# EDGAR Filing Document

**Accession Number:** 0000822671
**File Stem:** 0000869392-23-000416
**Filing Date:** 2023-2
**Character Count:** 202352
**Document Hash:** f82628337f92b044c12d441f6435168c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000869392-23-000416.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000869392-23-000416

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PUTNAM VARIABLE TRUST
- **CENTRAL INDEX KEY:** 0000822671
- **IRS NUMBER:** 046649095
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05346
- **FILM NUMBER:** 23667828

**BUSINESS ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 6172921000

**MAIL ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PUTNAM CAPITAL MANAGER TRUST /MA/
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Putnam VT George Putnam Balanced Fund (Series ID: S000003895)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000010885 | Class IA Shares |  |
| C000010886 | Class IB Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Putnam Variable Trust

- **b. Investment Company Act file number:** 811-05346

- **c. CIK number of Registrant:** 0000822671

- **d. LEI of Registrant:** 549300TBVD21LYBGBD46

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

  - **Street Address 1:** 100 FEDERAL STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 1-800-225-1581

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

- **a. Name of Series:** Putnam VT George Putnam Balanced Fund

- **b. EDGAR series identifier (if any):** S000003895

- **c. LEI of Series:** MEM8REXDOEBLU02UY840

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $208099150.21

**Total Liabilities:** $7536044.13

**Net Assets:** $200563106.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 134.28 | **1-Year:** 3865.54 | **5-Year:** 12266.85 | **10-Year:** 16775.86 | **30-Year:** 10925.06

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

- **3-Month:** 2.31 | **1-Year:** 36.35 | **5-Year:** 276.76 | **10-Year:** 240.15 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010886 | -3.91%               | 4.98%                | 4.76%                |
| Class ID C000010885 | -3.97%               | 5.04%                | 4.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9401.72                 | $-8229538.47                               |
| Month 2  | $-1289409.77             | $11080067.32                               |
| Month 3  | $-1076578.08             | $10044890.24                               |

