | $151978.86    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                    | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $96888.95     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae                                                                      | CUSIP: 21H0626A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1424000 | PA      | $1462478.22   | 0.06%             | 2054-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312581 | PA      | $282124.66    | 0.01%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126346.98    | 0.00%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179Q6P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    230234 | PA      | $214923.87    | 0.01%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193382.85    | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | Welltower OP LLC                                                                | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    250000 | PA      | $254620.34    | 0.01%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                          | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $231074.19    | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $86707.05     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                 | Banner Health                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31919.76     | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                       | Simon Property Group LP                                                         | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $224732.46    | 0.01%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $332761.27    | 0.01%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    165000 | PA      | $180780.07    | 0.01%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                      | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    185000 | PA      | $130979.29    | 0.01%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                      | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112735.91    | 0.00%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $304891.80    | 0.01%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $525839.85    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200191.30    | 0.01%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139058.63    | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $54228.31     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115121.37    | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                              | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264323.14    | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170115.70    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                            | Essex Portfolio LP                                                              | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    210000 | PA      | $198116.57    | 0.01%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                      | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152221.00    | 0.01%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $92035.08     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114608.70    | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102663.75    | 0.00%             | 2035-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                       | Connecticut Light and Power Co/The                                              | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65779.48     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262862.03    | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    633000 | PA      | $634959.80    | 0.02%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                      | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69924.95     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $173700.00    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                        | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101040.33    | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                  | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130080.79    | 0.01%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                         | Amcor Finance USA Inc                                                           | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166870.35    | 0.01%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                      | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78899.84     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91781.21     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                         | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233649.61    | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae                                                                      | CUSIP: 21H0226A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $430388.55    | 0.02%             | 2055-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162286.01    | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144858.56    | 0.01%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                           | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $179437.26    | 0.01%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    165000 | PA      | $103668.81    | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                             | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260584.64    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                        | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $367562.11    | 0.01%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | Royal Bank of Canada                                                            | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $212033.67    | 0.01%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | Royalty Pharma PLC                                                              | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $255304.75    | 0.01%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185779.29    | 0.01%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162884.63    | 0.01%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                      | Benchmark 2018-B3 Mortgage Trust                                                | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $346487.40    | 0.01%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418VYS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59915 | PA      | $61377.24     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                              | Progressive Corp/The                                                            | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257197.66    | 0.01%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199281.58    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                        | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100779.15    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                         | Province of Ontario Canada                                                      | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $221566.62    | 0.01%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                              | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     43000 | PA      | $37374.52     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $261559.79    | 0.01%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                           | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $123724.60    | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                | TEXAS ST                                                                        | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103910.99    | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123092.21    | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68181.80     | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244127.62    | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1183882 | PA      | $1083064.32   | 0.04%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                           | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $164664.97    | 0.01%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                          | KANSAS ST DEV FIN AUTH REVENUE                                                  | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98982.57     | 0.00%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2584661 | PA      | $2641448.29   | 0.10%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                         | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204387.23    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                            | University of Notre Dame du Lac                                                 | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74975.78     | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    339785 | PA      | $307458.22    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485667.03    | 0.02%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99431.39     | 0.00%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85212.62     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                       | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448898.64    | 0.02%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                        | Santander Holdings USA Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266441.49    | 0.01%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260452.67    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                         | Applied Materials Inc                                                           | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66636.97     | 0.00%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    750000 | PA      | $727032.17    | 0.03%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417KYN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76845 | PA      | $78838.86     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312939JD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202445 | PA      | $203800.68    | 0.01%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    380751 | PA      | $344172.12    | 0.01%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                       | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    250000 | PA      | $266439.98    | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410FVV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17163 | PA      | $18084.03     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46301.29     | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                      | NIKE Inc                                                                        | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80702.07     | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| University of California                                                      | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $54286.96     | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254836.67    | 0.01%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                                      | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    125000 | PA      | $130039.88    | 0.01%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418VZN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89524 | PA      | $89905.60     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179NM96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    557509 | PA      | $511278.00    | 0.02%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184787.33    | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $220376.75    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                      | Baylor Scott & White Holdings                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22164.39     | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                      | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252841.17    | 0.01%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                    | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103155.55    | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                          | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170434.65    | 0.01%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $269353.20    | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130733 | PA      | $126534.54    | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    321421 | PA      | $299401.62    | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140X6BR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512526 | PA      | $481849.83    | 0.02%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3704122 | PA      | $3062251.25   | 0.12%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57765.86     | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $265214.13    | 0.01%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                       | Jefferies Financial Group Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134825.30    | 0.01%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    145000 | PA      | $156172.62    | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WCH89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157397 | PA      | $151911.58    | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $29173.44     | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92743.29     | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     41000 | PA      | $27101.92     | 0.00%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                              | Bank of Montreal                                                                | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204888.43    | 0.01%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606069.77    | 0.02%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135699.74    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | American Tower Corp                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $256742.66    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140QKDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266017 | PA      | $239604.96    | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205222 | PA      | $192828.12    | 0.01%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                             | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    300000 | PA      | $325868.88    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51950.17     | 0.00%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                  | Entergy Corp                                                                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89385.54     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A9WJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75139 | PA      | $77061.46     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                    | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103207.63    | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46732.42     | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31297BAG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20392 | PA      | $20930.41     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418ER93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    913258 | PA      | $938210.52    | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                      | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    240000 | PA      | $264227.22    | 0.01%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | Nomura Holdings Inc                                                             | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $261558.02    | 0.01%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104522.25    | 0.00%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                    | Nasdaq Inc                                                                      | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141671.31    | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60875.11     | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                       | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40436.50     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60018.97     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                  | Stryker Corp                                                                    | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198168.08    | 0.01%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                           | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40548.20     | 0.00%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49214.98     | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40275.00     | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                        | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163638.54    | 0.01%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                          | Public Storage Operating Co                                                     | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     50000 | PA      | $48685.30     | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                      | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $91978.48     | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                                          | BANK 2019-BNK24                                                                 | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $470494.35    | 0.02%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359878 | PA      | $347559.92    | 0.01%             | 2037-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416WV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51618 | PA      | $51806.42     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                  | Oshkosh Corp                                                                    | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100789.91    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                   | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $98387.09     | 0.00%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                | Salesforce Inc                                                                  | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126850.45    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                               | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219198.22    | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86893.61     | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                 | Sutter Health                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100625.86    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                     | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67019.12     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                        | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96386.22     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198421.58    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82550.56     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183475.82    | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138AAU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        72 | PA      | $71.78        | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                              | Bank of Montreal                                                                | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $368652.69    | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                         | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $343662.90    | 0.01%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                          | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $39305.62     | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                       | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    145000 | PA      | $156296.92    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234545.87    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25490.67     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3178475 | PA      | $2739203.16   | 0.11%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                      | Johns Hopkins University                                                        | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60940.49     | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248614.60    | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                      | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $171684.36    | 0.01%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                      | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255769.42    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419JLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48432 | PA      | $47224.43     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                        | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286171.10    | 0.01%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31403DT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12676 | PA      | $13420.13     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                       | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $543016.37    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27742.74     | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                       | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    250000 | PA      | $187606.35    | 0.01%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                        | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60470.46     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                             | Union Electric Co                                                               | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     80000 | PA      | $104057.92    | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                             | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84938.00     | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241KQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45896 | PA      | $47985.01     | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65334.19     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138AXLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21710 | PA      | $21562.37     | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                  | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98170.43     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12734414.03  | 0.50%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253753.41    | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                          | Tanger Properties LP                                                            | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    100000 | PA      | $99109.23     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234107.78    | 0.01%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                      | Constellation Brands Inc                                                        | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37800.31     | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107201.50    | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143368.16    | 0.01%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                          | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    100000 | PA      | $96885.57     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $255951.09    | 0.01%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253704.39    | 0.01%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMRF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258514 | PA      | $253668.82    | 0.01%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                      | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     55000 | PA      | $35797.62     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3970781.24   | 0.16%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109637.32    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                      | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     85000 | PA      | $75347.06     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                             | Union Electric Co                                                               | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97992.01     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262326.90    | 0.01%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410GL27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4338 | PA      | $4535.26      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138MFUR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363699 | PA      | $334202.30    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                            | Ingersoll Rand Inc                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109476.76    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241KWL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3363 | PA      | $3575.49      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2451838 | PA      | $2506459.01   | 0.10%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                       | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87570.42     | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418AHX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48385 | PA      | $47892.36     | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                             | Bon Secours Mercy Health Inc                                                    | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25156.19     | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99622.19     | 0.00%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                        | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $196330.70    | 0.01%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $6272121.11   | 0.25%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                        | Mondelez International Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126579.64    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    115000 | PA      | $99840.17     | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122577.88    | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                        | Uruguay Government International Bonds                                          | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    600000 | PA      | $567300.00    | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101574.69    | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4HE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7960 | PA      | $8266.77      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    255000 | PA      | $280128.29    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90460.05     | 0.00%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                     | Xylem Inc/NY                                                                    | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109549.43    | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                                  | Ford Credit Auto Lease Trust 2025-A                                             | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63000 | PA      | $63627.01     | 0.00%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261423.82    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175190.30    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                              | Georgia Power Co                                                                | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101547.26    | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    426567 | PA      | $376413.70    | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416BTN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27405 | PA      | $28482.22     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                      | Florida Power & Light Co                                                        | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165547.68    | 0.01%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                      | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65038.68     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | Las Vegas Sands Corp                                                            | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130808.19    | 0.01%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                              | Duke Energy Corp                                                                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127295.74    | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                       | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $44467.28     | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175412.34    | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                           | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194234.73    | 0.01%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI Properties LP                                                              | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    300000 | PA      | $307172.95    | 0.01%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109062.28    | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100339.48    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                      | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     70000 | PA      | $68635.31     | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                              | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198867.73    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                            | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53048.07     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                           | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101692.85    | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                       | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $49052.12     | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46745.66     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53310.78     | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                             | Southern Power Co                                                               | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115242.86    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88818.23     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                   | Citibank NA                                                                     | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352726.47    | 0.01%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179MK82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145977 | PA      | $141288.75    | 0.01%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    101000 | PA      | $57672.71     | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138AFCT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343379 | PA      | $334321.08    | 0.01%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                        | ConocoPhillips Co                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149417.70    | 0.01%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                         | Indonesia Government International Bond                                         | CUSIP: 455780DW3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $239504.96    | 0.01%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232673 | PA      | $223678.34    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197266.99    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $127820.34    | 0.01%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                         | Amrize Finance US LLC                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204416.15    | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206923.93    | 0.01%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271674.24    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3107589 | PA      | $3175970.51   | 0.12%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138APXU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1856 | PA      | $1804.81      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                               | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176066.96    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                       | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88886.34     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255027.54    | 0.01%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                               | Xcel Energy Inc                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206909.91    | 0.01%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                               | Caterpillar Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142373.24    | 0.01%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                       | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147585.64    | 0.01%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                       | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    200000 | PA      | $211365.62    | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99076.85     | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247359.62    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213150.96    | 0.01%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                         | Accenture Capital Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399402.85    | 0.02%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                | S&P Global Inc                                                                  | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147918.95    | 0.01%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417KF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48673 | PA      | $48940.19     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                          | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $61223.42     | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                      | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87698.37     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                         | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $359790.24    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423810.32    | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                             | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    335000 | PA      | $236163.10    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $8451515.60   | 0.33%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                              | Georgia Power Co                                                                | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253705.24    | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    575000 | PA      | $474805.78    | 0.02%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65228.01     | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                       | Southwestern Electric Power Co                                                  | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75136.03     | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                         | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268203.92    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                          | Cincinnati Financial Corp                                                       | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106983.27    | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                            | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200506.24    | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132J9U71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    348880 | PA      | $329335.81    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45616.88     | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                        | Federal Home Loan Banks                                                         | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $971243.61    | 0.04%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                    | Ecolab Inc                                                                      | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44409.79     | 0.00%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                    | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147722.94    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223295.57    | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                            | Diageo Capital PLC                                                              | CUSIP: 25243YBK4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253291.87    | 0.01%             | 2026-10-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416LYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41662 | PA      | $41916.87     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                        | CenterPoint Energy Inc                                                          | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94284.95     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                     | Jabil Inc                                                                       | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109244.77    | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $192404.12    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                          | Shell Finance US Inc                                                            | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $297458.46    | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    485000 | PA      | $480796.57    | 0.02%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                   | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61713.79     | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209881.68    | 0.01%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185069.85    | 0.01%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                      | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $155718.89    | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $523417.97    | 0.02%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    210000 | PA      | $190434.57    | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128LAFM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3076 | PA      | $3233.23      | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                         | Georgetown University/The                                                       | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41975.08     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    229000 | PA      | $260097.82    | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                      | Selective Insurance Group Inc                                                   | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67519.81     | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                       | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99815.90     | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue               | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                     | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     37542 | PA      | $41945.47     | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri            | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE                       | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    150000 | PA      | $113001.95    | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296JNL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145054 | PA      | $148122.92    | 0.01%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73471.38     | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416RFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2712 | PA      | $2699.62      | 0.00%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10413046.88  | 0.41%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3988125.00   | 0.16%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                               | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255238.96    | 0.01%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $965039.07    | 0.04%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155441.01    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                         | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61149.34     | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                       | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118329.75    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13332 | PA      | $13644.72     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2249884 | PA      | $1863072.16   | 0.07%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                               | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49675.66     | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4876628 | PA      | $4132926.56   | 0.16%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                       | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97544.30     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                 | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213638.86    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                          | Booking Holdings Inc                                                            | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148402.40    | 0.01%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175773.77    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64584.05     | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | 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        |    700000 | PA      | $702044.53    | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128KV3T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1396 | PA      | $1473.04      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94680.95     | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179XQV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3151743 | PA      | $3075950.14   | 0.12%             | 2053-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296QY37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39447 | PA      | $40456.39     | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4133789.05   | 0.16%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197954.22    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42379.21     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196721.73    | 0.01%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189825.09    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                              | Black Hills Corp                                                                | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266971.62    | 0.01%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148657.10    | 0.01%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146296 | PA      | $140148.67    | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $240547.73    | 0.01%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $578790.08    | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268053 | PA      | $257613.85    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                   | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    325000 | PA      | $381331.18    | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                         | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $105795.24    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                      | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $430945.87    | 0.02%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                           | Province of Alberta Canada                                                      | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    215000 | PA      | $217314.16    | 0.01%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $153940.00    | 0.01%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100407.21    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $232406.14    | 0.01%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                     | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    200000 | PA      | $208840.52    | 0.01%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98462.54     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $89406.25     | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4310742.20   | 0.17%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79618.31     | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6HY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6052 | PA      | $6365.37      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138AW3M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69160 | PA      | $67307.46     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                           | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38623.59     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                      | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159406.92    | 0.01%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248302.51    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2022578.12   | 0.08%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141163.78    | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    508809 | PA      | $469874.07    | 0.02%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                             | L3Harris Technologies Inc                                                       | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74767.06     | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31335AMF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270245 | PA      | $254369.42    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $175625.49    | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462422.84    | 0.02%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    258000 | PA      | $197814.64    | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263009.44    | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $154477.87    | 0.01%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416NFC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113969 | PA      | $114595.62    | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                      | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108627.74    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138EKX26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124138 | PA      | $122060.67    | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNKB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545347 | PA      | $502412.03    | 0.02%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                          | Shell Finance US Inc                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $145897.66    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303024.89    | 0.01%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48523.97     | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36184SQY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    733795 | PA      | $672353.77    | 0.03%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                      | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167208.50    | 0.01%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                | Phillips 66 Co                                                                  | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49524.33     | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179861.21    | 0.01%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156946.91    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A8M75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6971 | PA      | $6949.80      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                  | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     50000 | PA      | $44829.17     | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    340000 | PA      | $343343.11    | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     77000 | PA      | $59434.35     | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                    | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87619.88     | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252399.37    | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    419452 | PA      | $403380.99    | 0.02%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410XPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4725 | PA      | $4964.15      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179YPJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    604898 | PA      | $622563.72    | 0.02%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                      | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252650.49    | 0.01%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150331.61    | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $98207.39     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                     | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0504A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1768024.55   | 0.07%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181580.35    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                      | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66214.48     | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459171.97    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A7HP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87740 | PA      | $89337.25     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132159.96    | 0.01%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                      | Burlington Resources LLC                                                        | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113848.54    | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     90000 | PA      | $88654.25     | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416XAL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131518 | PA      | $128157.64    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                            | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     65000 | PA      | $61949.83     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                      | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $96474.62     | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10600000 | PA      | $9784296.93   | 0.38%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DUD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3012508 | PA      | $2782730.22   | 0.11%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                      | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    110000 | PA      | $95480.29     | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $191217.10    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                        | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82648.44     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77640.51     | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313399 | PA      | $302359.53    | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84791.31     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                     | GATX Corp                                                                       | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63911.10     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    170000 | PA      | $174005.61    | 0.01%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                      | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    244000 | PA      | $254816.52    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531333.50    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96591.44     | 0.00%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102314.59    | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195552.53    | 0.01%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66507.13     | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                            | Diageo Capital PLC                                                              | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108389.83    | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                             | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    105000 | PA      | $104474.33    | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54457.52     | 0.00%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331058 | PA      | $326742.80    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110701.84    | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118179.76    | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165568.05    | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684529 | PA      | $634689.82    | 0.02%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | Royal Bank of Canada                                                            | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $213603.64    | 0.01%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                       | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342840.24    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    431000 | PA      | $265750.46    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                       | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293015.03    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                           | Kimco Realty OP LLC                                                             | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $98656.13     | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WF3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353080 | PA      | $331057.76    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44406.43     | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167607.02    | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                            | UNIV OF TEXAS TX UNIV REVENUES                                                  | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $76199.12     | 0.00%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418ESB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201996 | PA      | $202001.76    | 0.01%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31407NQM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11291 | PA      | $11373.46     | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                | Microsoft Corp                                                                  | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55281.61     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    260000 | PA      | $261439.61    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301221.09    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620AR3L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181337 | PA      | $179184.16    | 0.01%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                | Phillips 66 Co                                                                  | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99384.53     | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412YDH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1831 | PA      | $1873.39      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312929DD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4113 | PA      | $4250.94      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                 | Sutter Health                                                                   | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78129.60     | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                         | Becton Dickinson & Co                                                           | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153141.69    | 0.01%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                | Air Lease Corp                                                                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194544.82    | 0.01%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                       | Procter & Gamble Co/The                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87515.82     | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146507.74    | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $50712.12     | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                        | American Honda Finance Corp                                                     | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161188.88    | 0.01%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82662.75     | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                             | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217048.72    | 0.01%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180102.59    | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                          | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314617.08    | 0.01%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620AHGU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71395 | PA      | $71334.16     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170304.71    | 0.01%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412NXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8380 | PA      | $8264.72      | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                            | Diageo Capital PLC                                                              | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187198.07    | 0.01%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96809.27     | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | Royal Bank of Canada                                                            | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97612.81     | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | Lloyds Banking Group PLC                                                        | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207871.06    | 0.01%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                           | Kimberly-Clark Corp                                                             | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80837.98     | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296QPK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35046 | PA      | $35631.94     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                              | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228487.20    | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1175000 | PA      | $1029312.29   | 0.04%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127903.33    | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                       | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218582.08    | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    140000 | PA      | $143782.96    | 0.01%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $139548.68    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179U6V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    406162 | PA      | $373827.25    | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                          | Federal Realty OP LP                                                            | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    200000 | PA      | $205289.90    | 0.01%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                   | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55860.38     | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                    | NetApp Inc                                                                      | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48488.45     | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545805 | PA      | $531863.88    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                           | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36527.78     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296LTJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10649 | PA      | $11042.97     | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281002 | PA      | $268903.58    | 0.01%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4V34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32523 | PA      | $34166.64     | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443501.30    | 0.02%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102936.05    | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                      | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61710.89     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72194.34     | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                    | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    195000 | PA      | $167990.68    | 0.01%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312944AG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165934 | PA      | $162298.29    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $308231.13    | 0.01%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3133KMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3338966 | PA      | $2814563.65   | 0.11%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTBM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222222 | PA      | $200967.80    | 0.01%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80090.90     | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213282.13    | 0.01%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $106954.67    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76679.43     | 0.00%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                             | CBRE Services Inc                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152382.18    | 0.01%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31307DM86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38790 | PA      | $38134.98     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                   | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256426.18    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                   | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83745.86     | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                       | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46152.48     | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                       | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118827.76    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115046.67    | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $166482.40    | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48957.97     | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | Micron Technology Inc                                                           | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257823.60    | 0.01%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36297AG72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37254 | PA      | $34837.91     | 0.00%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                             | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76415.61     | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FRUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $228595.25    | 0.01%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36295QGH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19214 | PA      | $19801.88     | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                           | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     70000 | PA      | $61656.45     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                      | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $257938.76    | 0.01%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499000.63    | 0.02%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                         | PACCAR Financial Corp                                                           | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101483.26    | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312927CW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5688 | PA      | $5994.41      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                           | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117171.19    | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63140.81     | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246363.01    | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                        | GE Capital Funding LLC                                                          | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252686.92    | 0.01%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                             | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74169.79     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                             | Suncor Energy Inc                                                               | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $53207.77     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                         | Becton Dickinson & Co                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75945.62     | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44701.91     | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                          | Chile Government International Bonds                                            | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $145370.