**Designated Index Information**

- **Index Name:** George Putnam Blend 60% S&P 500 / 40% BB Agg

- **Index Identifier:** IDX08232

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FIRSTPLUS HOME LOAN OWNER TRUST 1997-3                                          | ASSET BACKED SECURITY                 | CUSIP: 337925CC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14822 | PA      | $1.48         | 0.00%             | 2023-11-10      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| TIAA REAL ESTATE CDO LTD                                                        | COLLATERALIZED DEBT OBLIGATION        | CUSIP: 88631FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220229 | PA      | $2.20         | 0.00%             | 2038-12-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2012-C4                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61760VAE3<br>LEI: 5493005SNWQW3UUOQX45 | Long             | ABS-MBS          | CORP              | US        |     62803 | PA      | $58092.92     | 0.03%             | 2045-03-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 17322MBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124000 | PA      | $116822.51    | 0.06%             | 2047-05-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2014-GC22                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 36253BBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127000 | PA      | $120026.81    | 0.06%             | 2047-06-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| LSTAR COMMERCIAL MORTGAGE TRUST 2015-3                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 54910JAN4<br>LEI: 549300MAI3U5Y4VL8H37 | Long             | ABS-MBS          | CORP              | US        |     22799 | PA      | $21763.46     | 0.01%             | 2048-04-20      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $320011.84    | 0.16%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2                                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $235031.63    | 0.12%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-L1                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408000 | PA      | $385602.47    | 0.19%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST                                        | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $180188.55    | 0.09%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63020 | PA      | $32152.77     | 0.02%             | 2044-03-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS6 MORTGAGE TRUST                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12592PBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $18314.90     | 0.01%             | 2047-12-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                                      | COMMON STOCK                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      3286 | NS      | $372106.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                                                      | COMMON STOCK                          | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       365 | NS      | $506433.85    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                  | COMMON STOCK                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      8231 | NS      | $2862165.63   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                                                            | COMMON STOCK                          | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8731 | NS      | $181692.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| WALMART INC                                                                     | COMMON STOCK                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      9886 | NS      | $1401735.94   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                                                        | COMMON STOCK                          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3577 | NS      | $418544.77    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                   | COMMON STOCK                          | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1335 | NS      | $103756.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                                                         | COMMON STOCK                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2669 | NS      | $633433.77    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                                                    | COMMON STOCK                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     10520 | NS      | $1156568.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                                     | COMMON STOCK                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     11212 | NS      | $2025559.92   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                                                             | COMMON STOCK                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1786 | NS      | $323266.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                                                                | COMMON STOCK                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     23376 | NS      | $1486947.36   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COMMON STOCK                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1604 | NS      | $732226.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | COMMON STOCK                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4966 | NS      | $1064213.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                   | COMMON STOCK                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     37600 | NS      | $1700648.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                                | COMMON STOCK                          | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      5703 | NS      | $260684.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES INC                                                        | COMMON STOCK                          | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       868 | NS      | $364985.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | COMMON STOCK                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     12095 | NS      | $1220627.40   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                     | COMMON STOCK                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     32765 | NS      | $2678211.10   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | COMMON STOCK                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      7135 | NS      | $685388.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                        | COMMON STOCK                          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     11841 | NS      | $366834.18    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                  | COMMON STOCK                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     29758 | NS      | $7136563.56   | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                  | COMMON STOCK                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     40012 | NS      | $3361008.00   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                  | COMMON STOCK                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7524 | NS      | $887832.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                     | COMMON STOCK                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     21703 | NS      | $938220.69    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                                                              | COMMON STOCK                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3174 | NS      | $399098.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | COMMON STOCK                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2116 | NS      | $1165260.04   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | COMMON STOCK                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      5662 | NS      | $1944217.56   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | COMMON STOCK                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     16442 | NS      | $760771.34    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | COMMON STOCK                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       750 | NS      | $633022.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK  AND  CO INC                                                              | COMMON STOCK                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     12659 | NS      | $1404516.05   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                                            | COMMON STOCK                          | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       503 | NS      | $1013685.84   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND CO                                                         | COMMON STOCK                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1919 | NS      | $488001.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                              | COMMON STOCK                          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9787 | NS      | $818193.20    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                                                      | COMMON STOCK                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2482 | NS      | $429882.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PG AND E CORP                                                                   | COMMON STOCK                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     16481 | NS      | $267981.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                      | COMMON STOCK                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     24672 | NS      | $1598005.44   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                | COMMON STOCK                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     28951 | NS      | $3193295.30   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                   | COMMON STOCK                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       246 | NS      | $177486.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY  AND  CO                                                              | COMMON STOCK                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3514 | NS      | $1285561.76   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON  AND  JOHNSON                                                           | COMMON STOCK                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      8353 | NS      | $1475557.45   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE  AND  CO                                                                  | COMMON STOCK                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1015 | NS      | $435191.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH  AND  BODY WORKS INC                                                       | COMMON STOCK                          | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      2784 | NS      | $117317.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                                     | COMMON STOCK                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      4736 | NS      | $705853.44    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COS INC/THE                                                                 | COMMON STOCK                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3376 | NS      | $268729.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                                                          | COMMON STOCK                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1991 | NS      | $528311.85    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                                     | COMMON STOCK                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      4864 | NS      | $432506.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | COMMON STOCK                          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       603 | NS      | $139745.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                              | COMMON STOCK                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      9299 | NS      | $1925543.93   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | COMMON STOCK                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      5726 | NS      | $628657.54    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                                      | COMMON STOCK                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     14480 | NS      | $741955.20    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | COMMON STOCK                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     10989 | NS      | $1070108.82   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC/THE                                                              | COMMON STOCK                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      8519 | NS      | $2690811.34   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                                                   | COMMON STOCK                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2956 | NS      | $1108854.72   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                                      | COMMON STOCK                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       818 | NS      | $418971.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                                     | COMMON STOCK                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     13820 | NS      | $2019654.80   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                                    | COMMON STOCK                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       338 | NS      | $68343.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                          | COMMON STOCK                          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8210 | NS      | $243837.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| ELEVANCE HEALTH INC                                                             | COMMON STOCK                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       442 | NS      | $226732.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                                     | COMMON STOCK                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1845 | NS      | $544053.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC                                                                      | COMMON STOCK                          | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3442 | NS      | $209583.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| NRG ENERGY INC                                                                  | COMMON STOCK                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     49647 | NS      | $1579767.54   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                                  | COMMON STOCK                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      7372 | NS      | $977453.48    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                    | COMMON STOCK                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     51093 | NS      | $4507935.39   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                                                                    | COMMON STOCK                          | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     38125 | NS      | $505156.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                                 | COMMON STOCK                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     13953 | NS      | $1953420.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                              | COMMON STOCK                          | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     16201 | NS      | $1036864.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                                        | COMMON STOCK                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      5668 | NS      | $1177583.68   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                                                       | COMMON STOCK                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7524 | NS      | $926806.32    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR  AND  CO INC                                                                | COMMON STOCK                          | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     17717 | NS      | $822423.14    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                               | COMMON STOCK                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      5543 | NS      | $186466.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                                                              | COMMON STOCK                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       385 | NS      | $102009.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                              | COMMON STOCK                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      7525 | NS      | $905558.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP INC                                                          | COMMON STOCK                          | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      4154 | NS      | $251026.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                      | COMMON STOCK                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4841 | NS      | $782354.01    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                                      | COMMON STOCK                          | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       575 | NS      | $84266.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP/DE                                                                     | COMMON STOCK                          | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      6463 | NS      | $1154162.54   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC                                               | COMMON STOCK                          | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     18660 | NS      | $971999.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                                   | COMMON STOCK                          | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      4648 | NS      | $587321.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                                                         | COMMON STOCK                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      7513 | NS      | $310587.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | COMMON STOCK                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      4016 | NS      | $286019.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                                                      | COMMON STOCK                          | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1297 | NS      | $439812.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                                              | COMMON STOCK                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      9647 | NS      | $504055.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | COMMON STOCK                          | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     12399 | NS      | $850943.37    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| BJ'S WHOLESALE CLUB HOLDINGS INC                                                | COMMON STOCK                          | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      1791 | NS      | $118492.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | COMMON STOCK                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      6504 | NS      | $2155035.36   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVI STRAUSS  AND  CO                                                           | COMMON STOCK                          | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      8554 | NS      | $132758.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AVANTOR INC                                                                     | COMMON STOCK                          | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |     14130 | NS      | $298001.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                                     | COMMON STOCK                          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      9393 | NS      | $552120.54    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| 4FRONT VENTURES CORP                                                            | COMMON STOCK                          | CUSIP: 35086B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    523966 | NS      | $122346.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERGATE CAPITAL CORP                                                         | COMMON STOCK                          | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |      5731 | NS      | $99719.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| OTIS WORLDWIDE CORP                                                             | COMMON STOCK                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     13964 | NS      | $1093520.84   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                                                    | COMMON STOCK                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     19386 | NS      | $374731.38    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WARBY PARKER INC                                                                | COMMON STOCK                          | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3931 | NS      | $53029.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| APOLLO ASSET MANAGEMENT INC                                                     | COMMON STOCK                          | CUSIP: 03769M106<br>LEI: 54930054P2G7ZJB0KM79 | Long             | EC               | CORP              | US        |     18789 | NS      | $1198550.31   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                       | COMMON STOCK                          | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1640 | NS      | $141384.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING INC                                                   | COMMON STOCK                          | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |     68523 | NS      | $712639.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                                      | COMMON STOCK                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3021 | NS      | $1175833.62   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PLC                                                                    | COMMON STOCK                          | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |     15943 | NS      | $416590.59    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                                      | COMMON STOCK                          | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1450 | NS      | $401534.