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80145.85     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95556.29     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    187000 | PA      | $175285.34    | 0.01%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    487500 | PA      | $492384.60    | 0.02%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                | Merck & Co Inc                                                                  | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81241.50     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    192000 | PA      | $184374.51    | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3027397 | PA      | $2502862.84   | 0.10%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $88437.29     | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     40000 | PA      | $39821.07     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                      | Affiliated Managers Group Inc                                                   | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256127.08    | 0.01%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                         | Province of Ontario Canada                                                      | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $197939.80    | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178642.19    | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                  | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51925.88     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 3618N5JF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    620741 | PA      | $638123.30    | 0.03%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                            | Analog Devices Inc                                                              | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98335.40     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XJQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1051595 | PA      | $1001403.63   | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106034.06    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     70000 | PA      | $72537.76     | 0.00%             | 2030-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                        | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $35398.48     | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                          | Waste Management Inc                                                            | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256687.17    | 0.01%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91792.24     | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199194.12    | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140JQRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1841518 | PA      | $1701660.83   | 0.07%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417DJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12548 | PA      | $12411.32     | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                     | Xylem Inc/NY                                                                    | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54426.65     | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164767.63    | 0.01%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55412.76     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                         | Panama Government International Bonds                                           | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $206540.00    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262823.71    | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                    | Philippines Government International Bonds                                      | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $256369.31    | 0.01%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                   | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45072.94     | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69692.61     | 0.00%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                                      | Johns Hopkins Health System Corp/The                                            | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56255.78     | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39146.09     | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | Royal Bank of Canada                                                            | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71628.63     | 0.00%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98079.47     | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620C4RQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59355 | PA      | $56934.73     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31297VKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15634 | PA      | $16115.49     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                            | Province of Quebec Canada                                                       | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $178520.33    | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $33449.51     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $65537.78     | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    325000 | PA      | $305533.36    | 0.01%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                      | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260026.27    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142433.12    | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                          | IBM International Capital Pte Ltd                                               | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    105000 | PA      | $100486.45    | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                         | BANK5 2024-5YR11                                                                | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $630415.62    | 0.02%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113648.00    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176017.54    | 0.01%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312940M97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12947 | PA      | $12694.39     | 0.00%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $157540.00    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135139.43    | 0.01%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217115.27    | 0.01%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RTA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204192 | PA      | $196053.48    | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134141.69    | 0.01%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417VQR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49845 | PA      | $48879.26     | 0.00%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                         | Republic Services Inc                                                           | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103239.73    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                | Microsoft Corp                                                                  | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44817.78     | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                       | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CK3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    165000 | PA      | $166885.03    | 0.01%             | 2026-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                      | Packaging Corp of America                                                       | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68998.88     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99232.36     | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110923.25    | 0.00%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146116.36    | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                   | Mayo Clinic                                                                     | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129450.81    | 0.01%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238634 | PA      | $233117.66    | 0.01%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317904.88    | 0.01%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                    | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132557.87    | 0.01%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A6CV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       741 | PA      | $733.60       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                   | BBCMS Mortgage Trust 2020-C8                                                    | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $220403.83    | 0.01%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140X9QU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1854018 | PA      | $1725148.07   | 0.07%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41040.53     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412QPS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5110 | PA      | $5390.92      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                       | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     65000 | PA      | $61456.20     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    366686 | PA      | $337643.52    | 0.01%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                    | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  46322881 | NS      | $46322880.66  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151653.34    | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                         | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79394.90     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                           | Consumers Energy Co                                                             | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     85000 | PA      | $47788.36     | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                  | AutoZone Inc                                                                    | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186681.59    | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMS87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31010 | PA      | $30709.47     | 0.00%             | 2030-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                                           | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252523.86    | 0.01%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6895827 | PA      | $5840373.61   | 0.23%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                         | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $69380.82     | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                      | Constellation Energy Generation LLC                                             | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81616.55     | 0.00%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112151.10    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WFM86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207223 | PA      | $200643.04    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168452.10    | 0.01%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                        | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98416.08     | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A7ZM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21786 | PA      | $21707.32     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198784.72    | 0.01%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                       | AEP Transmission Co LLC                                                         | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77620.51     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                       | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    535000 | PA      | $534656.64    | 0.02%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                      | Packaging Corp of America                                                       | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47750.51     | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                      | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $166660.26    | 0.01%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FL PROJ FIN                                                       | Duke Energy Florida Project Finance LLC                                         | CUSIP: 26444GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58641 | PA      | $56424.14     | 0.00%             | 2029-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83922.10     | 0.00%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3142J6AQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2198433 | PA      | $2247226.85   | 0.09%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                      | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     70000 | PA      | $65719.95     | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $73997.18     | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                                                | NewMarket Corp                                                                  | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181629.33    | 0.01%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138364.83    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31371LCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22737 | PA      | $23047.96     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138ERVP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175692 | PA      | $172747.50    | 0.01%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                       | Reinsurance Group of America Inc                                                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66048.52     | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                           | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101530.20    | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWG72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255842 | PA      | $248994.39    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                        | American Honda Finance Corp                                                     | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109324.86    | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $851352.98    | 0.03%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241LLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6674 | PA      | $6663.71      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410WXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       453 | PA      | $470.90       | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $428414.38    | 0.02%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                        | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33444.33     | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                       | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     93000 | PA      | $104645.08    | 0.00%             | 2057-04-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                        | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302471.95    | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | Welltower OP LLC                                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     50000 | PA      | $46920.54     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108705.15    | 0.00%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                               | Caterpillar Inc                                                                 | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89451.86     | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                    | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140476.33    | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                    | US Bancorp                                                                      | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249566.70    | 0.01%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235759.99    | 0.01%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82323.94     | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                           | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204038.44    | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                      | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    530000 | PA      | $467877.02    | 0.02%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                         | BlackRock Funding Inc                                                           | CUSIP: 09290DAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46023.57     | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    220000 | PA      | $204685.07    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238153.68    | 0.01%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                           | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113941.16    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $112411.36    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65474.18     | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31297FPA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32780 | PA      | $33566.24     | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | Truist Financial Corp                                                           | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257290.00    | 0.01%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                      | Province of British Columbia Canada                                             | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $256227.40    | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322208 | PA      | $311861.17    | 0.01%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                          | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $248237.31    | 0.01%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                         | Haleon US Capital LLC                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247403.76    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                             | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97890.90     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                     | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $581914.71    | 0.02%             | 2055-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163745.17    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                            | PPG Industries Inc                                                              | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95168.46     | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                      | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140789.66    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204926.20    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88694.55     | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                      | NIKE Inc                                                                        | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147552.01    | 0.01%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108601.27    | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                            | Analog Devices Inc                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42142.87     | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                      | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253268.00    | 0.01%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                        | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189796.08    | 0.01%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                          | CONNECTICUT ST                                                                  | CUSIP: 20772JAC6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201197.22    | 0.01%             | 2030-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                   | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $185056.05    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64109.70     | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236811.03    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17789062.50  | 0.70%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                           | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73714.83     | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                         | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $72820.96     | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $270264.66    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222725.53    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    175000 | PA      | $202155.46    | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                              | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146843.98    | 0.01%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101777.29    | 0.00%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56508.85     | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154203.87    | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                       | Procter & Gamble Co/The                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253706.48    | 0.01%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202902.58    | 0.01%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248199.40    | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141577.10    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                          | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72737.56     | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | Walmart Inc                                                                     | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163845.93    | 0.01%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418BM29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275659 | PA      | $262479.55    | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6084301 | PA      | $6136931.67   | 0.24%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                   | Walmart Inc                                                                     | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    780000 | PA      | $764337.60    | 0.03%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                            | Regency Centers LP                                                              | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    160000 | PA      | $162027.21    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                      | Interstate Power and Light Co                                                   | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22838.88     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                      | Precision Castparts Corp                                                        | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41958.51     | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297657.81    | 0.01%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                                | Kennametal Inc                                                                  | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113937.84    | 0.00%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $9088242.24   | 0.36%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                             | ILLINOIS ST                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    698039 | PA      | $710104.20    | 0.03%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                              | Ventas Realty LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     50000 | PA      | $44097.10     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204045 | PA      | $186373.45    | 0.01%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209419.16    | 0.01%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                            | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $95582.86     | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16353.88     | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $483989.23    | 0.02%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412M5Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47705 | PA      | $50295.93     | 0.00%             | 2038-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83072 | PA      | $74853.64     | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                       | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256698.09    | 0.01%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                         | Republic Services Inc                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185856.03    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                      | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71426.47     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                          | Westpac Banking Corp                                                            | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $98947.13     | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                             | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100208.06    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138X3ZL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050307 | PA      | $990380.03    | 0.04%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                       | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $79398.00     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                        | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118408.05    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246099.95    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                               | Chevron USA Inc                                                                 | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256371.41    | 0.01%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $307900.00    | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                         | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $115463.11    | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94407.03     | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368800 | PA      | $363612.83    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $471380.51    | 0.02%             | 2027-09-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $173325.02    | 0.01%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28639.82     | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417DML4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20624 | PA      | $20372.16     | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170646.49    | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5RA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19226 | PA      | $20284.26     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3519277.34   | 0.14%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84501.31     | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                 | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497765.12    | 0.02%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170480.70    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                  | AutoZone Inc                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74010.86     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                   | Cummins Inc                                                                     | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258101.08    | 0.01%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90184.47     | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                       | Prudential Funding Asia PLC                                                     | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190828.04    | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122735.75    | 0.00%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150571.56    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     80000 | PA      | $80809.03     | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                        | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $31745.61     | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                 | Allstate Corp/The                                                               | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86264.40     | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2290719 | PA      | $2312017.56   | 0.09%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                        | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     65000 | PA      | $63983.94     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244845.05    | 0.01%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                            | Ameren Illinois Co                                                              | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256608.04    | 0.01%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114961.45    | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5471484.36   | 0.21%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJLP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278807 | PA      | $286062.72    | 0.01%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120250.47    | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260886.43    | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188389.92    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    210000 | PA      | $174105.72    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    300000 | PA      | $200928.80    | 0.01%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182746.65    | 0.01%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                      | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34978.38     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138YJS23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438068 | PA      | $417846.82    | 0.02%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                         | Panama Government International Bonds                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    700000 | PA      | $565740.00    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209094.85    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $275924.74    | 0.01%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                             | Novant Health Inc                                                               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     70000 | PA      | $45926.83     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                            | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    100000 | PA      | $99995.22     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                         | Texas Instruments Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120532.24    | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                  | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34968.28     | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                       | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    760000 | PA      | $734453.82    | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SEJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201510 | PA      | $193627.27    | 0.01%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $229825.15    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                 | ATLANTA GA WTR & WSTWTR REVENUE                                                 | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $41869.64     | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                    | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197698.49    | 0.01%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140619.81    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                           | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $827837.18    | 0.03%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                         | Becton Dickinson & Co                                                           | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    165000 | PA      | $145541.59    | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                | Mastercard Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89067.48     | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA                                                                         | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $248054.47    | 0.01%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505073.93    | 0.02%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36176DHH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32040 | PA      | $31714.46     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                      | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96881.09     | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     96000 | PA      | $91095.50     | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220040.50    | 0.01%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                         | Republic Services Inc                                                           | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150037.38    | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                   | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314064.64    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                      | Benchmark 2024-V9 Mortgage Trust                                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $518680.00    | 0.02%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2373533 | PA      | $2045113.59   | 0.08%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1118279 | PA      | $1027656.35   | 0.04%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                      | University of Southern California                                               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43992.14     | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWJN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2153441 | PA      | $2227725.31   | 0.09%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36297DMB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3734 | PA      | $3694.07      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                       | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    165000 | PA      | $139902.82    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179YW59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2263276 | PA      | $2284419.34   | 0.09%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250404.34    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                            | Diageo Capital PLC                                                              | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199313.74    | 0.01%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179Q3K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222641 | PA      | $214113.37    | 0.01%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98617.96     | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137259.02    | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267876.54    | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                       | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97039.49     | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59706.82     | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44069 | PA      | $42285.47     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    100000 | PA      | $116801.35    | 0.00%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMTG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373601 | PA      | $367029.49    | 0.01%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111201 | PA      | $103440.01    | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    585000 | PA      | $529965.35    | 0.02%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410TWD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3949 | PA      | $4078.64      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                       | Fidelity National Financial Inc                                                 | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150777.83    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219317.41    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254952.36    | 0.01%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                             | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $50332.05     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                    | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173998.41    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179470.08    | 0.01%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129881.09    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                           | Fifth Third Bancorp                                                             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57951.57     | 0.00%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                    | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105210.34    | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                        | Orlando Health Obligated Group                                                  | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $88942.37     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                        | Regions Financial Corp                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187601.01    | 0.01%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                      | Automatic Data Processing Inc                                                   | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65653.88     | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                           | Kimco Realty OP LLC                                                             | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $82084.47     | 0.00%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $258089.09    | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248837.16    | 0.01%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                            | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $89393.14     | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $194773.78    | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147496.14    | 0.01%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $44934.30     | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | Westpac Banking Corp                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $257998.16    | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                         | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $181634.22    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72407.33     | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                               | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $84713.36     | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101919.02    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                    | Philippines Government International Bonds                                      | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $251778.50    | 0.01%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                            | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     94000 | PA      | $72184.85     | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                           | LYB International Finance III LLC                                               | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40171.99     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                      | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106731.89    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31407JFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11714 | PA      | $12375.40     | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111571.51    | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                      | Indonesia Government International Bonds                                        | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $100267.96    | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | Fiserv Inc                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185055.09    | 0.01%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                             | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     95000 | PA      | $61975.95     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                            | Ingersoll Rand Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86512.16     | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192593.35    | 0.01%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                        | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $258808.05    | 0.01%             | 2036-05-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3925156.24   | 0.15%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                         | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60277.62     | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $472676.71    | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139399.99    | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CJS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94902 | PA      | $93769.46     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    831710 | PA      | $716367.42    | 0.03%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3133A4BS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1236770 | PA      | $1099393.12   | 0.04%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                         | AvalonBay Communities Inc                                                       | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     85000 | PA      | $83453.90     | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                              | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $94666.64     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124003.44    | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410KGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19176 | PA      | $20305.27     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98675.91     | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71552.52     | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401384.23    | 0.02%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148894.72    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                           | Peru Government International Bonds                                             | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $253960.00    | 0.01%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170744.63    | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106060.75    | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                          | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167472.40    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                 | Blackrock Inc                                                                   | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219199.02    | 0.01%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250871.82    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                | Fannie Mae-Aces                                                                 | CUSIP: 3136BDUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131250 | PA      | $114026.05    | 0.00%             | 2030-11-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7E44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29010 | PA      | $29779.22     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3133GGSJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3377836 | PA      | $3022341.83   | 0.12%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                      | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99078.35     | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                     | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147368.90    | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36297AZ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31384 | PA      | $32960.35     | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203425.41    | 0.01%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418BYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    647481 | PA      | $607370.72    | 0.02%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                      | Corebridge Financial Inc                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368155.45    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                         | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297260.16    | 0.01%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                          | Verisk Analytics Inc                                                            | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185573.37    | 0.01%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                   | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121304.01    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160714 | PA      | $144454.47    | 0.01%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A2MD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47052 | PA      | $45937.28     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    834662 | PA      | $814590.32    | 0.03%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84508.88     | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310424.31    | 0.01%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $8270625.00   | 0.32%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121735 | PA      | $117181.50    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                           | Moody's Corp                                                                    | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100406.34    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106791.57    | 0.00%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115805.63    | 0.00%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                      | KLA Corp                                                                        | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252548.20    | 0.01%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417ASH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2178 | PA      | $2120.10      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A5FY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137959 | PA      | $134604.27    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    140000 | PA      | $92291.97     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107488.80    | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563092 | PA      | $494653.79    | 0.02%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                         | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66713.28     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                   | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257920.77    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                      | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $87855.39     | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                     | GATX Corp                                                                       | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218225.51    | 0.01%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                               | AstraZeneca PLC                                                                 | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $20684.80     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275426.43    | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247855.36    | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                          | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99487.78     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                         | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    170000 | PA      | $190828.06    | 0.01%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                      | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $135714.71    | 0.01%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198641.15    | 0.01%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    720000 | PA      | $717595.48    | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212802.70    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90197.96     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                         | Novartis Capital Corp                                                           | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123681.73    | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43000.37     | 0.00%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    210000 | PA      | $217579.06    | 0.01%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31368HNM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20036 | PA      | $20098.51     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                         | Panama Government International Bonds                                           | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $210910.00    | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    185000 | PA      | $181498.89    | 0.01%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                      | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134941.42    | 0.01%             | 2033-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                      | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $240154.46    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                         | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65572.31     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56364.44     | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     85000 | PA      | $59667.45     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                           | Dollar General Corp                                                             | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100848.36    | 0.00%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                       | AEP Transmission Co LLC                                                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34495.89     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5084967 | PA      | $4315625.36   | 0.17%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179UXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259912 | PA      | $238772.93    | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84909.89     | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                        | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129406.67    | 0.01%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                              | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    370000 | PA      | $340524.43    | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                   | BBCMS Mortgage Trust 2023-C20                                                   | CUSIP: 07336DAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $146636.53    | 0.01%             | 2056-07-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                | Mastercard Inc                                                                  | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148366.83    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                       | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208739.41    | 0.01%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A2LE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31733 | PA      | $31501.73     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                       | Simon Property Group LP                                                         | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     50000 | PA      | $48346.46     | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    109000 | PA      | $100061.70    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                | Starbucks Corp                                                                  | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255214.64    | 0.01%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                          | Kite Realty Group LP                                                            | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     50000 | PA      | $49865.07     | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179NVQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281662 | PA      | $279854.22    | 0.01%             | 2043-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148689.03    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128142.96    | 0.01%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17200000 | PA      | $17541984.33  | 0.69%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                  | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90990.30     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7276171.84   | 0.29%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                    | Federal National Mortgage Association                                           | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    850000 | PA      | $803248.33    | 0.03%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493472.74    | 0.02%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $134679.12    | 0.01%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                         | Oglethorpe Power Corp                                                           | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104422.95    | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                     | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99778.70     | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                        | Puget Sound Energy Inc                                                          | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    105000 | PA      | $66473.96     | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175704.95    | 0.01%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                      | Benchmark 2022-B35 Mortgage Trust                                               | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $342203.89    | 0.01%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116272.37    | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                             | Johnson & Johnson                                                               | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147469.94    | 0.01%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3930000.00   | 0.15%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28565.62     | 0.00%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110654.74    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312943GM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424928 | PA      | $414478.21    | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419AGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155307 | PA      | $152682.57    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    597574 | PA      | $541276.58    | 0.02%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                         | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $171711.49    | 0.01%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132590.32    | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                           | Fifth Third