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                         | COMMON STOCK                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     14745 | NS      | $1227668.70   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                    | COMMON STOCK                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3463 | NS      | $919149.46    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | COMMON STOCK                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2092 | NS      | $1141416.12   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | COMMON STOCK                          | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     11804 | NS      | $397440.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                       | COMMON STOCK                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     39255 | NS      | $5100402.15   | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK  AND  CO INC/MD                                                       | COMMON STOCK                          | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      3708 | NS      | $307356.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                                              | COMMON STOCK                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1551 | NS      | $551256.42    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | COMMON STOCK                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     34510 | NS      | $1142971.20   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | COMMON STOCK                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      4275 | NS      | $348156.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP INC                                                                  | COMMON STOCK                          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23222 | NS      | $1057297.66   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | COMMON STOCK                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      5651 | NS      | $490958.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | COMMON STOCK                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4991 | NS      | $2646128.38   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                   | COMMON STOCK                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       888 | NS      | $169155.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER  AND  GAMBLE CO/THE                                                     | COMMON STOCK                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     16203 | NS      | $2455726.68   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | COMMON STOCK                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2498 | NS      | $209307.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                                         | COMMON STOCK - ADR                    | CUSIP: 12626K203<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      7850 | NS      | $312351.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ASCENDIS PHARMA A/S                                                             | COMMON STOCK - ADR                    | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      3847 | NS      | $469834.11    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| SEA LTD                                                                         | COMMON STOCK - ADR                    | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |      3298 | NS      | $171594.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| AIR LEASE CORP                                                                  | CORP MED TERM NOTE                    | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    195000 | PA      | $162624.75    | 0.08%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | CORP MED TERM NOTE                    | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $436609.16    | 0.22%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX US INC                                                                  | CORP. NOTE                            | CUSIP: 304071AA1<br>LEI: 549300JGURHUEU25AZ92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39016.77     | 0.02%             | 2024-08-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CORP. NOTE                            | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60879.14     | 0.03%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | CORP. NOTE                            | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34532.45     | 0.02%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | CORP. NOTE                            | CUSIP: H72108HG3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    360000 | PA      | $354405.60    | 0.18%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | CORP. NOTE                            | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61541.87     | 0.03%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | CORP. NOTE                            | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113049.49    | 0.06%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | CORP. NOTE                            | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30490.90     | 0.02%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | CORP. NOTE                            | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91488.90     | 0.05%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                    | CORP. NOTE                            | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102955.01    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | CORP. NOTE                            | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37650.29     | 0.02%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CORP. NOTE                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56340.14     | 0.03%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | CORP. NOTE                            | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    192000 | PA      | $182807.90    | 0.09%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CORP. NOTE                            | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    142000 | PA      | $134929.91    | 0.07%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | CORP. NOTE                            | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $110700.00    | 0.06%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | CORP. NOTE                            | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     98000 | PA      | $92087.56     | 0.05%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | CORP. NOTE                            | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33915.65     | 0.02%             | 2024-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | CORP. NOTE                            | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83203.84     | 0.04%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | CORP. NOTE                            | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175895.53    | 0.09%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK  AND  TRUST CO                                              | CORP. NOTE                            | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159554.65    | 0.08%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | CORP. NOTE                            | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $137038.12    | 0.07%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | CORP. NOTE                            | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    152000 | PA      | $146141.99    | 0.07%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                    | CORP. NOTE                            | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     99000 | PA      | $94086.16     | 0.05%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | CORP. NOTE                            | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82645.52     | 0.04%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                     | CORP. NOTE                            | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    189000 | PA      | $182198.23    | 0.09%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | CORP. NOTE                            | CUSIP: 05565EBE4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     77000 | PA      | $72701.42     | 0.04%             | 2028-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORP. NOTE                            | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57354.87     | 0.03%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | CORP. NOTE                            | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142482.75    | 0.07%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                  | CORP. NOTE                            | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84031.44     | 0.04%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS  AND  FRAGRANCES INC                                      | CORP. NOTE                            | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75293.26     | 0.04%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                  | CORP. NOTE                            | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75830.72     | 0.04%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | CORP. NOTE                            | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39358.61     | 0.02%             | 2024-03-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CORP. NOTE                            | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43471.33     | 0.02%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | CORP. NOTE                            | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77050.88     | 0.04%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORP. NOTE                            | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64257.06     | 0.03%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VI LLC                                                     | CORP. NOTE                            | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22482.08     | 0.01%             | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | CORP. NOTE                            | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    242000 | PA      | $230790.17    | 0.12%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | CORP. NOTE                            | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117221.29    | 0.06%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | CORP. NOTE                            | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     66000 | PA      | $59829.71     | 0.03%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | CORP. NOTE                            | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    194000 | PA      | $168861.73    | 0.08%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                        | CORP. NOTE                            | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25095.54     | 0.01%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | CORP. NOTE                            | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97660.20     | 0.05%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                                       | CORP. NOTE                            | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112691.32    | 0.06%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | CORP. NOTE                            | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $111016.66    | 0.06%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                           | CORP. NOTE                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $31771.08     | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | CORP. NOTE                            | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23278.72     | 0.01%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | CORP. NOTE                            | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $375533.61    | 0.19%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORP. NOTE                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5434.89      | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORP. NOTE                            | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    229000 | PA      | $215693.20    | 0.11%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | CORP. NOTE                            | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    116000 | PA      | $103051.30    | 0.05%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                            | CORP. NOTE                            | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149695.66    | 0.07%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                             | CORP. NOTE                            | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179175.98    | 0.09%             | 2027-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORP. NOTE                            | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89310.87     | 0.04%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | CORP. NOTE                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27706.51     | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | CORP. NOTE                            | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2472.27      | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | CORP. NOTE                            | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     33000 | PA      | $27039.12     | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                         | CORP. NOTE                            | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94408.48     | 0.05%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                    | CORP. NOTE                            | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    205000 | PA      | $182324.71    | 0.09%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG/NEW YORK NY                                                    | CORP. NOTE                            | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390723.23    | 0.19%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORP. NOTE                            | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25620.94     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | CORP. NOTE                            | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64083.75     | 0.03%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CORP. NOTE                            | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149014.73    | 0.07%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | CORP. NOTE                            | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    205000 | PA      | $187872.44    | 0.09%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | CORP. NOTE                            | CUSIP: 110122CY2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399027.25    | 0.20%             | 2023-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | CORP. NOTE                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    258000 | PA      | $209415.96    | 0.10%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | CORP. NOTE                            | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     86000 | PA      | $76972.45     | 0.04%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | CORP. NOTE                            | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    114000 | PA      | $94455.25     | 0.05%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                    | CORP. NOTE                            | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    135000 | PA      | $107395.37    | 0.05%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                | CORP. NOTE                            | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142530.52    | 0.07%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | CORP. NOTE                            | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41387.19     | 0.02%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORP. NOTE                            | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86247.64     | 0.04%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | CORP. NOTE                            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     62000 | PA      | $50986.23     | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORP. NOTE                            | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161139.84    | 0.08%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                   | CORP. NOTE                            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    165000 | PA      | $138967.26    | 0.07%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | CORP. NOTE                            | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71048.58     | 0.04%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | CORP. NOTE                            | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34737.71     | 0.02%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                | CORP. NOTE                            | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115461.61    | 0.06%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CORP. NOTE                            | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79465.67     | 0.04%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | CORP. NOTE                            | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171785.20    | 0.09%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CORP. NOTE                            | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $44268.25     | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | CORP. NOTE                            | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    298000 | PA      | $268357.78    | 0.13%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                     | CORP. NOTE                            | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64428.35     | 0.03%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | CORP. NOTE                            | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86526.73     | 0.04%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | CORP. NOTE                            | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90123.43     | 0.04%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | CORP. NOTE                            | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176335.02    | 0.09%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                             | CORP. NOTE                            | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107845.05    | 0.05%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CORP. NOTE                            | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $246725.43    | 0.12%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | CORP. NOTE                            | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $73465.43     | 0.04%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CORP. NOTE                            | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172607.09    | 0.09%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | CORP. NOTE                            | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55920.01     | 0.03%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | CORP. NOTE                            | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79611.16     | 0.04%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | CORP. NOTE                            | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235113.09    | 0.12%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | CORP. NOTE                            | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187201.84    | 0.09%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | CORP. NOTE                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31964.30     | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | CORP. NOTE                            | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132734.37    | 0.07%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | CORP. NOTE                            | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101170.05    | 0.05%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | CORP. NOTE                            | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210681.55    | 0.11%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | CORP. NOTE                            | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129993.57    | 0.06%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | CORPORATE BONDS                       | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    108000 | PA      | $85822.28     | 0.04%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | CORPORATE BONDS                       | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     24000 | PA      | $26529.21     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                | CORPORATE BONDS                       | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    140000 | PA      | $157863.16    | 0.08%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                | CORPORATE BONDS                       | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11236.13     | 0.01%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | CORPORATE BONDS                       | CUSIP: 77509NAF0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $11642.92     | 0.01%             | 2032-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | CORPORATE BONDS                       | CUSIP: 202795HG8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15449.92     | 0.01%             | 2033-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | CORPORATE BONDS                       | CUSIP: 037735CE5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58838.10     | 0.03%             | 2035-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | CORPORATE BONDS                       | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     76000 | PA      | $66235.10     | 0.03%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | CORPORATE BONDS                       | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25254.20     | 0.01%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC/THE                                                | CORPORATE BONDS                       | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    197000 | PA      | $188488.17    | 0.09%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | CORPORATE BONDS                       | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |    166000 | PA      | $158605.76    | 0.08%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | CORPORATE BONDS                       | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63030.89     | 0.03%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | CORPORATE BONDS                       | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57042.00     | 0.03%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | CORPORATE BONDS                       | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120375.13    | 0.06%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MARSH  AND  MCLENNAN COS INC                                                    | CORPORATE BONDS                       | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178689.33    | 0.09%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | CORPORATE BONDS                       | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53420.97     | 0.03%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                      | CORPORATE BONDS                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188596.80    | 0.09%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORPORATE BONDS                       | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     58000 | PA      | $52249.00     | 0.03%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | CORPORATE BONDS                       | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     85000 | PA      | $70161.24     | 0.03%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | CORPORATE BONDS                       | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27247.22     | 0.01%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE CO                                          | CORPORATE BONDS                       | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $114687.05    | 0.06%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | CORPORATE BONDS                       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    201000 | PA      | $145774.09    | 0.07%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | CORPORATE BONDS                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $69980.16     | 0.03%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| S AND P GLOBAL INC                                                              | CORPORATE BONDS                       | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149606.93    | 0.07%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | CORPORATE BONDS                       | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $195390.65    | 0.10%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | CORPORATE BONDS                       | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110092.56    | 0.05%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | CORPORATE BONDS                       | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     62000 | PA      | $51653.08     | 0.03%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                    | CORPORATE BONDS                       | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17710.38     | 0.01%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | CORPORATE BONDS                       | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123457.74    | 0.06%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | CORPORATE BONDS                       | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     86000 | PA      | $73934.12     | 0.04%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | CORPORATE BONDS                       | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35729.26     | 0.02%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CORPORATE BONDS                       | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3040.34      | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | CORPORATE BONDS                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    152000 | PA      | $136215.13    | 0.07%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | CORPORATE BONDS                       | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    174000 | PA      | $104806.08    | 0.05%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORPORATE BONDS                       | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104290.15    | 0.05%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORPORATE BONDS                       | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54238.84     | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                    | CORPORATE BONDS                       | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    147000 | PA      | $115221.77    | 0.06%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | CORPORATE BONDS                       | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $90134.04     | 0.04%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                   | CORPORATE BONDS                       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16258.14     | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                        | CORPORATE BONDS                       | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $139848.80    | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                  | CORPORATE BONDS                       | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153003.32    | 0.08%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| S AND P GLOBAL INC                                                              | CORPORATE BONDS                       | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     56000 | PA      | $43069.04     | 0.02%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | CORPORATE BONDS                       | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     63000 | PA      | $47390.24     | 0.02%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | CORPORATE BONDS                       | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    127000 | PA      | $88079.33     | 0.04%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS  AND  FRAGRANCES INC                                      | CORPORATE BONDS                       | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     48000 | PA      | $38081.87     | 0.02%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS  AND  FRAGRANCES INC                                      | CORPORATE BONDS                       | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     27000 | PA      | $18276.01     | 0.01%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                 | CORPORATE BONDS                       | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20036.46     | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | CORPORATE BONDS                       | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     79000 | PA      | $52160.93     | 0.03%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | CORPORATE BONDS                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    123000 | PA      | $85791.31     | 0.04%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | CORPORATE BONDS                       | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    371000 | PA      | $262482.76    | 0.13%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORPORATE BONDS                       | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $166093.50    | 0.08%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORPORATE BONDS                       | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35621.96     | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | CORPORATE BONDS                       | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $121252.19    | 0.06%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | CORPORATE BONDS                       | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $117470.41    | 0.06%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | CORPORATE BONDS                       | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    117000 | PA      | $77270.15     | 0.04%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | CORPORATE BONDS                       | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    233000 | PA      | $143452.63    | 0.07%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                    | CORPORATE BONDS                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    172000 | PA      | $132183.68    | 0.07%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CORPORATE BONDS                       | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55629.47     | 0.03%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                                 | CORPORATE BONDS                       | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     72000 | PA      | $41818.85     | 0.02%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | CORPORATE BONDS                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     72000 | PA      | $51716.72     | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CORPORATE BONDS                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    270000 | PA      | $211075.41    | 0.11%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC/OK                                                    | CORPORATE BONDS                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    245000 | PA      | $181468.61    | 0.09%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                               | CORPORATE BONDS                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41033.08     | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                           | CORPORATE BONDS                       | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $51960.01     | 0.03%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                          | CORPORATE BONDS                       | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     33000 | PA      | $27307.38     | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                | CORPORATE BONDS                       | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $61498.15     | 0.03%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | CORPORATE BONDS                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    205000 | PA      | $178834.88    | 0.09%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORPORATE BONDS                       | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66353.72     | 0.03%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                      | CORPORATE BONDS                       | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115574.90    | 0.06%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | CORPORATE BONDS                       | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37149.76     | 0.02%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | CORPORATE BONDS                       | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151704.10    | 0.08%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                            | CORPORATE BONDS                       | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162961.86    | 0.08%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                                        | CORPORATE BONDS                       | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $432043.14    | 0.22%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | CORPORATE BONDS                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92911.16     | 0.05%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                          | CORPORATE BONDS                       | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104019 | PA      | $108260.12    | 0.05%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE  AND  ANNUITY ASSOCIATION OF AMERICA                         | CORPORATE BONDS                       | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44026.35     | 0.02%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | CORPORATE BONDS                       | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37807.32     | 0.02%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | CORPORATE BONDS                       | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     80000 | PA      | $78559.18     | 0.04%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA LTD                                                     | CORPORATE BONDS                       | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4707.21      | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | CORPORATE BONDS                       | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19767.56     | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CORPORATE BONDS                       | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33476.47     | 0.02%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                            | CORPORATE BONDS                       | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82250.57     | 0.04%             | 2042-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                  | CORPORATE BONDS                       | CUSIP: 00185AAB0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $172796.36    | 0.09%             | 2042-12-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                 | CORPORATE BONDS                       | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     83000 | PA      | $74405.17     | 0.04%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CORPORATE BONDS                       | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    174000 | PA      | $148861.49    | 0.07%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | CORPORATE BONDS                       | CUSIP: 29273RBB4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30499.00     | 0.02%             | 2024-02-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST SERIES 2013                                              | CORPORATE BONDS                       | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10690 | PA      | $9606.84      | 0.00%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | CORPORATE BONDS                       | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $195782.09    | 0.10%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                            | CORPORATE BONDS                       | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125606.46    | 0.06%             | 2024-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | CORPORATE BONDS                       | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14376.05     | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | CORPORATE BONDS                       | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24383.11     | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORPORATE BONDS                       | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9987.89      | 0.00%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP                      | CORPORATE BONDS                       | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $32272.44     | 0.02%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                    | CORPORATE BONDS                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10144.97     | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | CORPORATE BONDS                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138621.83    | 0.07%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                         | CORPORATE BONDS                       | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27777.90     | 0.01%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | CORPORATE BONDS                       | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16300.73     | 0.01%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CORPORATE BONDS                       | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $100096.92    | 0.05%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                  | CORPORATE BONDS                       | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $23340.82     | 0.01%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CORPORATE BONDS                       | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    264000 | PA      | $251699.81    | 0.13%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | CORPORATE BONDS                       | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25349.66     | 0.01%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORPORATE BONDS                       | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66191.28     | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC / OMNICOM CAPITAL INC                                         | CORPORATE BONDS                       | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $40289.47     | 0.02%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CORPORATE BONDS                       | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $224358.69    | 0.11%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | CORPORATE BONDS                       | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7974.83      | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | CORPORATE BONDS                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     83000 | PA      | $71412.21     | 0.04%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | CORPORATE BONDS                       | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43076.03     | 0.02%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | CORPORATE BONDS                       | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    113000 | PA      | $102671.48    | 0.05%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | CORPORATE BONDS                       | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     84000 | PA      | $77228.25     | 0.04%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                          | CORPORATE BONDS                       | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     76000 | PA      | $71056.96     | 0.04%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | CORPORATE BONDS                       | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    230000 | PA      | $210733.18    | 0.11%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | CORPORATE BONDS                       | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206937.50    | 0.10%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CORPORATE BONDS                       | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $78887.46     | 0.04%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CORPORATE BONDS                       | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12582.86     | 0.01%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | CORPORATE BONDS                       | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $40379.24     | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORPORATE BONDS                       | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25444.26     | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                                                         | CORPORATE BONDS                       | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81600.51     | 0.04%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CORPORATE BONDS                       | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108672.09    | 0.05%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                    | CORPORATE BONDS                       | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22559.30     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                          | CORPORATE BONDS                       | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67763.12     | 0.03%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORPORATE BONDS                       | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61303.26     | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                             | CORPORATE BONDS                       | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186909.76    | 0.09%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | CORPORATE BONDS                       | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193672.43    | 0.10%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | CORPORATE BONDS                       | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    127000 | PA      | $100215.46    | 0.05%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                  | CORPORATE BONDS                       | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $47163.61     | 0.02%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | CORPORATE BONDS                       | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    122000 | PA      | $113516.50    | 0.06%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                   | CORPORATE BONDS                       | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28021.50     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORPORATE BONDS                       | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    134000 | PA      | $124535.09    | 0.06%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | CORPORATE BONDS                       | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52156.87     | 0.03%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CORPORATE BONDS                       | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    143000 | PA      | $124260.09    | 0.06%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | CORPORATE BONDS                       | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75001.22     | 0.04%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORPORATE BONDS                       | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114729.10    | 0.06%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | CORPORATE BONDS                       | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175147.62    | 0.09%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | CORPORATE BONDS                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192296.76    | 0.10%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EL PASO CORP NATURAL GAS                                                        | CORPORATE STEP UP                     | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $84813.48     | 0.04%             | 2032-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                            | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $385995.54    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET B AND T CO                                                         | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $35970.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | US        |         1 | NC      | $357706.92    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                     | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $482383.63    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE, LONDON                                             | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $407932.14    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET B AND T CO                                                         | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $325003.93    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGANCHASE BANK                                                             | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $293318.39    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA                                                                   | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |         1 | NC      | $317528.30    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA                                                                   | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |         1 | NC      | $348181.36    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE, LONDON                                             | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1284079.35   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTL FX                                                           | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | US        |         1 | NC      | $549818.00    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE, LONDON                                             | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $302131.46    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTL FX                                                           | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | US        |         1 | NC      | $211029.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | US        |         1 | NC      | $238672.03    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                   | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $442602.70    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                   | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $500774.92    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $386881.86    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                     | EQUITY INDEX FUTURE                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         9 | NC      | $1737450.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN15                                  | CUSIP: 3140XHGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201580 | PA      | $185620.90    | 0.09%             | 2036-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31385XF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18808 | PA      | $19228.03     | 0.01%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31410KXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12044 | PA      | $12426.42     | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20512 | PA      | $21096.07     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13366 | PA      | $13805.82     | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XJWB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996925 | PA      | $991046.46    | 0.49%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XJJA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1669904 | PA      | $1492247.23   | 0.74%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XB2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131551 | PA      | $111852.00    | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140L8CU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393453 | PA      | $334413.30    | 0.17%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140L8VQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302843 | PA      | $257494.36    | 0.13%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XBS76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1101848 | PA      | $938231.49    | 0.47%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140KAZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1555084 | PA      | $1323193.19   | 0.66%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140KH6J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387758 | PA      | $332178.54    | 0.17%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140KXMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136550 | PA      | $116785.76    | 0.06%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140KX6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105318 | PA      | $90139.74     | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31402QLR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27088 | PA      | $27169.26     | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140EVH91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318285 | PA      | $287208.46    | 0.14%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140JACP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598818 | PA      | $592363.70    | 0.30%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140X45B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310436 | PA      | $295886.86    | 0.15%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140X4VP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406269 | PA      | $388117.33    | 0.19%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140X5CN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200391 | PA      | $184906.27    | 0.09%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140X5HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550847 | PA      | $508281.41    | 0.25%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2270333 | PA      | $1867661.88   | 0.93%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140QFDC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717560 | PA      | $614034.51    | 0.31%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140KX2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168194 | PA      | $143927.62    | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140L1SD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183541 | PA      | $156975.04    | 0.08%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140L5LC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115799 | PA      | $98929.67     | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $963906.20    | 0.48%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $963906.20    | 0.48%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $986094.20    | 0.49%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $986094.20    | 0.49%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $816218.80    | 0.41%             | 2053-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133BHHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    995012 | PA      | $962023.65    | 0.48%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133A8FL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153640 | PA      | $132482.32    | 0.07%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133AJLE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40645 | PA      | $34787.74     | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OHIO STATE UNIVERSITY/THE                                                       | FX.RT. MUNI BOND                      | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40198.36     | 0.02%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NORTH TEXAS TOLLWAY AUTHORITY                                                   | FX.RT. MUNI BOND                      | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     55000 | PA      | $65346.80     | 0.03%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| STATE OF CALIFORNIA                                                             | FX.RT. MUNI BOND                      | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $36299.49     | 0.02%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1181228 | PA      | $1071093.38   | 0.53%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1253843 | PA      | $1136154.30   | 0.57%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617BG3X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72439 | PA      | $67160.90     | 0.03%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617BG3Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190051 | PA      | $176202.32    | 0.09%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617BG3Z1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138499 | PA      | $128406.42    | 0.06%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617UNJH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290758 | PA      | $267117.84    | 0.13%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617QEUW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    876594 | PA      | $716383.38    | 0.36%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617UNED2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144572 | PA      | $132907.70    | 0.07%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617UNEE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31621 | PA      | $29070.12     | 0.01%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617UNEG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    363685 | PA      | $334115.57    | 0.17%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617HGTP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    422881 | PA      | $413635.51    | 0.21%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LULULEMON ATHLETICA INC                                                         | ORDINARY SHARES                       | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |       492 | NS      | $157626.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300F4XPHJ7NOSP309       | Long             | EC               | CORP              | CA        |     89726 | NS      | $1740843.44   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA GROUP LTD                                                                   | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     58600 | NS      | $651657.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMOS GOLD INC                                                                 | ORDINARY SHARES                       | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |     32045 | NS      | $323974.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADYEN NV                                                                        | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       193 | NS      | $266179.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                                                            | ORDINARY SHARES                       | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     23592 | NS      | $1468837.92   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                                       | ORDINARY SHARES                       | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |       482 | NS      | $157218.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     27903 | NS      | $784637.36    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL PLC                                                                  | ORDINARY SHARES                       | CUSIP: G72899100<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     66279 | NS      | $903443.25    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                          | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     23504 | NS      | $655539.76    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                                          | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: YGE0EUBRF7IJOB3QRX76       | Long             | EC               | CORP              | CA        |      8244 | NS      | $428395.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| QUILTER PLC                                                                     | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 54930092XIVK28RZGM95       | Long             | EC               | CORP              | GB        |    237178 | NS      | $266435.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | PERPETUAL BONDS                       | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27550.00     | 0.01%             | 2023-06-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO  AND  CO                                                            | PERPETUAL BONDS                       | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62725.00     | 0.03%             | 2025-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | PERPETUAL BONDS                       | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30880.00     | 0.02%             | 2025-03-17      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | PERPETUAL BONDS                       | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    114000 | PA      | $111998.45    | 0.06%             | 2049-12-29      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | PERPETUAL BONDS                       | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    257000 | PA      | $190822.50    | 0.10%             | 2028-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | PERPETUAL BONDS                       | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25305.02     | 0.01%             | 2024-10-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | PERPETUAL BONDS                       | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     79000 | PA      | $63792.50     | 0.03%             | 2051-07-28      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | PERPETUAL BONDS                       | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    146000 | PA      | $128662.50