Bancorp                                                             | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213808.32    | 0.01%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR Capital Corp                                                             | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153643.99    | 0.01%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    635000 | PA      | $537199.59    | 0.02%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    385000 | PA      | $407777.56    | 0.02%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                               | Nevada Power Co                                                                 | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73790.00     | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71670.68     | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                   | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $44161.06     | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60036.65     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                   | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101691.35    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WFX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400720 | PA      | $376056.80    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                            | Analog Devices Inc                                                              | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36330.43     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $678513.42    | 0.03%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87794.38     | 0.00%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    100000 | PA      | $113998.22    | 0.00%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101211.77    | 0.00%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $84527.29     | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104154.43    | 0.00%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                         | Unilever Capital Corp                                                           | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102749.91    | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                              | Genuine Parts Co                                                                | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48384.06     | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                              | Ryder System Inc                                                                | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88626.14     | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                           | Otis Worldwide Corp                                                             | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129584.52    | 0.01%             | 2031-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $187435.24    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250617.68    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                        | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95363.87     | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                     | WRKCo Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99443.26     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                        | UNIV OF TEXAS TX PERMANENT UNIV FND                                             | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     40000 | PA      | $30887.47     | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                 | UBS Commercial Mortgage Trust 2018-C8                                           | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $194608.52    | 0.01%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $208982.76    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                      | Benchmark 2018-B5 Mortgage Trust                                                | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198723.06    | 0.01%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                  | Evergy Metro Inc                                                                | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82302.36     | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52978.54     | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                      | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41907.13     | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2876863 | PA      | $2909868.79   | 0.11%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $560588.24    | 0.02%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                         | Waste Connections Inc                                                           | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $147378.75    | 0.01%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $5368593.75   | 0.21%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310803.96    | 0.01%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178354.67    | 0.01%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176054.06    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | Lloyds Banking Group PLC                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $232885.84    | 0.01%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312945KW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51397 | PA      | $51519.34     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                      | Indonesia Government International Bonds                                        | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $329868.28    | 0.01%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150706.48    | 0.01%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $116470.57    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                        | American Honda Finance Corp                                                     | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233889.79    | 0.01%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                | Hyundai Auto Receivables Trust 2024-B                                           | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314000 | PA      | $317444.80    | 0.01%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                           | Kimco Realty OP LLC                                                             | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $99509.64     | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $160448.79    | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                      | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30954.79     | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20059375.00  | 0.79%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                | Carvana Auto Receivables Trust 2025-P1                                          | CUSIP: 14689MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201523.36    | 0.01%             | 2030-05-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                        | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $193485.43    | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102937.77    | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101086.80    | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $376819.94    | 0.01%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                        | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136347.52    | 0.01%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63811.39     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7BU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5436 | PA      | $5594.99      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66578 | PA      | $65831.12     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62608.52     | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173086.99    | 0.01%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                      | Export Development Canada                                                       | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $250356.68    | 0.01%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                        | HP Inc                                                                          | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $191060.01    | 0.01%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                          | Public Storage Operating Co                                                     | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     65000 | PA      | $57516.17     | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                | Brunswick Corp/DE                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118994.12    | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129035.30    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417VX32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96858 | PA      | $99308.22     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265947.39    | 0.01%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $706348.44    | 0.03%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86316.12     | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132JBJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84402 | PA      | $77651.09     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                      | Province of British Columbia Canada                                             | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    320000 | PA      | $317773.14    | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                 | Banner Health                                                                   | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69557.27     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144517.22    | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42189.09     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                         | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113593.44    | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                  | SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC                                   | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     60000 | PA      | $58942.13     | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                   | Exelon Corp                                                                     | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103606.21    | 0.00%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                              | Bank of Montreal                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $132493.48    | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181017.29    | 0.01%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                      | Manufacturers & Traders Trust Co                                                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403853.19    | 0.02%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52733.80     | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162116.28    | 0.01%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179MNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    456130 | PA      | $420380.90    | 0.02%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53996.05     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                              | Black Hills Corp                                                                | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101126.20    | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123416.55    | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    208870 | PA      | $194707.59    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                      | Export Development Canada                                                       | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $504567.84    | 0.02%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416CCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14430 | PA      | $14518.59     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                              | Markel Group Inc                                                                | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226842.30    | 0.01%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108452.09    | 0.00%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192752.37    | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166390.86    | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                           | Kimco Realty OP LLC                                                             | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $85966.31     | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                    | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68426.35     | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2393501 | PA      | $2474175.35   | 0.10%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                        | Nordic Investment Bank                                                          | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $248433.30    | 0.01%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36297F5E8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44914 | PA      | $44751.38     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $165382.88    | 0.01%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                        | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136735.72    | 0.01%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414EHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4131 | PA      | $4274.17      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                             | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $259292.83    | 0.01%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $114547.13    | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99217.36     | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                         | Costco Wholesale Corp                                                           | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247035.99    | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                          | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194687.92    | 0.01%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                         | Becton Dickinson & Co                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110448.45    | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94430.50     | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $719439.34    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $361595.44    | 0.01%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                          | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206094.13    | 0.01%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    145000 | PA      | $104142.39    | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305477 | PA      | $286649.86    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                       | Duke Energy Florida LLC                                                         | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82438.93     | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                             | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204363.53    | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414JJW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        68 | PA      | $69.01        | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                         | DuPont de Nemours Inc                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352710.33    | 0.01%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                      | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     68000 | PA      | $59263.73     | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                             | Republic of Poland Government International Bonds                               | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1004000 | PA      | $1026271.90   | 0.04%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31413DXE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16121 | PA      | $16988.96     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77528.70     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140QGKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3616130 | PA      | $3254410.60   | 0.13%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                      | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19853.30     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                            | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108548.67    | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3133KNMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2084663 | PA      | $1842925.71   | 0.07%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                      | Export Development Canada                                                       | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    145000 | PA      | $151619.77    | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                         | Panama Government International Bonds                                           | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    445000 | PA      | $413925.65    | 0.02%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                             | NorthWestern Corp                                                               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125598.28    | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                    | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80254.30     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37455.38     | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76293.64     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4200599 | PA      | $3577448.58   | 0.14%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                        | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95412.51     | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    246000 | PA      | $197572.73    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148256.95    | 0.01%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                       | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     33000 | PA      | $42888.77     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111340.79    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115185.91    | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186808.84    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189699.78    | 0.01%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116853.22    | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31413BWG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3376 | PA      | $3557.24      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     90000 | PA      | $59529.50     | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                      | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99877.25     | 0.00%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                             | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98688.93     | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261298.02    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91189.17     | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56318.45     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                           | El Paso Electric Co                                                             | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131911.04    | 0.01%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                  | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119248.83    | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | Extra Space Storage LP                                                          | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    100000 | PA      | $98974.65     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                 | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    487000 | PA      | $495009.98    | 0.02%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                    | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219033.09    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36210BYS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44601 | PA      | $44381.63     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                              | Genuine Parts Co                                                                | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265445.65    | 0.01%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183566.26    | 0.01%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                      | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249093.94    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                      | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206752.79    | 0.01%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                         | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $92359.41     | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1024466.19   | 0.04%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                   | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $200932.60    | 0.01%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617538.68    | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                      | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66019.72     | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                       | Japan Bank for International Cooperation                                        | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $295254.51    | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                       | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18874.36     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                           | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    100000 | PA      | $94410.33     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                           | Global Payments Inc                                                             | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100161.24    | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104515.49    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197334.28    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                      | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    243098 | PA      | $255622.66    | 0.01%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                        | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $73155.74     | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419HXN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1649 | PA      | $1612.60      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                       | CarMax Auto Owner Trust 2024-4                                                  | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146000 | PA      | $147422.00    | 0.01%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204167.97    | 0.01%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128LAZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1705 | PA      | $1769.20      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90451.28     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                         | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $39094.08     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                         | Indonesia Government International Bond                                         | CUSIP: 455780DU7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199406.98    | 0.01%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                          | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98803.89     | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                         | Texas Instruments Inc                                                           | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77245.91     | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                     | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $471181.23    | 0.02%             | 2055-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                              | LPL Holdings Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261219.05    | 0.01%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69015.74     | 0.00%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                               | Xcel Energy Inc                                                                 | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99011.09     | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174949.08    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                    | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81599.20     | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                      | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264649.39    | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $219848.67    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                    | Eaton Corp                                                                      | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106204.08    | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | Altria Group Inc                                                                | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    385000 | PA      | $284150.03    | 0.01%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                          | Public Storage Operating Co                                                     | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    200000 | PA      | $197657.99    | 0.01%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    811825 | PA      | $731159.64    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $200400.60    | 0.01%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                        | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206971.34    | 0.01%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                    | Chubb Corp/The                                                                  | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $227173.96    | 0.01%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103627.95    | 0.00%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6VZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33630 | PA      | $34522.49     | 0.00%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                         | PACCAR Financial Corp                                                           | CUSIP: 69371RS64<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257090.44    | 0.01%             | 2028-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419LZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85319 | PA      | $81341.68     | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                            | Steel Dynamics Inc                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72218.77     | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    700000 | PA      | $629544.93    | 0.02%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    269000 | PA      | $159627.18    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                      | McLaren Health Care Corp                                                        | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55137.78     | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $275624.28    | 0.01%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418BVY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118195 | PA      | $116922.54    | 0.00%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                      | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     25000 | PA      | $22620.82     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115801.79    | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419HJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11727 | PA      | $11420.14     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113821.29    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128KWXX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5204 | PA      | $5466.14      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103410.57    | 0.00%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                             | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39569.46     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                       | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49029.19     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31411SKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15874 | PA      | $16465.88     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235692.76    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                              | ERP Operating LP                                                                | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $96026.35     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81412.65     | 0.00%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3129456V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    361326 | PA      | $361846.97    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                            | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     45000 | PA      | $46823.24     | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120677.67    | 0.00%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205559.86    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98066.51     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M44X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12881 | PA      | $13429.81     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                            | Panama Government International Bond                                            | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $113665.00    | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410ACL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6943 | PA      | $7316.07      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $57878.17     | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    125000 | PA      | $129885.63    | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    655000 | PA      | $571276.75    | 0.02%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59947.61     | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87782.12     | 0.00%             | 2031-01-24      | Fixed         | 5.14%                 | 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        |    200000 | PA      | $201498.33    | 0.01%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                            | Ameren Illinois Co                                                              | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35034.86     | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                           | Cardinal Health Inc                                                             | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256975.47    | 0.01%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                        | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152645.74    | 0.01%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                    | DOC DR LLC                                                                      | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     50000 | PA      | $50014.50     | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9VU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307385 | PA      | $282897.73    | 0.01%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194358.85    | 0.01%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130228.92    | 0.01%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                     | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150495.34    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9194414.04   | 0.36%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                 | Sutter Health                                                                   | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78748.40     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106872.94    | 0.00%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                           | Charles Schwab Corp/The                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133779.28    | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                          | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119716.33    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                    | Cabot Corp                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98630.75     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86655.97     | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    200000 | PA      | $203618.87    | 0.01%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158662.89    | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                         | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $222154.89    | 0.01%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                           | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68622.45     | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $257559.62    | 0.01%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129233.83    | 0.01%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                           | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $185960.83    | 0.01%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $683607.10    | 0.03%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138ENLB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237557 | PA      | $235481.28    | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92265.99     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CSF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328840 | PA      | $315880.02    | 0.01%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                               | Nevada Power Co                                                                 | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113534.74    | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $470413.04    | 0.02%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147889.62    | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $662283.15    | 0.03%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                            | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $91876.81     | 0.00%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137028.53    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                         | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112813.11    | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                           | Exeter Automobile Receivables Trust                                             | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403293.20    | 0.02%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132GLG24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15588 | PA      | $15178.88     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $389257.53    | 0.02%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                            | Realty Income Corp                                                              | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    125000 | PA      | $103530.19    | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                          | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    150000 | PA      | $143961.99    | 0.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                       | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156665.47    | 0.01%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194090.33    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140QLWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1510422 | PA      | $1281285.60   | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                          | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $421720.84    | 0.02%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                       | CGI Inc                                                                         | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203610.83    | 0.01%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92393.77     | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31376JX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       221 | PA      | $230.90       | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                       | Duke Energy Indiana LLC                                                         | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $145111.92    | 0.01%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                               | Israel Government International Bond                                            | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $206739.19    | 0.01%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                      | African Development Bank                                                        | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    205000 | PA      | $207792.05    | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                       | Northwestern University                                                         | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55231.10     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221366 | PA      | $213247.20    | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41473.54     | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                             | Southern Power Co                                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89739.24     | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                       | California Institute of Technology                                              | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29337.51     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198235.36    | 0.01%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140QEML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3744167 | PA      | $3062731.39   | 0.12%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605126.45    | 0.02%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620AQYG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142964 | PA      | $145253.68    | 0.01%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                              | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    350000 | PA      | $367383.35    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                          | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17638 | PA      | $16588.02     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | Royal Bank of Canada                                                            | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $255994.99    | 0.01%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                | PECO Energy Co                                                                  | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108353.51    | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262258.57    | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                        | Corp Andina de Fomento                                                          | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $207081.31    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140X6PV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554506 | PA      | $520394.26    | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                              | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129662.60    | 0.01%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416MZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45258 | PA      | $45534.56     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170611.16    | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                 | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    150000 | PA      | $152406.45    | 0.01%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                        | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    155000 | PA      | $114379.81    | 0.00%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132595.14    | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21866.67     | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $231433.82    | 0.01%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                        | ConocoPhillips Co                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142048.89    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9360546.90   | 0.37%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1606727 | PA      | $1427089.50   | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76134.40     | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    720000 | PA      | $436166.69    | 0.02%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127644.22    | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                      | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    195000 | PA      | $181181.98    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257025.17    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10511328.10  | 0.41%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                         | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236910.21    | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128814.39    | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96289.80     | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202887.35    | 0.01%             | 2035-09-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179T4R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103681 | PA      | $105252.31    | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241KSZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1717 | PA      | $1787.62      | 0.00%             | 2038-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                     | ORIX Corp                                                                       | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $253024.83    | 0.01%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186857.73    | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46287 | PA      | $46039.76     | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4200390.60   | 0.16%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31407CKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16914 | PA      | $17299.27     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                      | W R Berkley Corp                                                                | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106451.50    | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207253.68    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                        | ConocoPhillips Co                                                               | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254857.46    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    370000 | PA      | $371643.17    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                   | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49499.89     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7DJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8657 | PA      | $8886.44      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417SBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7803 | PA      | $7674.38      | 0.00%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                        | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42141.51     | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                      | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    165000 | PA      | $173867.10    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                           | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $258295.54    | 0.01%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132JP2W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206152 | PA      | $189599.52    | 0.01%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     80000 | PA      | $55664.53     | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $76898.16     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A1L33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        19 | PA      | $18.80        | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620C4XA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39231 | PA      | $36725.25     | 0.00%             | 2040-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $48617.55     | 0.00%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6436695 | PA      | $6578129.37   | 0.26%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                             | Johnson & Johnson                                                               | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110346.85    | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                           | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83194.35     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                               | McDonald's Corp                                                                 | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253289.43    | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509242.06    | 0.02%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                         | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95587.29     | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                   | BBCMS Mortgage Trust 2025-5C33                                                  | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $210492.30    | 0.01%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $547496.76    | 0.02%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                            | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $91117.96     | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                      | Florida Power & Light Co                                                        | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148790.43    | 0.01%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                              | SAN DIEGO CNTY CA WTR AUTH FING AGY WTR REVENUE                                 | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104437.98    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                       | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53877.01     | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8CB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64362 | PA      | $67889.29     | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                              | Altria Group Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61959.89     | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                      | Automatic Data Processing Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89964.34     | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                         | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39116.73     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417KYB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137288 | PA      | $135080.92    | 0.01%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI Properties LP                                                              | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    435000 | PA      | $441359.86    | 0.02%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49283.39     | 0.00%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                         | Quest Diagnostics Inc                                                           | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253819.40    | 0.01%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                            | CNA Financial Corp                                                              | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17854.13     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241LHD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80544 | PA      | $83395.28     | 0.00%             | 2040-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7523691 | PA      | $6092357.46   | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                                        | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196171.64    | 0.01%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419HTX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20305 | PA      | $20291.46     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                  | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257095.92    | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                              | Enel Americas SA                                                                | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     35000 | PA      | $34938.11     | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $226956.44    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                  | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98060.03     | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    315290 | PA      | $285499.84    | 0.01%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                        | Corp Andina de Fomento                                                          | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    105000 | PA      | $105207.16    | 0.00%             | 2028-01-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                             | Tampa Electric Co                                                               | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43076.38     | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                    | 3M Co                                                                           | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255614.30    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77807.50     | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85722.53     | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                       | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    175000 | PA      | $180133.27    | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                        | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $85493.87     | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    958621 | PA      | $966930.02    | 0.04%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                               | AstraZeneca PLC                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $54260.65     | 0.00%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127802.46    | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99992.64     | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                           | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $90600.64     | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99594.84     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                        | Morgan Stanley Bank NA                                                          | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326255.48    | 0.01%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US Bancorp                                                                      | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178933.94    | 0.01%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                         | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $113207.14    | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312928GE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6059 | PA      | $6385.28      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                               | Caterpillar Inc                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221732.64    | 0.01%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                   | PNC Bank NA                                                                     | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235208.83    | 0.01%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98605.53     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215438.05    | 0.01%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                             | General Mills Inc                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183761.25    | 0.01%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    398334 | PA      | $377907.95    | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83745 | PA      | $87134.49     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                             | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $139099.61    | 0.01%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    390000 | PA      | $358052.17    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $340603.70    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $257602.96    | 0.01%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250115.27    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6340742.17   | 0.25%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31415YGM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11609 | PA      | $11959.94     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                             | Korea International Bond                                                        | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $255201.90    | 0.01%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                   | Target Corp                                                                     | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64983.89     | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94584.01     | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                       | Duke Energy Florida LLC                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    335000 | PA      | $299868.69    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                        | Texas Health Resources                                                          | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25076.37     | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                     | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $456760.60    | 0.02%             | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126857.69    | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230521 | PA      | $225444.66    | 0.01%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418WE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28125 | PA      | $27528.04     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                      | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $212114.15    | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $196976.90    | 0.01%             | 2031-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                        | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $38119.72     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97277.73     | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A2KZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2307 | PA      | $2304.66      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                              | Genuine Parts Co                                                                | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57628.56     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296SHU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10371 | PA      | $10660.94     | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                      | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75285.43     | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31411YL76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5203 | PA      | $5396.54      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                       | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $560461.92    | 0.02%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                          | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132956.08    | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                             | Tampa Electric Co                                                               | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253452.83    | 0.01%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417AKP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19438 | PA      | $19284.38     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195876.19    | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478081 | PA      | $478300.27    | 0.02%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                            | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103033.99    | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                             | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98210.05     | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410GWA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58900 | PA      | $59630.41     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240799.35    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34227.46     | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                              | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153304.22    | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106773.56    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157951.44    | 0.01%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274542 | PA      | $266262.25    | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98720.21     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412LWT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2591 | PA      | $2743.19      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                            | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35456.76     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93690.65     | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                         | Kentucky Utilities Co                                                           | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $73167.48     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                   | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98032.63     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418E5N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1376762 | PA      | $1366697.32   | 0.05%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260818.10    | 0.01%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $85468.85     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                         | BlackRock Funding Inc                                                           | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39622.58     | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3024375.00   | 0.12%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                                      | Yale-New Haven Health Services Corp                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29527.91     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                         | Canadian National Railway Co                                                    | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $110994.74    | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245958.97    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                         | MidAmerican Energy Co                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87603.18     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31411EZ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43425 | PA      | $44695.67     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                   | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    600000 | PA      | $732068.94    | 0.03%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556809 | PA      | $518512.77    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158361.06    | 0.01%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                       | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              |  | US        |    180000 | PA      | $181342.80    | 0.01%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                       | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105631.71    | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                      | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204853.40    | 0.01%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1453059 | PA      | $1445890.99   | 0.06%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12800937.50  | 0.50%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62759.11     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                         | AvalonBay Communities Inc                                                       | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $93506.72     | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                           | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $107500.94    | 0.00%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11762343.72  | 0.46%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                             | Union Electric Co                                                               | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80340.97     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FF3X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $382000.32    | 0.01%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5D98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40757 | PA      | $42994.79     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61287.28     | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                       | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $161270.06    | 0.01%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140J7MZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59048 | PA      | $58329.76     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22100.56     | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                 | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    179000 | PA      | $164448.93    | 0.01%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                         | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $40194.61     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $112171.91    | 0.00%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2682514 | PA      | $2217747.99   | 0.09%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1635742.20   | 0.06%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    391971 | PA      | $372664.12    | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    163000 | PA      | $130583.08    | 0.01%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                           | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    205000 | PA      | $193940.82    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31335AFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633276 | PA      | $596076.17    | 0.02%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                         | Wells Fargo Commercial Mortgage Trust 2018-C46                                  | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1141236.77   | 0.04%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                            | Realty Income Corp                                                              | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $95931.75     | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122453.67    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                      | Benchmark 2018-B2 Mortgage Trust                                                | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $192437.33    | 0.01%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue               | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                     | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     89162 | PA      | $99619.66     | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                          | Public Storage Operating Co                                                     | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     60000 | PA      | $59056.42     | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                 | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149361.50    | 0.01%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                               | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129831.50    | 0.01%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116276.85    | 0.00%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                       | John Deere Capital Corp                                                         | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98142.81     | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418TJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30058 | PA      | $30112.05     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165789.88    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64222.93     | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                      | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    125000 | PA      | $94540.22     | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                         | Unilever Capital Corp                                                           | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    133000 | PA      | $145818.09    | 0.01%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98554.06     | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WDBY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38926 | PA      | $38827.55     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111269.97    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104087.36    | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416WEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67576 | PA      | $67801.60     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65812.94     | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | 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        |    565000 | PA      | $558167.87    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                       | Spectra Energy Partners LP                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143907.96    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194414.63    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                         | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $254023.44    | 0.01%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                       | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46848.10     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252765.56    | 0.01%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $340098.19    | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78867.53     | 0.00%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                   | Ovintiv Inc                                                                     | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180233.94    | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                            | Province of Quebec Canada                                                       | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $204578.41    | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132D9VF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370923 | PA      | $331822.36    | 0.01%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                    | Philippines Government International Bonds                                      | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $167328.96    | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                        | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246721.98    | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                          | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34813.89     | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    600000 | PA      | $516848.40    | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                              | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117918.01    | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    260000 | PA      | $231604.00    | 0.01%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360863.69    | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84231.93     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                        | Mid-America Apartments LP                                                       | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    100000 | PA      | $99249.22     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                              | Duke Energy Corp                                                                | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265540.40    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                      | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206105.53    | 0.01%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45759.86     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630240.66    | 0.02%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                        | International Paper Co                                                          | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140602.08    | 0.01%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6918 | PA      | $7081.93      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                      | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41454.89     | 0.00%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                    | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99135.23     | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1973044 | PA      | $1997507.89   | 0.08%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                           | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179410.34    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                              | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99230.41     | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                        | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171587.69    | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                           | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $206826.68    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2503047 | PA      | $2493280.62   | 0.10%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $61720.83     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                      | Montefiore Obligated Group                                                      | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $57311.26     | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144185.76    | 0.01%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                            | UNIV OF TEXAS TX UNIV REVENUES                                                  | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     50000 | PA      | $31282.65     | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356296.47    | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                   | Snap-on Inc                                                                     | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70686.01     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                               | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1037000 | PA      | $980943.31    | 0.04%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | Fiserv Inc                                                                      | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253619.89    | 0.01%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                        | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $178145.84    | 0.01%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                      | African Development Bank                                                        | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $203190.67    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309499 | PA      | $278034.47    | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1945629 | PA      | $1792907.42   | 0.07%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMU27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118661 | PA      | $114654.60    | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                       | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190792.05    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215155.77    | 0.01%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234915.99    | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258892.18    | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                      | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69766.82     | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                        | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129197.17    | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5984062.50   | 0.23%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    150000 | PA      | $134550.42    | 0.01%             | 2060-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $125790.00    | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A57C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3237 | PA      | $3233.33      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77885.54     | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145512.65    | 0.01%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188212.71    | 0.01%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $94364.97     | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85102.50     | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| State Public School Building Authority                                        | STATE PUBLIC SCH BLDG AUTH PA                                                   | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |     96000 | PA      | $97874.74     | 0.00%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11315625.00  | 0.44%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                         | Republic Services Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173251.52    | 0.01%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                    | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98691.82     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                   | Exelon Corp                                                                     | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93418.25     | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620ARLM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127579 | PA      | $122377.12    | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $5879671.88   | 0.23%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    390000 | PA      | $363041.21    | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235706.61    | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                               | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148987.11    | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                         | Svensk Exportkredit AB                                                          | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $202996.53    | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                         | RPM International Inc                                                           | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99250.19     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                | Starbucks Corp                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149742.45    | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                         | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $60188.65     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                          | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12147.91     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                          | Parker-Hannifin Corp                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $388314.11    | 0.02%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103252.43    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                       | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $267383.84    | 0.01%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259987 | PA      | $236303.15    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179YYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1921170 | PA      | $1976339.42   | 0.08%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                        | Koninklijke Philips NV                                                          | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $93984.75     | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21779.93     | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2312173.82   | 0.09%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                      | Benchmark 2020-B18 Mortgage Trust                                               | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296875 | PA      | $261420.47    | 0.01%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42786.84     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                      | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $240715.40    | 0.01%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210776.96    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                        | Puget Sound Energy Inc                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53281.50     | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414J6V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18339 | PA      | $19316.19     | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                      | African Development Bank                                                        | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $251150.24    | 0.01%             | 2027-02-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416XQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70166 | PA      | $70435.57     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36176XFR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5227 | PA      | $4891.64      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77779.14     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                       | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140556.56    | 0.01%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    684841 | PA      | $643046.99    | 0.03%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2853968 | PA      | $2886243.18   | 0.11%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DV4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1749340 | PA      | $1555324.51   | 0.06%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228154.06    | 0.01%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                   | Exelon Corp                                                                     | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97758.45     | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74433.37     | 0.00%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                    | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52641.41     | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                        | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561923.36    | 0.02%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $938289.78    | 0.04%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                             | Healthpeak OP LLC                                                               | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    160000 | PA      | $149818.72    | 0.01%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249948.33    | 0.01%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                       | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481258.91    | 0.02%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258220.76    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148656.45    | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                           | Fifth Third Bancorp                                                             | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73384.54     | 0.00%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $300585.13    | 0.01%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                              | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119152.53    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                       | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    137000 | PA      | $150140.74    | 0.01%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                              | Ventas Realty LP                                                                | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    145000 | PA      | $150985.75    | 0.01%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81573.70     | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                | CENTRL PUGET SOUND WA REGL TRANSIT AUTH SALES & USE TAX                         | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51631.79     | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77788.23     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | Enbridge Inc                                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $182722.14    | 0.01%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417KMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58368 | PA      | $57405.61     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                             | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    100000 | PA      | $87543.72     | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $67058.90     | 0.00%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9708203.10   | 0.38%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $161424.14    | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3531152 | PA      | $3253887.44   | 0.13%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410KWQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6958 | PA      | $7217.28      | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31409WLG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56619 | PA      | $58911.43     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                      | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $150954.20    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36176MUY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31795 | PA      | $31344.71     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                          | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $81817.46     | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                            | First Horizon Corp                                                              | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164698.87    | 0.01%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $503773.25    | 0.02%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140548 | PA      | $129307.38    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     95000 | PA      | $69643.16     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $840656.25    | 0.03%             | 2027-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65078.38     | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                            | Southwest Gas Corp                                                              | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98718.95     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | 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        |    160000 | PA      | $115239.34    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    100000 | PA      | $92283.42     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1014738.67   | 0.04%             | 2030-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                             | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62715.76     | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                       | Simon Property Group LP                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $237515.04    | 0.01%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299871.70    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312944JL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8508 | PA      | $8275.03      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                        | Corp Andina de Fomento                                                          | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    220000 | PA      | $226280.37    | 0.01%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3436254 | PA      | $2967707.93   | 0.12%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                           | Emerson Electric Co                                                             | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188160.03    | 0.01%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31292LPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1971 | PA      | $1919.54      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEATH SYS TX                                                       | Children's Health System of Texas                                               | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    105000 | PA      | $62446.53     | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153872.31    | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117923.78    | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    505733 | PA      | $487802.13    | 0.02%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                      | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $445891.90    | 0.02%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                           | Peru Government International Bonds                                             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    233000 | PA      | $202127.50    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                          | Waste Management Inc                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25995.54     | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                             | Council Of Europe Development Bank                                              | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    280000 | PA      | $288005.49    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                              | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $214919.06    | 0.01%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419CZ48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1206 | PA      | $1173.07      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                      | Agilent Technologies Inc                                                        | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249166.84    | 0.01%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                      | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     50000 | PA      | $46398.19     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                  | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     55000 | PA      | $66093.75     | 0.00%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    553205 | PA      | $566427.88    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    360000 | PA      | $339734.69    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                      | Constellation Brands Inc                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126375.76    | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                               | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290543.56    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50121.74     | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                           | Moody's Corp                                                                    | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72236.83     | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182364.58    | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98726.78     | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                           | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $98773.02     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4101015.66   | 0.16%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299488.29    | 0.01%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276614.80    | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                         | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108350.23    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                             | Tractor Supply Co                                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61865.89     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                               | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     45000 | PA      | $34959.04     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                           | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    125000 | PA      | $118217.94    | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                           | Progress Energy Inc                                                             | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172886.83    | 0.01%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147554.16    | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180674.50    | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312940YB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123471 | PA      | $126598.26    | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $161165.92    | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8CZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51680 | PA      | $53836.31     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                       | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146017.12    | 0.01%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                   | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160600.23    | 0.01%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416XJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259402 | PA      | $252853.60    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                               | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    168000 | PA      | $141901.56    | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132JBH89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173850 | PA      | $159945.78    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196490.00    | 0.01%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140X5D34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1569316 | PA      | $1505139.39   | 0.06%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                        | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70142.45     | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176750.16    | 0.01%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                            | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48003.80     | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                 | DTE Energy Co                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123648.57    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                              | Ryder System Inc                                                                | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184891.48    | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195837.39    | 0.01%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                           | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $508178.95    | 0.02%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310597.48    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122775.12    | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                     | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42391.24     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3934548 | PA      | $3252826.48   | 0.13%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                    | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252630.38    | 0.01%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                         | MidAmerican Energy Co                                                           | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26750.08     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                           | Province of Alberta Canada                                                      | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $133053.59    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A3CH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42105 | PA      | $41106.78     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224065 | PA      | $209977.28    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                      | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301612.39    | 0.01%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136263.77    | 0.01%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199145.66    | 0.01%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                        | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197021.63    | 0.01%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 3618N5GQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1800685 | PA      | $1832777.52   | 0.07%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                       | Philippine Government International Bond                                        | CUSIP: 718286DD6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $242230.27    | 0.01%             | 2049-09-05      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31335AUT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202246 | PA      | $213327.71    | 0.01%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                      | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $122649.30    | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $77147.47     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                            | UNIV OF TEXAS TX                                                                | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     90000 | PA      | $85776.69     | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143934.63    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $326214.84    | 0.01%             | 2029-08-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149157.72    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83925.63     | 0.00%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254580.78    | 0.01%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138ERD72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232846 | PA      | $226438.39    | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                                              | UL Solutions Inc                                                                | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263243.41    | 0.01%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                    | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    155000 | PA      | $161457.70    | 0.01%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                      | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197225.29    | 0.01%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                       | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512405.54    | 0.02%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                        | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254387.30    | 0.01%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                       | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     73000 | PA      | $88954.69     | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180172 | PA      | $180600.77    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $232652.06    | 0.01%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    650000 | PA      | $647656.33    | 0.03%             | 2029-08-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $161345.85    | 0.01%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    205000 | PA      | $192987.00    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                           | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134130.43    | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98389.25     | 0.00%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                             | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56441.76     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     40000 | PA      | $35599.37     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                 | Banner Health                                                                   | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35475.54     | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                      | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95735.16     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    345000 | PA      | $319288.67    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196742.33    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                             | Store Capital LLC                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     50000 | PA      | $45451.15     | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                          | Stanford Health Care                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23694.84     | 0.00%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121783.54    | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                            | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100579.88    | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                      | Baylor Scott & White Holdings                                                   | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80394.01     | 0.00%             | 2045-11-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                           | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90229.97     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                             | L3Harris Technologies Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198789.06    | 0.01%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                           | Peru Government International Bonds                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     50000 | PA      | $50150.00     | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                            | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23776.37     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                      | Indonesia Government International Bonds                                        | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201732.07    | 0.01%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728387.84    | 0.03%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $169348.62    | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                             | General Mills Inc                                                               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254543.59    | 0.01%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    607868 | PA      | $550038.25    | 0.02%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128PTL45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2845 | PA      | $2835.41      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215733.74    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113239.82    | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152138.74    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                         | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $135371.23    | 0.01%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140KELG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6446810 | PA      | $5244547.98   | 0.21%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                             | L3Harris Technologies Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67513.25     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179QRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115961 | PA      | $111518.44    | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                       | Connecticut Light and Power Co/The                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254541.75    | 0.01%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36202FJP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87755 | PA      | $84987.97     | 0.00%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    629456 | PA      | $585614.57    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                        | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131816.95    | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77346.75     | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1447617.18   | 0.06%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417YXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3922 | PA      | $3908.09      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FWG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2383333 | PA      | $2111077.72   | 0.08%             | 2030-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312933AP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19559 | PA      | $19275.80     | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    725000 | PA      | $750984.59    | 0.03%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $217845.52    | 0.01%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                             | EOG Resources Inc                                                               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403673.66    | 0.02%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                                      | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    145000 | PA      | $150545.49    | 0.01%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $64825.09     | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355400.09    | 0.01%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                      | Benchmark 2020-B19 Mortgage Trust                                               | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $702945.12    | 0.03%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104247.05    | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48124.34     | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134611.12    | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                       | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99158.70     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                       | Simon Property Group LP                                                         | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $197926.99    | 0.01%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $342331.34    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                          | MISSISSIPPI ST                                                                  | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102941.27    | 0.00%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     56000 | PA      | $52823.95     | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278872.97    | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                   | Revvity Inc                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156271.07    | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172624.55    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247337.47    | 0.01%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                      | George Washington University/The                                                | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164890.83    | 0.01%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72220.07     | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201655.05    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                          | CONNECTICUT ST                                                                  | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107519.53    | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $17666718.75  | 0.69%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128LDSL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       456 | PA      | $474.65       | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                    | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43278.18     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39115.74     | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1605500.00   | 0.06%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241LUR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117757 | PA      | $124005.79    | 0.00%             | 2040-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35411.65     | 0.00%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                                         | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    563000 | PA      | $557962.44    | 0.02%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145331.56    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    525000 | PA      | $506493.65    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296UFC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17045 | PA      | $16961.39     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                       | Trustees of Princeton University/The                                            | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76561.24     | 0.00%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WFKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616317 | PA      | $579404.85    | 0.02%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                             | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208648.86    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                           | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91916.33     | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    594372 | PA      | $511945.08    | 0.02%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224230.07    | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135840.36    | 0.01%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                              | ERP Operating LP                                                                | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $93260.59     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31405AZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13955 | PA      | $14428.59     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                            | Realty Income Corp                                                              | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    175000 | PA      | $178146.70    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                             | Republic of Poland Government International Bonds                               | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $387342.40    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                     | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2350000 | PA      | $2428451.67   | 0.10%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $310271.39    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313718.50    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205018 | PA      | $196148.48    | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87329.52     | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                         | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26969.76     | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296GPA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8550 | PA      | $8781.96      | 0.00%             | 2038-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                       | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    225000 | PA      | $196114.96    | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31403DUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39671 | PA      | $41276.51     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                          | IBM International Capital Pte Ltd                                               | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $253367.97    | 0.01%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138YUHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546484 | PA      | $498772.08    | 0.02%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                  | VeriSign Inc                                                                    | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256806.17    | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31376KAQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3405 | PA      | $3404.29      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $289250.17    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FL6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    714286 | PA      | $704724.85    | 0.03%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $214831.28    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36297A4N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48501 | PA      | $50501.90     | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                            | Panama Government International Bond                                            | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $108145.00    | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78245.54     | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                       | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160293.02    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                        | Roper Technologies Inc                                                          | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95210.85     | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                             | Omnicom Group Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91828.78     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQKC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $945421.70    | 0.04%             | 2029-10-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                      | TotalEnergies Capital SA                                                        | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $125833.78    | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                  | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $118338.52    | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137373.50    | 0.01%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                   | PNC Bank NA                                                                     | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245841.10    | 0.01%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $166586.39    | 0.01%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    460007 | PA      | $427015.39    | 0.02%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                        | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     65000 | PA      | $67281.38     | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                      | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    800000 | PA      | $846894.46    | 0.03%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7SW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31390 | PA      | $32546.86     | 0.00%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183846.30    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    410000 | PA      | $279704.43    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56029.12     | 0.00%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296DAV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       276 | PA      | $283.50       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109220.33    | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                | S&P Global Inc                                                                  | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68555.85     | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                      | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75038.58     | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Federal National Mortgage Association                                           | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $543573.49    | 0.02%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149313.24    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203565.35    | 0.01%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                       | Japan International Cooperation Agency                                          | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $197231.77    | 0.01%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4812109.40   | 0.19%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98920.75     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108815.82    | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40512.63     | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    279000 | PA      | $240831.54    | 0.01%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5639284 | PA      | $4778087.14   | 0.19%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                    | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99754.44     | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A7BL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28375 | PA      | $28315.11     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31296KLP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1313 | PA      | $1342.06      | 0.00%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243008.62    | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | Marvell Technology Inc                                                          | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $260809.97    | 0.01%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54055.60     | 0.00%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176012.57    | 0.01%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                         | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70475.87     | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | Alphabet Inc                                                                    | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189708.24    | 0.01%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                              | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    280000 | PA      | $285673.98    | 0.01%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219631.44    | 0.01%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128LCSB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9534 | PA      | $9787.45      | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219988.05    | 0.01%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                        | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130100.51    | 0.01%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62287 | PA      | $63788.20     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51024 | PA      | $51635.74     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2268199 | PA      | $2016495.02   | 0.08%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                      | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114020.66    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                     | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $89250.72     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                           | Vulcan Materials Co                                                             | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257881.35    | 0.01%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36295GN40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7796 | PA      | $8141.83      | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4016857 | PA      | $3496820.59   | 0.14%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183184.26    | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5R93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13286 | PA      | $13791.56     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1424289 | PA      | $1472543.21   | 0.06%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                          | Chile Government International Bonds                                            | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $214662.50    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                        | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519237.58    | 0.02%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                             | General Mills Inc                                                               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75142.85     | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                      | eBay Inc                                                                        | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $274606.77    | 0.01%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162550.27    | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4T29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13310 | PA      | $14041.75     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                            | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $435854.33    | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                       | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $154481.75    | 0.01%             | 2029-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471117.48    | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    290000 | PA      | $186715.18    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                        | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103306.49    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    417000 | PA      | $431976.07    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                       | Japan Bank for International Cooperation                                        | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $179046.47    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                            | Steel Dynamics Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56683.50     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $145575.63    | 0.01%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                      | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73603.61     | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                        | Chubb INA Holdings LLC                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    415000 | PA      | $363636.79    | 0.01%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189394.77    | 0.01%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A2CX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2781 | PA      | $2858.73      | 0.00%             | 2039-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                 | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    350000 | PA      | $405467.55    | 0.02%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                     | Wyeth LLC                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    350000 | PA      | $379118.12    | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79645.81     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                | Air Lease Corp                                                                  | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406118.17    | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                         | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147836.47    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296NXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16835 | PA      | $17515.37     | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                      | Children's Hospital Corp/The                                                    | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54376.24     | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                          | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306519.08    | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57203.72     | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                         | Helmerich & Payne Inc                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39754.03     | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63774 | PA      | $66176.95     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                | Idaho Power Co                                                                  | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185751.36    | 0.01%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1139361 | PA      | $1165386.29   | 0.05%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138NYGM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756139 | PA      | $712833.95    | 0.03%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178696.99    | 0.01%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                          | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151997.46    | 0.01%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                             | Republic of Poland Government International Bonds                               | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    165000 | PA      | $176782.37    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207566.10    | 0.01%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                             | Healthpeak OP LLC                                                               | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    150000 | PA      | $141759.72    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                            | PPG Industries Inc                                                              | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46291.38     | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                              | Ryder System Inc                                                                | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102350.46    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140X4H90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    778979 | PA      | $752062.19    | 0.03%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                      | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    110000 | PA      | $114184.50    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | Enbridge Inc                                                                    | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $148923.32    | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206661.93    | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104873.48    | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595339.03    | 0.02%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78860.83     | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137001.74    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                        | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $150704.44    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138ACC54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3191 | PA      | $3178.13      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     55000 | PA      | $33010.54     | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                          | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $236644.40    | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    155000 | PA      | $158054.21    | 0.01%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                  | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84178.76     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | Westpac Banking Corp                                                            | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $391731.74    | 0.02%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    645759 | PA      | $643062.79    | 0.03%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                         | Indonesia Government International Bond                                         | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $183559.81    | 0.01%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252324.22    | 0.01%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                           | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44606.90     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | American Tower Corp                                                             | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    125000 | PA      | $129162.79    | 0.01%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200152.86    | 0.01%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                      | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100172.46    | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36210BBG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9002 | PA      | $9166.05      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                        | Boardwalk Pipelines LP                                                          | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259395.60    | 0.01%             | 2034-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                            | Ingersoll Rand Inc                                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180816.68    | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95326.09     | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112457.01    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231029.50    | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108499.22    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                             | Hyatt Hotels Corp                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91461.16     | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75029.90     | 0.00%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                       | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110633 | PA      | $113717.90    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417SP53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31420 | PA      | $31395.14     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    320000 | PA      | $206781.20    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128LAF21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       769 | PA      | $789.41       | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36297FYH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60118 | PA      | $61656.37     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                         | Arrow Electronics Inc                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163797.04    | 0.01%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                       | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    145000 | PA      | $146809.55    | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102249.54    | 0.00%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                      | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104328.73    | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                    | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143577.92    | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae                                                                      | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1425000 | PA      | $1449244.34   | 0.06%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131709.48    | 0.01%             | 2026-11-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    125000 | PA      | $105660.95    | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                         | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $392845.60    | 0.02%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $267280.45    | 0.01%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    132000 | PA      | $105272.85    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                         | Campbell's Company/The                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199768.64    | 0.01%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                  | GS Mortgage Securities Trust 2021-GSA3                                          | CUSIP: 36263UAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $529136.88    | 0.02%             | 2054-12-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197755.06    | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71662.87     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138X0QR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61361 | PA      | $60207.87     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253918.67    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $323545.39    | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                              | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30534.00     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179NF60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    302095 | PA      | $277419.68    | 0.01%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                        | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61347.68     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XKJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496701 | PA      | $485598.64    | 0.02%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164015.30    | 0.01%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9661138 | PA      | $7833976.08   | 0.31%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36202FZX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306452 | PA      | $290238.29    | 0.01%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                              | Emory University                                                                | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31817.21     | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $123256.36    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                           | Charles Schwab Corp/The                                                         | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148579.04    | 0.01%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $159561.48    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $257654.72    | 0.01%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                      | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255889.49    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                       | Japan International Cooperation Agency                                          | CUSIP: 47109LAA2<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $196333.85    | 0.01%             | 2026-10-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419E3Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40713 | PA      | $39798.79     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                      | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     75000 | PA      | $75784.53     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $85329.45     | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                 | UBS Commercial Mortgage Trust 2017-C7                                           | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $345415.25    | 0.01%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86406.81     | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6RL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24560 | PA      | $25211.66     | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417LM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41860 | PA      | $41230.21     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5BU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12456 | PA      | $13141.11     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1910507.82   | 0.07%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139253.86    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae                                                                      | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    700000 | PA      | $638131.24    | 0.03%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     70000 | PA      | $70983.55     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                      | Export Development Canada                                                       | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    310000 | PA      | $314102.82    | 0.01%             | 2029-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254629.73    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $121655.29    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152349 | PA      | $146570.19    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $141161.64    | 0.01%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218115.09    | 0.01%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                         | University of Chicago/The                                                       | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22781.05     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3133KR5L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1153751 | PA      | $1192653.62   | 0.05%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                    | Dover Corp                                                                      | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19020.99     | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    145000 | PA      | $117138.28    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135905.15    | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                         | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49271.02     | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                    | 3M Co                                                                           | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121314.20    | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3129325A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19935 | PA      | $20123.90     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147402.10    | 0.01%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427631.71    | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                      | Martin Marietta Materials Inc                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183698.95    | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416MTX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       971 | PA      | $945.55       | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                      | Interstate Power and Light Co                                                   | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84518.86     | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                           | Citigroup Commercial Mortgage Trust 2018-B2                                     | CUSIP: 17327FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196364.44    | 0.01%             | 2051-03-10      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    385000 | PA      | $390700.74    | 0.02%             | 2030-03-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    791017 | PA      | $715719.48    | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5337289 | PA      | $4412464.42   | 0.17%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                            | Analog Devices Inc                                                              | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67416.05     | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138XYRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252696 | PA      | $248482.79    | 0.01%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                         | Aon North America Inc                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $520852.13    | 0.02%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                            | Ameren Illinois Co                                                              | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99626.30     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172295.40    | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                            | Honda Motor Co Ltd                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $252204.75    | 0.01%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56463.54     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157180.84    | 0.01%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $77638.15     | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                 | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    145000 | PA      | $159983.49    | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147487.85    | 0.01%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296056 | PA      | $269179.22    | 0.01%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                            | Grupo Televisa SAB                                                              | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $217136.06    | 0.01%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130190.58    | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $857616.93    | 0.03%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308143 | PA      | $303935.70    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85704.69     | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200921.32    | 0.01%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8158400 | PA      | $6624616.02   | 0.26%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                             | Atmos Energy Corp                                                               | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    125000 | PA      | $137487.63    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132KFSQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    479609 | PA      | $463292.60    | 0.02%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158954.57    | 0.01%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                           | Abbott Laboratories                                                             | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55332.28     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90056.04     | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                            | HOUSTON TX                                                                      | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    100000 | PA      | $85838.44     | 0.00%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    225000 | PA      | $180932.57    | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                          | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $88078.97     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205727 | PA      | $195844.13    | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    140000 | PA      | $138545.01    | 0.01%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256349.86    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWKK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    676716 | PA      | $707660.41    | 0.03%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                       | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253419.74    | 0.01%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                       | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    250000 | PA      | $249812.34    | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7422187.52   | 0.29%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $31887.52     | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199989.12    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82841.86     | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414SNJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1009 | PA      | $1034.14      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                           | Abbott Laboratories                                                             | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42386.10     | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                 | Blackrock Inc                                                                   | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44564.96     | 0.00%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                             | Store Capital LLC                                                               | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     50000 | PA      | $49843.69     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2707193 | PA      | $2238994.82   | 0.09%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211440.38    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                           | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106431.61    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417D2J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529761 | PA      | $487357.59    | 0.02%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95856.43     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    355000 | PA      | $394437.91    | 0.02%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $219970.93    | 0.01%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | Westpac Banking Corp                                                            | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $66050.99     | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                               | Hershey Co/The                                                                  | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46915.83     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                            | Union Pacific Corp                                                              | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81369.17     | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131864.27    | 0.01%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130180.07    | 0.01%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53075.52     | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | Brookfield Finance Inc                                                          | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $73073.31     | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                           | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    135000 | PA      | $117005.06    | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410C3A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       277 | PA      | $286.63       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31415XHL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4969 | PA      | $5203.79      | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195044.48    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86467 | PA      | $83155.14     | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    222000 | PA      | $214876.00    | 0.01%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                      | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    150000 | PA      | $137158.29    | 0.01%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                   | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103747.83    | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99133.17     | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                             | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200908.55    | 0.01%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103296.81    | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95137.68     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                      | Tucson Electric Power Co                                                        | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78658.11     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36210B4C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11698 | PA      | $11687.87     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                    | VMware LLC                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84685.93     | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A4HC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23445 | PA      | $22855.72     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                        | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $37734.79     | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                           | Charles Schwab Corp/The                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191051.22    | 0.01%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                        | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87440.96     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412Q7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257308 | PA      | $258722.34    | 0.01%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                    | Philippines Government International Bonds                                      | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $394832.93    | 0.02%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                      | Interstate Power and Light Co                                                   | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110102.18    | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168555.41    | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179NX52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    531700 | PA      | $500486.65    | 0.02%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                        | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255484.71    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                           | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $266100.11    | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                     | Adobe Inc                                                                       | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45660.21     | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93930.91     | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620ALM68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67241 | PA      | $66533.76     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    460000 | PA      | $318183.36    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256838.79    | 0.01%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55060.65     | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     85000 | PA      | $46673.56     | 0.00%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412D2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14074 | PA      | $14583.44     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                         | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42166.38     | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473400.79    | 0.02%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                               | Chevron USA Inc                                                                 | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255824.56    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                           | Dollar General Corp                                                             | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95808.31     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140FE4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345953 | PA      | $332714.11    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142485.29    | 0.01%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                               | Israel Government International Bond                                            | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $174119.32    | 0.01%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                    | NetApp Inc                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46289.35     | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182670.40    | 0.01%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89786.32     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                 | Blackrock Inc                                                                   | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83780.96     | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410KXZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1907 | PA      | $1984.66      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162351.68    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26866.65     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     58000 | PA      | $75684.40     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344957.15    | 0.01%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                      | eBay Inc                                                                        | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259724.75    | 0.01%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102905.75    | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179MAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144312 | PA      | $136794.37    | 0.01%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     40000 | PA      | $34546.13     | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $710421.04    | 0.03%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                       | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86762.86     | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                               | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224473.84    | 0.01%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                              | Alabama Power Co                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219085.77    | 0.01%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                           | Otis Worldwide Corp                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97760.35     | 0.00%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131405.49    | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138AVQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       904 | PA      | $879.86       | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31307BW97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8003 | PA      | $7874.47      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132GLYD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27012 | PA      | $26587.43     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9310546.90   | 0.37%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 3618N5GM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1485848 | PA      | $1441826.92   | 0.06%             | 2055-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                      | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363856.30    | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                      | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175338.32    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1408246 | PA      | $1442111.52   | 0.06%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31413SBV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7505 | PA      | $7908.82      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201872.94    | 0.01%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81300.01     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                    | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52935.01     | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620ADA93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159192 | PA      | $157762.08    | 0.01%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                      | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81437.06     | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                                         | Federal Express Corp 2020-1 Pass Through Trusts                                 | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    512846 | PA      | $443811.05    | 0.02%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256370 | PA      | $246914.19    | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                   | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     85000 | PA      | $103088.29    | 0.00%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DV5L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183011 | PA      | $168987.70    | 0.01%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                  | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99146.03     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                           | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116582.49    | 0.00%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                         | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71212.11     | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                       | Honeywell International Inc                                                     | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160750.88    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505521.18    | 0.02%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                      | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60908.22     | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                           | Citigroup Commercial Mortgage Trust 2020-GC46                                   | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $461268.10    | 0.02%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                       | Japan Bank for International Cooperation                                        | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $196495.43    | 0.01%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3397103 | PA      | $2808420.65   | 0.11%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A4NE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6501 | PA      | $6329.16      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                             | Council Of Europe Development Bank                                              | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    130000 | PA      | $131765.09    | 0.01%             | 2027-06-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                    | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $151611.43    | 0.01%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                        | Uruguay Government International Bonds                                          | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    250000 | PA      | $302950.00    | 0.01%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200785 | PA      | $187057.08    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                      | Wisconsin Public Service Corp                                                   | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182617.36    | 0.01%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                   | TJX Cos Inc/The                                                                 | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43798.76     | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88123.81     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | Welltower OP LLC                                                                | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     55000 | PA      | $52533.03     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                   | Hubbell Inc                                                                     | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53868.04     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                      | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24621.01     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                       | Japan Bank for International Cooperation                                        | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $205683.16    | 0.01%             | 2034-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82744.52     | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138E2GH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2224 | PA      | $2164.98      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3129354G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18441 | PA      | $18620.85     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                        | Synovus Financial Corp                                                          | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41499.37     | 0.00%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312940WT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24219 | PA      | $24458.04     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $257875.92    | 0.01%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                        | American Honda Finance Corp                                                     | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70988.87     | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88087.29     | 0.00%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252532.96    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                         | Novartis Capital Corp                                                           | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125420.22    | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $577669.50    | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                        | Advanced Micro Devices Inc                                                      | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186612.49    | 0.01%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $162316.54    | 0.01%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                      | CSX Corp                                                                        | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255306.85    | 0.01%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                 | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105994.47    | 0.00%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                       | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30276.42     | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $694259.67    | 0.03%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                               | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130099.92    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                            | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213587.55    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153953.53    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109461.14    | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95503.88     | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                               | WW Grainger Inc                                                                 | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143290.28    | 0.01%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                    | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194802.31    | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36290R5Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37614 | PA      | $38215.29     | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187491.75    | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110672.60    | 0.00%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                 | CME Group Inc                                                                   | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95376.34     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227956.66    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139032.72    | 0.01%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                        | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194491.87    | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $130016.17    | 0.01%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103547.29    | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                        | Federal Home Loan Banks                                                         | CUSIP: 3130B6R24<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2405000 | PA      | $2414981.69   | 0.09%             | 2027-06-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    381000 | PA      | $333820.12    | 0.01%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                           | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83304.13     | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197895.23    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431117 | PA      | $402847.20    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                       | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514998.65    | 0.02%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165371.20    | 0.01%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312936HR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10356 | PA      | $10428.08     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113731.04    | 0.00%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63624.18     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                    | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92490.09     | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $240622.22    | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94232.35     | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                         | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102688.26    | 0.00%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                      | Interstate Power and Light Co                                                   | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    130000 | PA      | $140459.39    | 0.01%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $360374.72    | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                           | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180958.98    | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                         | Svensk Exportkredit AB                                                          | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    265000 | PA      | $265180.25    | 0.01%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209038 | PA      | $200835.77    | 0.01%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DV4Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    635399 | PA      | $587124.41    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                   | Cencora Inc                                                                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83266.23     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                           | NEW YORK NY                                                                     | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108007.84    | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179YW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1866829 | PA      | $1858842.49   | 0.07%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                       | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    155000 | PA      | $148900.69    | 0.01%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152537.07    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                        | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127215.91    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $339433.57    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175265 | PA      | $165151.31    | 0.01%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68333.72     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601037.48    | 0.02%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75081.19     | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                       | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    100000 | PA      | $99282.91     | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193742.37    | 0.01%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                         | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $134580.88    | 0.01%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                         | Texas Instruments Inc                                                           | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107745.10    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412MKG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81220 | PA      | $85808.24     | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                             | Canada Government International Bond                                            | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    355000 | PA      | $358611.55    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6RK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1742 | PA      | $1788.07      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                 | Blackrock Inc                                                                   | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146656.82    | 0.01%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $124784.58    | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                             | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98163.66     | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                     | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116048.03    | 0.00%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    217000 | PA      | $211587.43    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | Brookfield Finance Inc                                                          | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $259309.51    | 0.01%             | 2035-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137506 | PA      | $131194.94    | 0.01%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140Q9N33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193363 | PA      | $190723.22    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                       | California Institute of Technology                                              | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51812.22     | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                      | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    233000 | PA      | $257582.33    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                          | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    100000 | PA      | $90528.43     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132AEJ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421868 | PA      | $414631.48    | 0.02%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                        | Indiana Michigan Power Co                                                       | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40653.60     | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                     | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49693.49     | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60071.51     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59662.30     | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106705.24    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202976.67    | 0.01%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87391.35     | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                        | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $169789.99    | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae                                                                      | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1075000 | PA      | $1083000.45   | 0.04%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                | PECO Energy Co                                                                  | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19790.71     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                     | Adobe Inc                                                                       | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259081.81    | 0.01%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                       | Japan Bank for International Cooperation                                        | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $174120.98    | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32406.10     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94512.69     | 0.00%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    933960 | PA      | $846615.76    | 0.03%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/NY                                                        | Industrial & Commercial Bank of China Ltd/New York NY                           | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    250000 | PA      | $247625.50    | 0.01%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                         | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137901.54    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    195000 | PA      | $154071.13    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     95000 | PA      | $67953.79     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90247.00     | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36180C5D7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    647806 | PA      | $592814.96    | 0.02%             | 2043-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212287.90    | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                    | Philippines Government International Bonds                                      | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $146452.02    | 0.01%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                        | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54797.75     | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                        | Indiana Michigan Power Co                                                       | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77698.02     | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                       | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99109.02     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357176 | PA      | $357033.40    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122094.45    | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151314.32    | 0.01%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                               | Chevron USA Inc                                                                 | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253488.95    | 0.01%             | 2028-02-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    200000 | PA      | $173793.23    | 0.01%             | 2031-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81777.45     | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $269853.25    | 0.01%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                           | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $196952.18    | 0.01%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $134776.41    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                        | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $177900.32    | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                      | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77351.87     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                       | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195230.99    | 0.01%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204916.76    | 0.01%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                          | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $256733.85    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252439.88    | 0.01%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31409TU48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7828 | PA      | $8122.71      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138AVQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25412 | PA      | $24736.32     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $120028.94    | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198890.65    | 0.01%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                      | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104413.84    | 0.00%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9061523.46   | 0.36%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82296.19     | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                       | Marathon Petroleum Corp                                                         | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151334.67    | 0.01%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                          | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44762.24     | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620AGU52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66549 | PA      | $67398.03     | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     80000 | PA      | $49421.27     | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                         | General Dynamics Corp                                                           | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97470.74     | 0.00%             | 2027-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132JBN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79317 | PA      | $72972.85     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                          | Shell Finance US Inc                                                            | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $119092.84    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91768.73     | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410F5M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19671 | PA      | $20467.79     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                       | Southwestern Electric Power Co                                                  | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147958.60    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                         | Quest Diagnostics Inc                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253044.16    | 0.01%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4471864 | PA      | $3853159.84   | 0.15%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                          | M&T Bank Corp                                                                   | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60742.95     | 0.00%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                       | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $253031.00    | 0.01%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46734.76     | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                       | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53711.07     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147645.84    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAGZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $502109.65    | 0.02%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                         | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    250000 | PA      | $235615.55    | 0.01%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                       | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130816.37    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F8TF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $196387.48    | 0.01%             | 2035-12-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                         | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $243893.90    | 0.01%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                      | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39651.22     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                | Fannie Mae-Aces                                                                 | CUSIP: 3136BC7H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $846808.40    | 0.03%             | 2032-11-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346791.39    | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                          | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $276022.50    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4341914.08   | 0.17%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    180000 | PA      | $116039.58    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8776757.79   | 0.34%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110358.39    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                      | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197686.71    | 0.01%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740908.19    | 0.03%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                        | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156558.82    | 0.01%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $141316.99    | 0.01%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1427187.50   | 0.06%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $116991.92    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                          | Boston Properties LP                                                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     70000 | PA      | $69952.33     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $236662.38    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                             | TSMC Arizona Corp                                                               | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199541.40    | 0.01%             | 2027-04-22      | Fixed         | 3.88%                 | 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              | XX        |    110000 | PA      | $73785.66     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCAD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3608 | PA      | $3794.25      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31413TJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8174 | PA      | $8576.59      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414STW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23152 | PA      | $23737.73     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202972.81    | 0.01%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141903.18    | 0.01%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    500000 | PA      | $512361.04    | 0.02%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149230.57    | 0.01%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245108.79    | 0.01%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                           | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90569.24     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     94000 | PA      | $84409.01     | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                            | GM Financial Consumer Automobile Receivables Trust 2025-1                       | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133000 | PA      | $134494.87    | 0.01%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50717.73     | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401503.88    | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A8MS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13880 | PA      | $13833.58     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                          | BANK 2020-BNK25                                                                 | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $553148.76    | 0.02%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251243.30    | 0.01%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                   | MetLife Inc                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243570.08    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                   | Equinor ASA                                                                     | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $142842.30    | 0.01%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132XUKF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293560 | PA      | $273902.57    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200487.06    | 0.01%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                      | President and Fellows of Harvard College                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73682.76     | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $731406.25    | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                      | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92857.74     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136304.94    | 0.01%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180204.58    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                           | LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE                          | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $119577.53    | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $257699.63    | 0.01%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148639.80    | 0.01%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Federal National Mortgage Association                                           | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $574026.33    | 0.02%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    205000 | PA      | $206183.93    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $54063.01     | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                        | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $247280.69    | 0.01%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81485.03     | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522889.59    | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    486579 | PA      | $463441.47    | 0.02%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                    | Chubb Corp/The                                                                  | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $109402.74    | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1905021 | PA      | $1640829.09   | 0.06%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410LFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54769 | PA      | $56854.65     | 0.00%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221488.06    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                               | Dollar Tree Inc                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178306.29    | 0.01%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441597.08    | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                      | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $260273.71    | 0.01%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5779140 | PA      | $4445127.56   | 0.17%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36297HRQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17280 | PA      | $17124.56     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241LC20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46308 | PA      | $48544.88     | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                      | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    175000 | PA      | $197435.05    | 0.01%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                    | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98242.58     | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $320357.22    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                         | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80980.96     | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                           | Emerson Electric Co                                                             | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50932.59     | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                             | Ares Capital Corp                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254655.04    | 0.01%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                        | Puget Sound Energy Inc                                                          | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80702.94     | 0.00%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    511000 | PA      | $517512.53    | 0.02%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                          | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $176620.00    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $420609.42    | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136392.07    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312927YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       459 | PA      | $480.69       | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                       | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $239219.22    | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                      | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62652.19     | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10032031.20  | 0.39%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38632.90     | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202975.58    | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7961 | PA      | $7796.36      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80509.09     | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124113.53    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                      | Stanley Black & Decker Inc                                                      | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97687.82     | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                       | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37398.31     | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                        | Mondelez International Inc                                                      | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124768.15    | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                    | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    586000 | PA      | $383882.29    | 0.02%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210180.58    | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $256090.87    | 0.01%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $221097.78    | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                | S&P Global Inc                                                                  | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26983.75     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31297LM80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11871 | PA      | $11916.81     | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                             | Suncor Energy Inc                                                               | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $28074.91     | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133068.78    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1117679 | PA      | $964438.37    | 0.04%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $482382.64    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                         | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $255548.11    | 0.01%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                       | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $52703.63     | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49297.34     | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                    | Philippines Government International Bonds                                      | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $447770.42    | 0.02%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                        | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $148145.71    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138ADZK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       968 | PA      | $967.64       | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704997.59    | 0.03%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101309.21    | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                 | Amphenol Corp                                                                   | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188755.93    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31415RBV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1807 | PA      | $1822.02      | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117640.76    | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1566692 | PA      | $1587986.81   | 0.06%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                 | Blackrock Inc                                                                   | CUSIP: 09247XAN1<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    167000 | PA      | $165570.08    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $454227.11    | 0.02%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258847.30    | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181278.74    | 0.01%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                      | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154325.46    | 0.01%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                              | Georgia Power Co                                                                | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176539.77    | 0.01%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9BP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16114 | PA      | $16707.55     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                      | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29695.70     | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31335A6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239966 | PA      | $240536.52    | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                          | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98517.52     | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524230 | PA      | $548200.89    | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJU81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138894 | PA      | $134044.31    | 0.01%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                      | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $755087.06    | 0.03%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147702.26    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78887.77     | 0.00%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                          | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $204786.46    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FAWT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $788181.20    | 0.03%             | 2027-08-25      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260181.40    | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    105000 | PA      | $78361.17     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223764.67    | 0.01%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53531.28     | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | Vodafone Group PLC                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $248845.95    | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                  | Evergy Metro Inc                                                                | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137430.55    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159025.44    | 0.01%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                               | Ross Stores Inc                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87261.31     | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJLZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23086 | PA      | $22746.41     | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114893.53    | 0.00%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51911.59     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620AFPL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87212 | PA      | $86949.30     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                        | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    149000 | PA      | $132673.78    | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31292KZ75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80237 | PA      | $83194.44     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                 | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53246.25     | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    338000 | PA      | $335283.15    | 0.01%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     65000 | PA      | $64767.78     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253282.64    | 0.01%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                      | Precision Castparts Corp                                                        | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87698.24     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                            | Honda Motor Co Ltd                                                              | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203783.52    | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | Welltower OP LLC                                                                | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     50000 | PA      | $50304.98     | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $868129.70    | 0.03%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                         | Indonesia Government International Bond                                         | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $208078.53    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                           | Kimberly-Clark Corp                                                             | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201536.73    | 0.01%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                            | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166749.60    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                        | Indiana Michigan Power Co                                                       | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149134.21    | 0.01%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                      | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAG1<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     65000 | PA      | $65110.05     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699630.95    | 0.03%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                      | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53651.00     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $342906.42    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    154000 | PA      | $152726.94    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253725.07    | 0.01%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128KGGJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12210 | PA      | $12666.87     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $4043976.55   | 0.16%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                    | Federal National Mortgage Association                                           | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4370904.90   | 0.17%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372233.14    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                            | Ameren Illinois Co                                                              | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78169.35     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $242713.21    | 0.01%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                       | Northwestern University                                                         | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20505.71     | 0.00%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26890.33     | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39461.67     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418D6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2142822 | PA      | $1841700.20   | 0.07%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79965.74     | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                        | American Honda Finance Corp                                                     | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253804.89    | 0.01%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                      | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $81482.63     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396589.72    | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                             | Korea International Bond                                                        | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $492798.48    | 0.02%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31403CXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18781 | PA      | $19541.56     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252055 | PA      | $234330.73    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                      | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436594.69    | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256948.74    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $2837812.50   | 0.11%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92851.58     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                | Fannie Mae-Aces                                                                 | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $447985.10    | 0.02%             | 2032-06-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                      | Indonesia Government International Bonds                                        | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $203404.94    | 0.01%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                      | Ares Strategic Income Fund                                                      | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258977.95    | 0.01%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106155.94    | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821779 | PA      | $832327.91    | 0.03%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410MJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4381 | PA      | $4540.93      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                         | AvalonBay Communities Inc                                                       | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    115000 | PA      | $119634.43    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | Welltower OP LLC                                                                | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     50000 | PA      | $49109.14     | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97248.18     | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77969.93     | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140N3AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483706 | PA      | $484333.01    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                        | Dartmouth-Hitchcock Health                                                      | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79083.15     | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                             | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102492.26    | 0.00%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312935M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108166 | PA      | $110905.28    | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                 | BGC Group Inc                                                                   | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213559.39    | 0.01%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                               | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66173.02     | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                       | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     65000 | PA      | $63395.11     | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    362000 | PA      | $282878.77    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140HBH68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1160149 | PA      | $1114666.27   | 0.04%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77428.57     | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                      | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179616.47    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193741.76    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                    | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308136.61    | 0.01%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                   | BBCMS Mortgage Trust 2024-C30                                                   | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $315190.80    | 0.01%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88254.94     | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                        | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55957.11     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31294MMB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8376 | PA      | $8308.16      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179YRJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2756912 | PA      | $2816783.15   | 0.11%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                           | Trinity Health Corp                                                             | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21103.91     | 0.00%             | 2045-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416BTB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105950 | PA      | $108430.61    | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4YR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13276 | PA      | $14003.49     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                        | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103259.69    | 0.00%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48839.73     | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                    | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261360.26    | 0.01%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253871.34    | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82442.19     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                  | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180828.83    | 0.01%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6350000 | PA      | $4482455.09   | 0.18%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140337.20    | 0.01%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238172.88    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                       | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99523.99     | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                              | Ventas Realty LP                                                                | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    190000 | PA      | $190087.84    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95396.43     | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                      | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98502.41     | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                            | Union Pacific Corp                                                              | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110525.55    | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                       | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $28292.28     | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                        | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255355.46    | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                 | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71511.49     | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                     | Wyeth LLC                                                                       | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113072.69    | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RBZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133691 | PA      | $132805.52    | 0.01%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312933WL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42036 | PA      | $42356.59     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                           | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153390.77    | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                      | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123455.40    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $95921.94     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                    | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $253229.49    | 0.01%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246164.45    | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A3AP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31071 | PA      | $30264.15     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                            | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $332660.14    | 0.01%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134701.75    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36295P7J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4175 | PA      | $4279.25      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $180813.97    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                               | Hershey Co/The                                                                  | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103022.35    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128176.50    | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417F2E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248995 | PA      | $244808.04    | 0.01%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152592.15    | 0.01%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    200000 | PA      | $201732.23    | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                | Mastercard Inc                                                                  | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170909.58    | 0.01%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2943515.64   | 0.12%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BTAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $992478.30    | 0.04%             | 2026-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                       | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258236.72    | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                      | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223523.85    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                        | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95500.62     | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69052.61     | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140X7UZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    910612 | PA      | $859422.60    | 0.03%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $201366.79    | 0.01%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93026.31     | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                      | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91189.50     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    265000 | PA      | $180015.79    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                           | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44888.53     | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39676.12     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $178476.10    | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150968.70    | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                              | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256861.78    | 0.01%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77761.84     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                             | Atmos Energy Corp                                                               | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64090.74     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                | Salesforce Inc                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177471.96    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                              | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255116.32    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                        | John Deere Owner Trust 2024-B                                                   | CUSIP: 47786WAD2<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $254111.98    | 0.01%             | 2029-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    441725 | PA      | $418985.31    | 0.02%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                             | Hyatt Hotels Corp                                                               | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255629.25    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CPM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316552 | PA      | $298931.45    | 0.01%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                      | Ameriprise Financial Inc                                                        | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193545.92    | 0.01%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45637.75     | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621932 | PA      | $642915.31    | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | Royal Bank of Canada                                                            | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $243304.85    | 0.01%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8001250.00   | 0.31%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223014.03    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418FEG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349042 | PA      | $348634.29    | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                          | Chile Government International Bonds                                            | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $290595.00    | 0.01%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                           | NEW YORK NY                                                                     | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87203.82     | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1369168 | PA      | $1223442.07   | 0.05%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                              | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86239.43     | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                         | Mohawk Industries Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104478.60    | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                         | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $125387.73    | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                           | Consumers Energy Co                                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100089.54    | 0.00%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95201.73     | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10160937.50  | 0.40%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $875075.18    | 0.03%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                      | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $260374.04    | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $89243.94     | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793953 | PA      | $717500.28    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                       | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252056.33    | 0.01%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500583.39    | 0.02%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $7113125.00   | 0.28%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $99505.52     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12113 | PA      | $12588.87     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                           | Leggett & Platt Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97994.00     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                            | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49463.66     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6900822 | PA      | $5611428.91   | 0.22%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                      | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87195.52     | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60118.37     | 0.00%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    950000 | PA      | $887162.22    | 0.03%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41498.87     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                                      | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35897 | PA      | $34510.12     | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140EY4Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232790 | PA      | $224077.02    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                             | International Finance Corp                                                      | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    155000 | PA      | $158307.16    | 0.01%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320780.19    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141184.72    | 0.01%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $4698027.36   | 0.18%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192425.95    | 0.01%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                               | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164562.65    | 0.01%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63029.98     | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34501.21     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                         | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53062.68     | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    405000 | PA      | $400132.53    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312941F69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28747 | PA      | $28868.61     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                | Fannie Mae-Aces                                                                 | CUSIP: 3136B8M97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134788 | PA      | $121951.08    | 0.00%             | 2030-02-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429544.16    | 0.02%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250020.63    | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36178A7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16572 | PA      | $15492.19     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                  | CD 2017-CD3 Mortgage Trust                                                      | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $388556.92    | 0.02%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                            | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110043.85    | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15022 | PA      | $15373.44     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                         | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207591.17    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244325 | PA      | $236398.65    | 0.01%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                         | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $127873.21    | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $185114.82    | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                           | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58715.68     | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117468.34    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3474549 | PA      | $3196494.91   | 0.13%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                       | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $95850.81     | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261232.19    | 0.01%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132045.80    | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138M7RK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424746 | PA      | $401959.65    | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                             | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403819.01    | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                        | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91285.74     | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                      | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112494.77    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145036.03    | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                          | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83980.88     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    115000 | PA      | $122594.94    | 0.00%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                      | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86774.73     | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $357188.47    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                        | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142230.12    | 0.01%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                         | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128307.95    | 0.01%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                      | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169640.78    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2001039 | PA      | $2017162.00   | 0.08%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                             | Lam Research Corp                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46687.70     | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                              | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64890.28     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1280000 | PA      | $1297060.67   | 0.05%             | 2029-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                      | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53095.13     | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                             | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45160.11     | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    591086 | PA      | $536192.46    | 0.02%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                           | Moody's Corp                                                                    | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63921.73     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3170265 | PA      | $2996550.50   | 0.12%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45807.98     | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392428.13    | 0.02%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348764.61    | 0.01%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312938TU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93053 | PA      | $95409.71     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138XBWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225088 | PA      | $218496.90    | 0.01%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7475624.96   | 0.29%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122620.94    | 0.00%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST                                                                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102451.38    | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416VBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137035 | PA      | $137872.18    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                    | Philippines Government International Bonds                                      | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $206522.38    | 0.01%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                        | Morgan Stanley Bank NA                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254478.57    | 0.01%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123332.93    | 0.00%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                      | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $234637.84    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132M6VL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220153 | PA      | $213010.28    | 0.01%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                 | AEP Texas Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78102.96     | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                      | Baxter International Inc                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55878.36     | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14225 | PA      | $14424.27     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156936.33    | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ6C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248292 | PA      | $238505.38    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $53696.49     | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                               | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    323000 | PA      | $323212.85    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                      | Province of British Columbia Canada                                             | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $121768.65    | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $222416.71    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                              | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     95000 | PA      | $101426.63    | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90220.90     | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                      | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260570.80    | 0.01%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                      | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90968.63     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                 | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118673.14    | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                              | Duke Energy Corp                                                                | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254739.23    | 0.01%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                             | Lam Research Corp                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    240000 | PA      | $153949.61    | 0.01%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                 | DTE Energy Co                                                                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     98000 | PA      | $94749.01     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                       | Japan Bank for International Cooperation                                        | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $188923.45    | 0.01%             | 2029-02-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                             | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39939.07     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    572361 | PA      | $503076.11    | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1474837 | PA      | $1463384.56   | 0.06%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $91199.30     | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513077.79    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $568612.81    | 0.02%             | 2030-01-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                          | Entergy Arkansas LLC                                                            | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81922.92     | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60040.94     | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1405672 | PA      | $1335894.97   | 0.05%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                      | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     35000 | PA      | $29817.79     | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                         | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    140000 | PA      | $131011.93    | 0.01%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31292KZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160168 | PA      | $166787.98    | 0.01%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                      | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99241.20     | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3374251 | PA      | $2870012.14   | 0.11%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                      | President and Fellows of Harvard College                                        | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50789.98     | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212120.83    | 0.01%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                         | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $111566.54    | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349648.27    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                  | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251360.34    | 0.01%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     95000 | PA      | $87539.91     | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                          | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72372.86     | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216040.46    | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                               | San Diego Gas & Electric Co                                                     | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204857.31    | 0.01%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $270204.30    | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                         | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    225000 | PA      | $242467.50    | 0.01%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    165000 | PA      | $168547.05    | 0.01%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                              | Puget Energy Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92873.00     | 0.00%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $69197.41     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $15612949.17  | 0.61%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203631.73    | 0.01%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                       | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100623.32    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7                          | JPMDB Commercial Mortgage Securities Trust 2020-COR7                            | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $338269.76    | 0.01%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142672.74    | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                          | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65896.83     | 0.00%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                             | Suncor Energy Inc                                                               | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $60643.01     | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36297EFZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       540 | PA      | $559.18       | 0.00%             | 2039-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53792.11     | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110823.00    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416KVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9221 | PA      | $9260.44      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae                                                                      | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1400000 | PA      | $1392466.85   | 0.05%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                       | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60808.60     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132J9JD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299939 | PA      | $276106.84    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                              | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53092.52     | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127042.56    | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                            | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $88996.16     | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                         | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    190000 | PA      | $202902.71    | 0.01%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    600000 | PA      | $408015.65    | 0.02%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                      | Florida Power & Light Co                                                        | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162356.66    | 0.01%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108263.86    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259287.84    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $183550.20    | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65000.18     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138MC3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357710 | PA      | $337485.12    | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197366.43    | 0.01%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                   | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94456.25     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                         | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100070.48    | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                        | Franklin Resources Inc                                                          | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87411.32     | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XJZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204241 | PA      | $201006.19    | 0.01%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197750.00    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                             | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    155000 | PA      | $127039.15    | 0.00%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                           | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98789.85     | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47798.10     | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                        | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $161828.21    | 0.01%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414R6C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2239 | PA      | $2295.47      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158873.52    | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190037.55    | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                   | Citibank NA                                                                     | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256040.51    | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                        | Massachusetts Institute of Technology                                           | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202477.77    | 0.01%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                    | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98123.08     | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138YNFY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211753 | PA      | $207808.66    | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $176307.98    | 0.01%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                          | Juniper Networks Inc                                                            | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140301.60    | 0.01%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255836.24    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132CXBT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1543835 | PA      | $1421393.83   | 0.06%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477915 | PA      | $451638.96    | 0.02%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                             | International Finance Corp                                                      | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $432294.88    | 0.02%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                         | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60874.34     | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                       | Fidelity National Financial Inc                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47487.17     | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297504.32    | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                           | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV                       | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102343.50    | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85769.10     | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38395.16     | 0.00%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312933Y24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82681 | PA      | $83413.17     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                            | Southwest Gas Corp                                                              | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51516.11     | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                       | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $161074.62    | 0.01%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195931.66    | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414QTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3146 | PA      | $3249.98      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                   | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78292.50     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                    | Loews Corp                                                                      | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107803.99    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                       | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $175048.20    | 0.01%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $101906.04    | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                           | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $197227.31    | 0.01%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                           | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110305.23    | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                                             | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99782.19     | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                     | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1225000 | PA      | $1251444.90   | 0.05%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FV5N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $443217.05    | 0.02%             | 2030-06-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                    | Masco Corp                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29156.35     | 0.00%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $122526.07    | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $419879.63    | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMW41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263659 | PA      | $256827.82    | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                         | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $75271.67     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140QPY76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1425558 | PA      | $1362018.66   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31307EKW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32687 | PA      | $32037.22     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     50000 | PA      | $41543.91     | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86784.57     | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $111221.52    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    395000 | PA      | $343270.44    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMW74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304698 | PA      | $292988.48    | 0.01%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                               | Nevada Power Co                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92585.25     | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                      | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111380.52    | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    609363 | PA      | $579234.78    | 0.02%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                | Albemarle Corp                                                                  | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88172.49     | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                         | General Dynamics Corp                                                           | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159643.16    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106028.73    | 0.00%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235798.53    | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380850.59    | 0.01%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                         | General Dynamics Corp                                                           | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257752.71    | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                                      | Integris Baptist Medical Center Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72808.96     | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                | Air Lease Corp                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46225.43     | 0.00%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                | Fannie Mae-Aces                                                                 | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $428581.00    | 0.02%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                       | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $161261.31    | 0.01%             | 2037-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364731.13    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                             | Entergy Texas Inc                                                               | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148605.76    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                             | Johnson & Johnson                                                               | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170118.88    | 0.01%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $417591.38    | 0.02%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MCYR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4305 | PA      | $4297.13      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                     | GATX Corp                                                                       | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107108.37    | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45485.88     | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                      | Packaging Corp of America                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29410.93     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    268000 | PA      | $274036.77    | 0.01%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31371LHD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13628 | PA      | $13966.65     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                        | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $218584.92    | 0.01%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                         | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     65000 | PA      | $66814.93     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                         | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $207432.47    | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42601.85     | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                      | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195343.41    | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187498.69    | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFHD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30227 | PA      | $30081.95     | 0.00%             | 2027-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                      | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85005.04     | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                          | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $797471.10    | 0.03%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                     | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101883.93    | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156375.80    | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                         | University of Chicago/The                                                       | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47884.07     | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48288.24     | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36295PMY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       122 | PA      | $127.36       | 0.00%             | 2038-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97492.75     | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                 | Allstate Corp/The                                                               | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157179.58    | 0.01%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138ABND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3199 | PA      | $3111.04      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99548.83     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                     | Kellanova                                                                       | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151087.65    | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                           | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $176584.67    | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82687.74     | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44157.77     | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                   | Target Corp                                                                     | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143054.40    | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    518910 | PA      | $485855.20    | 0.02%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241KU63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80074 | PA      | $83873.51     | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                   | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     95000 | PA      | $64811.23     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                            | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $91166.43     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296XWD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185148 | PA      | $189883.91    | 0.01%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    900000 | PA      | $730895.13    | 0.03%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    147000 | PA      | $118337.17    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90343.08     | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                                       | Nissan Auto Lease Trust 2025-A                                                  | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151000 | PA      | $152917.25    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | Boeing Co/The                                                                   | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132655.87    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    550000 | PA      | $531769.94    | 0.02%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $11180156.25  | 0.44%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                      | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $185917.87    | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                             | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119403.77    | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                   | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $212583.54    | 0.01%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128KKZG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10634 | PA      | $10739.43     | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WJEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299959 | PA      | $289321.61    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312938UP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376716 | PA      | $379470.08    | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                      | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    292000 | PA      | $295939.10    | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                   | Netflix Inc                                                                     | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    535000 | PA      | $551881.20    | 0.02%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                          | Verizon Master Trust                                                            | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $306572.40    | 0.01%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $244263.15    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                             | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128067.42    | 0.01%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102487.36    | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78138.29     | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3558652.34   | 0.14%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                         | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52059.74     | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412LGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        86 | PA      | $88.78        | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26608.16     | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213715.92    | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416LUV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8493 | PA      | $8363.41      | 0.00%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59550.63     | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4020625.00   | 0.16%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1959503 | PA      | $1950871.83   | 0.08%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $438958.01    | 0.02%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620ALQE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53140 | PA      | $52724.86     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67386.24     | 0.00%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                   | Cencora Inc                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98593.04     | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                     | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49585.68     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183815.87    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590510.78    | 0.02%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                  | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $48363.78     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                       | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309709.40    | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                         | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84010.28     | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                              | Progressive Corp/The                                                            | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19273.18     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                   | Cencora Inc                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184290.04    | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                      | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35274.16     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84545.07     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                         | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $130209.50    | 0.01%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87829.79     | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36183QUN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183453 | PA      | $165100.47    | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31413NUX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35850 | PA      | $37779.31     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    288884 | PA      | $261685.84    | 0.01%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419DF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18007 | PA      | $17554.08     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                   | Target Corp                                                                     | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177179.23    | 0.01%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                            | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180901.03    | 0.01%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71683.01     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                             | Canada Government International Bond                                            | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    235000 | PA      | $242316.55    | 0.01%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36297CQQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4214 | PA      | $4187.43      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                          | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $249271.35    | 0.01%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                        | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54675.28     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133286.28    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418D2Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3088783 | PA      | $2765515.91   | 0.11%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                      | Florida Power & Light Co                                                        | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254306.18    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                 | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309673.87    | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                            | Expand Energy Corp                                                              | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215840.28    | 0.01%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116846.05    | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $222972.58    | 0.01%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                         | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129928.81    | 0.01%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410VEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5771 | PA      | $6023.52      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80319.13     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231993 | PA      | $223006.83    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                             | Union Electric Co                                                               | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82846.97     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                   | BBCMS Mortgage Trust 2024-C28                                                   | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428571 | PA      | $446403.84    | 0.02%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224065.48    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57406.46     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121975.84    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $271660.41    | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                         | Panama Government International Bonds                                           | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    310000 | PA      | $199268.00    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                      | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141619.64    | 0.01%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62073.13     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    135000 | PA      | $92411.59     | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100688.21    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                        | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $134456.34    | 0.01%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131958.78    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                               | Chevron USA Inc                                                                 | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97423.75     | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                      | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99595.34     | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31371MGG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       397 | PA      | $412.62       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296NYZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1494 | PA      | $1532.47      | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                   | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13416.06     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358676 | PA      | $337607.65    | 0.01%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $325067.31    | 0.01%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170508.48    | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165278.00    | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31412NEZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68411 | PA      | $70962.82     | 0.00%             | 2036-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                        | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181340.59    | 0.01%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XLVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776384 | PA      | $792150.37    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                               | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80986.65     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309580.41    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179MSW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229130 | PA      | $211171.99    | 0.01%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    587154 | PA      | $522095.28    | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7724062.50   | 0.30%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                      | Indonesia Government International Bonds                                        | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199423.13    | 0.01%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                      | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98534.65     | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                     | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107326.43    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                            | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86528.52     | 0.00%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    135000 | PA      | $86410.13     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                         | PACCAR Financial Corp                                                           | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166893.73    | 0.01%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae                                                                      | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1200000 | PA      | $1163522.00   | 0.05%             | 2055-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F83Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $353621.16    | 0.01%             | 2030-10-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99790.22     | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209660.36    | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    335000 | PA      | $365607.55    | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250701.02    | 0.01%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                           | CommonSpirit Health                                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344080.96    | 0.01%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                               | DR Horton Inc                                                                   | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106197.10    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312932FV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8317 | PA      | $8380.49      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                            | Essex Portfolio LP                                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    100000 | PA      | $99081.37     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                         | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    250000 | PA      | $257979.45    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90663.87     | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31407YQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18267 | PA      | $19044.97     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199056.27    | 0.01%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                           | Charles Schwab Corp/The                                                         | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98959.32     | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $341624.79    | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410YXW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1772 | PA      | $1833.09      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                      | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76481.80     | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163429.20    | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128LC4Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50890 | PA      | $52239.34     | 0.00%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7584667.95   | 0.30%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    540868 | PA      | $440147.04    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                              | Ryder System Inc                                                                | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50116.43     | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                  | Hydro-Quebec                                                                    | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    115000 | PA      | $134459.51    | 0.01%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                           | Province of Alberta Canada                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $395390.60    | 0.02%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $96005.59     | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                      | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34887.96     | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                         | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52047.74     | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                      | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $63126.80     | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                        | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102526.72    | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198278.83    | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                      | APA Corp                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252011.41    | 0.01%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3155820 | PA      | $3147523.93   | 0.12%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56480.14     | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    175000 | PA      | $175305.18    | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                      | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125570.76    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                      | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96267.01     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                      | President and Fellows of Harvard College                                        | CUSIP: 740816AT0<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72817.54     | 0.00%             | 2036-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     70000 | PA      | $48664.68     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                       | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160022.52    | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $2514062.50   | 0.10%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                             | Union Electric Co                                                               | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78092.05     | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                              | Georgia Power Co                                                                | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159151.70    | 0.01%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291357 | PA      | $272251.54    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                           | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    250000 | PA      | $259605.42    | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                           | Abbott Laboratories                                                             | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35578.23     | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122901.37    | 0.00%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $410880.92    | 0.02%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299342.29    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31294MKN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16854 | PA      | $16737.77     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74893.45     | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132GTC96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460050 | PA      | $436180.86    | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416M5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5415 | PA      | $5448.53      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                              | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $35465.80     | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204823.87    | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1733789 | PA      | $1540806.55   | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115430.07    | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                        | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99573.73     | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                        | Equitable Holdings Inc                                                          | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210401.27    | 0.01%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10098046.90  | 0.40%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31296LB26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6996 | PA      | $7195.94      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A9VX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57515 | PA      | $57412.51     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71685.50     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31405RAK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33628 | PA      | $34946.60     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153529.43    | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                       | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151163.47    | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269961 | PA      | $251696.70    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26056.81     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                       | European Bank for Reconstruction & Development                                  | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $706001.63    | 0.03%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    705000 | PA      | $703196.77    | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206165.11    | 0.01%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204415.47    | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                          | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    150000 | PA      | $129670.21    | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88930.72     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                        | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $261449.18    | 0.01%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                  | Linde Inc/CT                                                                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130470.92    | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88266.78     | 0.00%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                      | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36303.11     | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192881.72    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179287.08    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                 | Allstate Corp/The                                                               | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125771.14    | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1326506 | PA      | $1322013.74   | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144695.36    | 0.01%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39948.98     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                  | Entergy Corp                                                                    | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80143.98     | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                            | Conagra Brands Inc                                                              | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115041.28    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41007.94     | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46578.84     | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                         | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263109.39    | 0.01%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                 | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94450.65     | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $400830.88    | 0.02%             | 2034-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank                                                                          | BANK 2017-BNK7                                                                  | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490522 | PA      | $481523.12    | 0.02%             | 2060-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                              | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $151408.28    | 0.01%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27830.41     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                          | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $87817.03     | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197415.99    | 0.01%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147119.75    | 0.01%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255823.30    | 0.01%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $149679.23    | 0.01%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                           | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $119900.83    | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6079687.50   | 0.24%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210863.24    | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149188.08    | 0.01%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                    | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    100000 | PA      | $91484.02     | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11281875.00  | 0.44%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                     | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0404A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $295018.41    | 0.01%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                         | BlackRock Funding Inc                                                           | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55731.97     | 0.00%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $183667.01    | 0.01%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                          | Appalachian Power Co                                                            | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227826.30    | 0.01%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                            | Realty Income Corp                                                              | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     45000 | PA      | $44715.62     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                         | Mexico Government International Bonds                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $485750.00    | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $186282.00    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130740.09    | 0.01%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                         | Blue Owl Capital Corp                                                           | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168189.21    | 0.01%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                             | World Omni Auto Receivables Trust 2025-A                                        | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $257985.77    | 0.01%             | 2030-03-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                              | Alabama Power Co                                                                | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77632.38     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                      | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    205000 | PA      | $207806.65    | 0.01%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                         | Province of New Brunswick Canada                                                | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $149017.91    | 0.01%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                        | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204767.24    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140J7ZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375045 | PA      | $347765.85    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65918.43     | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $93031.28     | 0.00%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299135.62    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6QS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7906 | PA      | $8297.39      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184471 | PA      | $175125.20    | 0.01%             | 2042-10-20      | 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        |    100000 | PA      | $81116.15     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                                          | BANK 2020-BNK28                                                                 | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187500 | PA      | $165893.31    | 0.01%             | 2063-03-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295666.70    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                           | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383900.78    | 0.02%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                   | Exelon Corp                                                                     | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51140.67     | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31404WG59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25942 | PA      | $26678.96     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                        | Asian Development Bank                                                          | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    170000 | PA      | $169807.21    | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                 | Allstate Corp/The                                                               | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148580.08    | 0.01%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169424.33    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                     | Lear Corp                                                                       | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49700.31     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                               | Israel Government International Bond                                            | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $195355.42    | 0.01%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    140000 | PA      | $85359.39     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                           | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48275.81     | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113566.37    | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                        | Korea Development Bank/The                                                      | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203148.01    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $22039531.36  | 0.86%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353231.79    | 0.01%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                      | Commonwealth Bank of Australia/New York NY                                      | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251827.54    | 0.01%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131576.78    | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223156.25    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                  | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98934.00     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152186.66    | 0.01%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137951 | PA      | $141610.64    | 0.01%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $226812.76    | 0.01%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    111000 | PA      | $105679.68    | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218605.40    | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90158.70     | 0.00%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                       | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250730.01    | 0.01%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11047265.68  | 0.43%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122325 | PA      | $118039.49    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                              | ERP Operating LP                                                                | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    140000 | PA      | $138222.48    | 0.01%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69105.90     | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                    | Philippines Government International Bonds                                      | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $232474.02    | 0.01%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WEM30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153259 | PA      | $150426.50    | 0.01%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                    | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122154.17    | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                         | Svensk Exportkredit AB                                                          | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    250000 | PA      | $252408.10    | 0.01%             | 2028-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                     | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105328.83    | 0.00%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                            | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     95000 | PA      | $84774.14     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                       | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25263.71     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87467.60     | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    160000 | PA      | $158944.99    | 0.01%             | 2030-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140X8NF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1044675 | PA      | $945412.75    | 0.04%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31417C7C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78338 | PA      | $77524.64     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NiSource Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155502.72    | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410TYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13636 | PA      | $14369.34     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200860.92    | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                   | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    160000 | PA      | $113272.32    | 0.00%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                         | Applied Materials Inc                                                           | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72615.70     | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                        | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79961.25     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76439.16     | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92526.62     | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138YHVY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93141 | PA      | $90420.87     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                  | HSBC USA Inc                                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405656.45    | 0.02%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $18104062.50  | 0.71%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                         | MidAmerican Energy Co                                                           | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98787.80     | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418U4U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134897 | PA      | $138148.68    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | Diamondback Energy Inc                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128733.79    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                 | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $413503.25    | 0.02%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                           | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    100000 | PA      | $97953.85     | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $360282.47    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296QRQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5422 | PA      | $5373.39      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714999.16    | 0.03%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    842994 | PA      | $772753.84    | 0.03%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9309257.86   | 0.37%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379623.16    | 0.01%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31415PBU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10869 | PA      | $10941.80     | 0.00%             | 2038-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499531.89    | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    480940 | PA      | $448043.19    | 0.02%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $5062781.23   | 0.20%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    460000 | PA      | $434423.97    | 0.02%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                        | Church & Dwight Co Inc                                                          | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98687.90     | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                          | Colgate-Palmolive Co                                                            | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254433.15    | 0.01%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90089.80     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182968.78    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $512071.09    | 0.02%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    160000 | PA      | $158810.60    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                    | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152267.38    | 0.01%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68658.51     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254080.19    | 0.01%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104506.81    | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                      | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $400518.68    | 0.02%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                    | Intel Corp                                                                      | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238310.41    | 0.01%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                        | Federal Home Loan Banks                                                         | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1255000 | PA      | $1243888.13   | 0.05%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227625.84    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                       | Principal Financial Group Inc                                                   | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145456.85    | 0.01%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $404698.16    | 0.02%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1965 | PA      | $1968.72      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                       | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167997.65    | 0.01%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                               | State of Israel                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $132676.70    | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115245.06    | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    798978 | PA      | $809363.63    | 0.03%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6075672 | PA      | $6129999.02   | 0.24%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248168.41    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                               | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $105099.27    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                   | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $460440.08    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                       | JPMorgan Chase Bank NA                                                          | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253145.79    | 0.01%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $9537343.75   | 0.37%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257935.70    | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                      | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $482048.69    | 0.02%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DQL61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    398825 | PA      | $410586.66    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                      | NIKE Inc                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189962.28    | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312941U96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17164 | PA      | $16912.16     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31371MNT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7093 | PA      | $7473.97      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257941.74    | 0.01%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                       | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    250000 | PA      | $227776.53    | 0.01%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5133419 | PA      | $4176400.16   | 0.16%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $252179.06    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                          | Chile Government International Bonds                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $152020.00    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47081.77     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    250000 | PA      | $157070.99    | 0.01%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                              | OREGON ST SCH BRDS ASSN SHORT-TERM BORROWING PROGRAM CTFS                       | CUSIP: 686053BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |         0 | PA      | $0.01         | 0.00%             | 2028-06-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261668.54    | 0.01%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144322.72    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                       | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255575.93    | 0.01%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55501.81     | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416H2K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21857 | PA      | $21510.42     | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91488.16     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DV3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164512 | PA      | $152080.02    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                     | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89715.05     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                        | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85106.10     | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                        | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156771.76    | 0.01%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418BK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137310 | PA      | $130716.89    | 0.01%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257909.95    | 0.01%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                           | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $177622.62    | 0.01%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7565500 | PA      | $6983902.19   | 0.27%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245699.94    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93764.69     | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $45580.32     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                             | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    165000 | PA      | $94042.28     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8871875.00   | 0.35%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $224260.90    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    482533 | PA      | $456598.94    | 0.02%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49726.42     | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $4700625.00   | 0.18%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                      | Indonesia Government International Bonds                                        | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $249402.79    | 0.01%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                      | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    127000 | PA      | $103464.31    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370524.17    | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                      | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122328.25    | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                    | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59166.97     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77150.14     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265053 | PA      | $255041.35    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6JF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37115 | PA      | $38099.04     | 0.00%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                      | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |     60000 | PA      | $60726.46     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                       | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $242277.80    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349124.45    | 0.01%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Bank                                                                          | BANK 2018-BNK13                                                                 | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $144302.45    | 0.01%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248779.62    | 0.01%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $161789.82    | 0.01%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                         | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $131312.79    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498440.46    | 0.02%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                       | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159374.87    | 0.01%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     75000 | PA      | $83918.31     | 0.00%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3259863.30   | 0.13%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241LLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83929 | PA      | $85994.78     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                      | Export-Import Bank of Korea                                                     | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $209597.25    | 0.01%             | 2033-01-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                      | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76135 | PA      | $74282.69     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                             | Toyota Motor Corp                                                               | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    105000 | PA      | $104640.34    | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                       | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29187.26     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132299.20    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                               | Deere & Co                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263154.04    | 0.01%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98160.21     | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                         | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194500.38    | 0.01%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                        | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100832.08    | 0.00%             | 2028-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11174882.84  | 0.44%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                     | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47578.30     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36295KKX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       511 | PA      | $522.22       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896872 | PA      | $810508.80    | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     90000 | PA      | $86190.13     | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296DNN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       431 | PA      | $445.56       | 0.00%             | 2038-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                        | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711492.94    | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                      | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96170.34     | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88544.07     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                     | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155873.09    | 0.01%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157413.50    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                      | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     90000 | PA      | $78385.54     | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1007506.05   | 0.04%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                | Starbucks Corp                                                                  | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182388.35    | 0.01%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MDQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10327 | PA      | $10242.55     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186993.16    | 0.01%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                      | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     50000 | PA      | $47043.36     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                                                      | Children's Hospital Medical Center/Cincinnati OH                                | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44050.77     | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                            | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94200.08     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                      | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87624.33     | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243586 | PA      | $237101.42    | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56786.20     | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                         | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $152598.82    | 0.01%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $433925.25    | 0.02%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                   | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309429.12    | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $237283.46    | 0.01%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3129456J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100449 | PA      | $100677.65    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92085.11     | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                            | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108519.14    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWAG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3438163 | PA      | $2923635.65   | 0.11%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257336.73    | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91192.71     | 0.00%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    555000 | PA      | $379456.14    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137440.93    | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36295U4H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6523 | PA      | $6789.88      | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122930.83    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718417.47    | 0.03%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                       | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    100000 | PA      | $114886.41    | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418BUZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72849 | PA      | $72130.14     | 0.00%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                      | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100641.93    | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                   | TJX Cos Inc/The                                                                 | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46573.42     | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                         | MidAmerican Energy Co                                                           | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130543.75    | 0.01%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                      | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366296.11    | 0.01%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255379.14    | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36178CDN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106342 | PA      | $97285.26     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75959.88     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84235.11     | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117205.95    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62575.31     | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497035.65    | 0.02%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                      | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231894.11    | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85866.63     | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138EMZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51856 | PA      | $50939.69     | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192741.91    | 0.01%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                          | Chile Government International Bonds                                            | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $177900.00    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DV4K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593200 | PA      | $567129.61    | 0.02%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                        | American Honda Finance Corp                                                     | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177167.50    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                    | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96281.87     | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $928203.12    | 0.04%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102617.40    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                  | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85927.16     | 0.00%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174185.44    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113514.70    | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312936M38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27819 | PA      | $27794.52     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241LQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12255 | PA      | $12786.36     | 0.00%             | 2039-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                      | Safehold GL Holdings LLC                                                        | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    250000 | PA      | $255823.90    | 0.01%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                       | Duke Energy Florida LLC                                                         | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148689.16    | 0.01%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    376825 | PA      | $349591.08    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                 | CME Group Inc                                                                   | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63882.70     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                      | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $172546.72    | 0.01%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                         | Georgetown University/The                                                       | CUSIP: 37310PAF8<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51720.01     | 0.00%             | 2053-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                        | Korea Development Bank/The                                                      | CUSIP: 500630DR6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $195474.73    | 0.01%             | 2027-02-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191350.47    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    240000 | PA      | $177760.00    | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                     | NEW JERSEY ST ECON DEV AUTH LEASE REVENUE                                       | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    225000 | PA      | $236531.59    | 0.01%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246668.70    | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                         | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99073.16     | 0.00%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                | Morgan Stanley Capital I 2017-HR2                                               | CUSIP: 61691NAE5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $491243.30    | 0.02%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116248.13    | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                           | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211188.98    | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414GJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1483 | PA      | $1538.51      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    286000 | PA      | $286622.65    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241LVE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11491 | PA      | $11989.58     | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                      | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53100.38     | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236656 | PA      | $242345.31    | 0.01%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                           | Abbott Laboratories                                                             | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56136.99     | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $205683.54    | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                      | Baxter International Inc                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193848.21    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101717.08    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128L5D65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1235 | PA      | $1267.52      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108101.76    | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125513 | PA      | $121295.58    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                          | Southern Copper Corp                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145024.67    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $167219.92    | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418DV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1842171 | PA      | $1594946.91   | 0.06%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                        | Massachusetts Institute of Technology                                           | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137244.78    | 0.01%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140KBD50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1707344 | PA      | $1578650.48   | 0.06%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                 | CME Group Inc                                                                   | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252798.87    | 0.01%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256074.66    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                               | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222096.93    | 0.01%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146032.71    | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31410SNY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20951 | PA      | $21995.41     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157197.60    | 0.01%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                        | Mid-America Apartments LP                                                       | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    250000 | PA      | $251973.76    | 0.01%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31403DRZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23439 | PA      | $23479.71     | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                    | Nasdaq Inc                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174846.48    | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                        | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720347.68    | 0.03%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XRGN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    863378 | PA      | $892522.47    | 0.03%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61917.69     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310859.55    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $481368.55    | 0.02%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                        | Asian Development Bank                                                          | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $244146.30    | 0.01%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                           | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $233395.86    | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                             | L3Harris Technologies Inc                                                       | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167706.91    | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74424.48     | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84498.82     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                 | NEW YORK ST URBAN DEV CORP REVENUE                                              | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41365.75     | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    145000 | PA      | $106314.04    | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                | Fannie Mae-Aces                                                                 | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238575 | PA      | $234981.14    | 0.01%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                      | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65727.06     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                      | Mass General Brigham Inc                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43358.54     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                      | Inter-American Investment Corp                                                  | CUSIP: 45828Q2E6<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $49824.47     | 0.00%             | 2027-02-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                      | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84562.45     | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                        | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146615.18    | 0.01%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    185000 | PA      | $131539.80    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183730.45    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31292GXH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1016 | PA      | $1042.84      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243109.71    | 0.01%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | CommonSpirit Health                                                             | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30052.76     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                   | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85539.17     | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WG3Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315333 | PA      | $295276.83    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418BE93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    806652 | PA      | $785821.68    | 0.03%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                      | Johns Hopkins University                                                        | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     35000 | PA      | $20502.23     | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                            | Realty Income Corp                                                              | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $95406.59     | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                      | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    250000 | PA      | $178104.86    | 0.01%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4896210 | PA      | $3964659.14   | 0.16%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110644.68    | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                            | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267535.92    | 0.01%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                              | Bank of Montreal                                                                | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $357692.27    | 0.01%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                        | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202497.94    | 0.01%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                        | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200055.74    | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    769646 | PA      | $779312.96    | 0.03%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                             | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92476.02     | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241K5Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47040 | PA      | $49308.08     | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                        | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256442.23    | 0.01%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152725.27    | 0.01%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                          | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    145000 | PA      | $154778.80    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                            | Athene Holding Ltd                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149755.31    | 0.01%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                               | Hershey Co/The                                                                  | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40634.79     | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288492.51    | 0.01%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194280.81    | 0.01%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                           | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106613.79    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4521656.25   | 0.18%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $165049.15    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                           | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125237.77    | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                      | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67769.48     | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55222.98     | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                        | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208607.29    | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147234.58    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                        | Valmont Industries Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93471.85     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                         | BANK5 Trust 2025-5YR13                                                          | CUSIP: 06650CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $120532.70    | 0.00%             | 2058-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                   | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198913.09    | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                        | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29083.18     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363805.06    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                      | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $257144.63    | 0.01%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                              | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168386.78    | 0.01%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                         | Georgetown University/The                                                       | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44680.52     | 0.00%             | 2118-10-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                    | CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO                             | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    150000 | PA      | $157102.49    | 0.01%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                       | UDR Inc                                                                         | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     50000 | PA      | $40823.75     | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3133KYWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606621 | PA      | $561637.72    | 0.02%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281933 | PA      | $263767.95    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7773750.00   | 0.30%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                       | Honeywell International Inc                                                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184032.64    | 0.01%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $352453.67    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                        | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201959.92    | 0.01%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                           | Dollar General Corp                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143267.76    | 0.01%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                          | IBM International Capital Pte Ltd                                               | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $253245.22    | 0.01%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142190 | PA      | $140595.50    | 0.01%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                     | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $421169.80    | 0.02%             | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                        | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147135.29    | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                         | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $117846.98    | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                      | European Investment Bank                                                        | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    440000 | PA      | $453450.11    | 0.02%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                          | Mississippi Power Co                                                            | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99925.11     | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A8JY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158397 | PA      | $158567.29    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296RD53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5279 | PA      | $5442.34      | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                         | JB Hunt Transport Services Inc                                                  | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127565.68    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46467.62     | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117767.34    | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                        | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206644.54    | 0.01%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                       | Entergy Mississippi LLC                                                         | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48531.45     | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200311.90    | 0.01%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                        | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60889.30     | 0.00%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204442.93    | 0.01%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128995.77    | 0.01%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96497.15     | 0.00%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8HG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9646 | PA      | $9416.95      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3195469 | PA      | $3032043.64   | 0.12%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                 | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34658.11     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31292LHF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15505 | PA      | $14878.10     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434124 | PA      | $394173.06    | 0.02%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221287.17    | 0.01%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                   | BBCMS Mortgage Trust 2024-5C29                                                  | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $169249.20    | 0.01%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                      | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111111.79    | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265686.35    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                           | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87875.94     | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9RG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    415233 | PA      | $404679.11    | 0.02%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259366.82    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66086.13     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218181.93    | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                             | General Mills Inc                                                               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70940.48     | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX Corp                                                                        | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88383.50     | 0.00%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $42364.98     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                  | City of Hope                                                                    | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61644.94     | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                     | Kellanova                                                                       | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197545.05    | 0.01%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                      | Constellation Brands Inc                                                        | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99464.06     | 0.00%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WVSK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586482 | PA      | $538862.62    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                          | Verizon Master Trust                                                            | CUSIP: 92348KBS1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $413118.58    | 0.02%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                             | International Finance Corp                                                      | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    280000 | PA      | $285058.25    | 0.01%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                         | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $55603.24     | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $272278.16    | 0.01%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $146025.79    | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131994.04    | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                       | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65146.93     | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                        | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149225.33    | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                      | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    110000 | PA      | $73022.90     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103296.66    | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92595.87     | 0.00%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86537.68     | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                            | Realty Income Corp                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     80000 | PA      | $79919.91     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    200000 | PA      | $207153.55    | 0.01%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1050065 | PA      | $1073442.67   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418XF52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75577 | PA      | $75665.72     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258092.69    | 0.01%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142182.50    | 0.01%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    419829 | PA      | $389950.28    | 0.02%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                           | PayPal Holdings Inc                                                             | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206216.08    | 0.01%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48328.37     | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                  | CubeSmart LP                                                                    | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     30000 | PA      | $30011.01     | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                         | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101839.77    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94169.86     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $6779003.93   | 0.27%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                         | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $194972.53    | 0.01%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31419DWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147073 | PA      | $141009.43    | 0.01%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WF6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170431 | PA      | $166951.64    | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111401.25    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | Micron Technology Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50285.87     | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                  | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87613.73     | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75353.22     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980588.53    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                         | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $81035.00     | 0.00%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511100.90    | 0.02%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                     | IDEX Corp                                                                       | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86845.04     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                       | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    215000 | PA      | $220989.96    | 0.01%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                             | Toyota Motor Corp                                                               | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $260810.36    | 0.01%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36178NF79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297671 | PA      | $271650.83    | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351466 | PA      | $323630.04    | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620A9PT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25668 | PA      | $25614.66     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2526824 | PA      | $1941477.09   | 0.08%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                        | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99665.69     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620ATEB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12326 | PA      | $12763.49     | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347566 | PA      | $355481.10    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | Cigna Group/The                                                                 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107967.12    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DQWE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21711 | PA      | $18478.54     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                       | Honeywell International Inc                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192102.79    | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    285000 | PA      | $304629.54    | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4S6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308907 | PA      | $305315.20    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247899.24    | 0.01%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254600.78    | 0.01%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7503222.68   | 0.29%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                     | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110544.21    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608354.45    | 0.02%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138AEEK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2825 | PA      | $2808.51      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10409375.00  | 0.41%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                       | Southwestern Electric Power Co                                                  | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211505.90    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    135000 | PA      | $96121.72     | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                      | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $260821.98    | 0.01%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                         | MidAmerican Energy Co                                                           | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80532.89     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                        | Province of Manitoba Canada                                                     | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $248756.63    | 0.01%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                   | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101843.27    | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                | Fannie Mae-Aces                                                                 | CUSIP: 3136AY6U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407492 | PA      | $401810.14    | 0.02%             | 2027-11-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303427.64    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620C6CE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    202506 | PA      | $204830.33    | 0.01%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $14246875.04  | 0.56%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                         | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213616.34    | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446099.40    | 0.02%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                           | PayPal Holdings Inc                                                             | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64204.78     | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTFY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $180175.06    | 0.01%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113021.80    | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113309.44    | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183197.85    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                             | Eversource Energy                                                               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225410.94    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                        | CLARK CNTY NV ARPT REVENUE                                                      | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     75000 | PA      | $84202.68     | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                       | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44843.90     | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300658 | PA      | $276597.37    | 0.01%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                 | McKesson Corp                                                                   | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125523.49    | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138EJ2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130314 | PA      | $137322.93    | 0.01%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156897.17    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187048.09    | 0.01%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                               | DR Horton Inc                                                                   | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237183.10    | 0.01%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                                                       | Delmarva Power & Light Co                                                       | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42387.19     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                      | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153672.67    | 0.01%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40601.80     | 0.00%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                 | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42129.56     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                        | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140193.07    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                     | GATX Corp                                                                       | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100565.26    | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416JNW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7416 | PA      | $7670.07      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                             | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $88076.45     | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500288.80    | 0.02%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239020.83    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121306.68    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                          | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98328.65     | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $630733.46    | 0.02%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148256.70    | 0.01%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                     | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1487485.74   | 0.06%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                         | Novartis Capital Corp                                                           | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146467.89    | 0.01%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137047.62    | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                        | Mondelez International Inc                                                      | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $153707.87    | 0.01%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20246875.00  | 0.79%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3133KYWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1061791 | PA      | $948544.84    | 0.04%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                        | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $169097.96    | 0.01%             | 2054-03-22      | 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        |    200000 | PA      | $185979.62    | 0.01%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XJWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537495 | PA      | $548419.17    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                           | Moody's Corp                                                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76192.34     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140JAD70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10363 | PA      | $10328.93     | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                     | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86745.63     | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DPF29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394736 | PA      | $404627.36    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                          | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61109.93     | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44643.92     | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                       | Philippine Government International Bond                                        | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $214508.08    | 0.01%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                               | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249644.49    | 0.01%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172917.46    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156678.54    | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                       | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19313.50     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                               | CSAIL 2017-CX10 Commercial Mortgage Trust                                       | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $480957.80    | 0.02%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                        | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $187047.99    | 0.01%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36295B5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       271 | PA      | $278.14       | 0.00%             | 2038-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXBX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13972 | PA      | $14519.12     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                        | Korea Development Bank/The                                                      | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $221204.42    | 0.01%             | 2031-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $94268.63     | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $93716.14     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475183 | PA      | $443759.79    | 0.02%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49008.18     | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                       | Simon Property Group LP                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $140819.66    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    145000 | PA      | $96148.46     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351000 | PA      | $281557.74    | 0.01%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                           | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272322.29    | 0.01%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                 | AEP Texas Inc                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90179.36     | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                       | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57153.19     | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4716886 | PA      | $3985241.17   | 0.16%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 31292LE84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    371405 | PA      | $353286.04    | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88107.53     | 0.00%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127159.04    | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                  | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57313.20     | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 3620ARUT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    237680 | PA      | $229573.66    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $191839.01    | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $229484.82    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                    | Philippines Government International Bonds                                      | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $195270.42    | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473301 | PA      | $463593.89    | 0.02%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138AYV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44447 | PA      | $44080.85     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                   | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $203742.96    | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58434.32     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25200000 | PA      | $25134046.81  | 0.99%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3958976 | PA      | $3041866.41   | 0.12%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284994.89    | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                             | Ares Capital Corp                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223939.13    | 0.01%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2702197.27   | 0.11%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                      | Province of British Columbia Canada                                             | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $518039.57    | 0.02%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $141840.16    | 0.01%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323234.31    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50048.70     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210471.49    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                      | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88853.19     | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                     | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63620.76     | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                       | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $292814.84    | 0.01%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                            | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27729.55     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $139153.78    | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36296QRU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35202 | PA      | $36102.20     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                       | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AP8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95350.26     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55573.24     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89242.46     | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | Royal Bank of Canada                                                            | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $184982.71    | 0.01%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                      | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71905 | PA      | $65928.91     | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue         | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KV1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    125000 | PA      | $123661.45    | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                               | Deere & Co                                                                      | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104935.64    | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96447.26     | 0.00%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224139.34    | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6436815 | PA      | $5207455.72   | 0.20%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88271.70     | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $180404.98    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                              | RELX Capital Inc                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94698.03     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250770.73    | 0.01%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                         | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $250787.47    | 0.01%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197846.22    | 0.01%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2526562.50   | 0.10%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                            | Voya Financial Inc                                                              | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53772.31     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483294.56    | 0.02%             | 2032-04-13      | Fixed         | 3.60%                 | 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        |    275000 | PA      | $237691.72    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31404JY58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92375 | PA      | $93641.50     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                             | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139279.58    | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180246.06    | 0.01%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                     | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0706A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2625000 | PA      | $2745417.83   | 0.11%             | 2054-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176265.67    | 0.01%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                             | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5138281.25   | 0.20%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                         | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251245.12    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    382000 | PA      | $228465.45    | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | Walmart Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315609.90    | 0.01%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                | Fannie Mae-Aces                                                                 | CUSIP: 3136AY7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115285 | PA      | $112757.11    | 0.00%             | 2027-12-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220645.48    | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158906.96    | 0.01%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                           | Consumers Energy Co                                                             | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124723.04    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                            | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $683981.78    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                  | CubeSmart LP                                                                    | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    160000 | PA      | $139959.24    | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218717.96    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199239.73    | 0.01%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                   | ONE Gas Inc                                                                     | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170112.61    | 0.01%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219440.36    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                               | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     60000 | PA      | $54615.01     | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                       | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49738.15     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94920.48     | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200990.74    | 0.01%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2710722.67   | 0.11%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3132L8HT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    812071 | PA      | $734763.74    | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXEM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6983 | PA      | $7157.59      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196206.89    | 0.01%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4481212 | PA      | $3631231.24   | 0.14%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414SFL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5087 | PA      | $5203.03      | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                          | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71733.23     | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                    | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47527.82     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                            | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $295433.17    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147848.48    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                         | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $87590.84     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                         | Unilever Capital Corp                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92592.35     | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    386319 | PA      | $391416.86    | 0.02%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $51100.21     | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                            | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206886.43    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31416XE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214893 | PA      | $209491.00    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WEPN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511648 | PA      | $481006.56    | 0.02%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $109877.45    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                            | Diageo Capital PLC                                                              | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $24822.44     | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WCUS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297246 | PA      | $286703.07    | 0.01%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                           | Emerson Electric Co                                                             | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43187.45     | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63151.94     | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116941.12    | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                             | AHS Hospital Corp                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25143.21     | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                      | Mass General Brigham Inc                                                        | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35195.50     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213656 | PA      | $206570.48    | 0.01%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                            | Honda Motor Co Ltd                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     85000 | PA      | $83143.12     | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                               | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67055.75     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    206000 | PA      | $181140.70    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                             | Expedia Group Inc                                                               | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90611.06     | 0.00%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500270.29    | 0.02%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                  | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90813.16     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                            | Honda Auto Receivables 2024-3 Owner Trust                                       | CUSIP: 43813YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213000 | PA      | $214690.58    | 0.01%             | 2029-03-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                         | Camden Property Trust                                                           | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    250000 | PA      | $253675.78    | 0.01%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                              | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                            | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    150000 | PA      | $149318.36    | 0.01%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue         | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107823.44    | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $232450.49    | 0.01%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98064.79     | 0.00%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99399.97     | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99684.82     | 0.00%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31414NHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52492 | PA      | $52844.77     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                          | Shell Finance US Inc                                                            | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $288058.20    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21401 | PA      | $20892.83     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161412.95    | 0.01%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126445.04    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138MBLV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3563 | PA      | $3525.66      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                        | Puget Sound Energy Inc                                                          | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201203.49    | 0.01%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147725.18    | 0.01%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                        | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207043.15    | 0.01%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138WFCM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444383 | PA      | $427704.04    | 0.02%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                        | Koninklijke Philips NV                                                          | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $56584.85     | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                        | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130418.95    | 0.01%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174616.25    | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                  | WP Carey Inc                                                                    | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    100000 | PA      | $100025.79    | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                       | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139084.81    | 0.01%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    290000 | PA      | $213953.07    | 0.01%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138NYWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390221 | PA      | $358989.22    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                                         | RenaissanceRe Finance Inc                                                       | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128531.67    | 0.01%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $368375.95    | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                         | Panama Government International Bonds                                           | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $294270.00    | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138ET4G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166734 | PA      | $164897.58    | 0.01%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    592982 | PA      | $562006.42    | 0.02%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296402 | PA      | $283578.93    | 0.01%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98606.67     | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                       | Japan Bank for International Cooperation                                        | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $185886.85    | 0.01%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $221074.29    | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                   | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    110000 | PA      | $78780.56     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                        | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312512.19    | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                      | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41501.64     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae I Pool                                                               | CUSIP: 36241KXY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51887 | PA      | $54585.96     | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31407SL59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8191 | PA      | $8377.26      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 3132ADPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95339 | PA      | $96129.48     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    315000 | PA      | $269640.92    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                      | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46535.76     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138MFPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69615 | PA      | $68582.84     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $128547.68    | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8750000 | PA      | $4694921.88   | 0.18%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                        | Korea Development Bank/The                                                      | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $208381.78    | 0.01%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99597.56     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Pool                                                                | CUSIP: 31334YP50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2186596 | PA      | $1983156.59   | 0.08%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74950.24     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259032.97    | 0.01%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28491.11     | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                         | Cousins Properties LP                                                           | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     60000 | PA      | $61516.32     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                         | Province of Ontario Canada                                                      | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $419604.96    | 0.02%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac Gold Pool                                                           | CUSIP: 3128MDAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57010 | PA      | $56554.71     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $200927.76    | 0.01%             | 2033-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309008.21    | 0.01%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    290000 | PA      | $262308.24    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                      | Ginnie Mae II Pool                                                              | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    916306 | PA      | $757511.10    | 0.03%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                              | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    285000 | PA      | $199221.32    | 0.01%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                            | Analog Devices Inc                                                              | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149201.28    | 0.01%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103123.16    | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                              | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95207.33     | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140XKE71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550667 | PA      | $561446.13    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $570688.46    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $203578.66    | 0.01%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                         | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231473.12    | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $257429.37    | 0.01%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3138A1U33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       679 | PA      | $664.74       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                            | BMO 2024-5C8 Mortgage Trust                                                     | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $182115.73    | 0.01%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167064.40    | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                       | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205574.56    | 0.01%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 3140QLRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5670367 | PA      | $4810149.84   | 0.19%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                        | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155268.52    | 0.01%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $256058.11    | 0.01%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                    | Fannie Mae Pool                                                                 | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570763 | PA      | $548476.08    | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98874.64     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                      | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    200000 | PA      | $181747.59    | 0.01%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                        | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252464.31    | 0.01%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                             | Union Electric Co                                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $154152.09    | 0.01%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                       | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $70135.56     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496019.48    | 0.02%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                          | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44154.36     | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79647.95     | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-27

**Name of Applicant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP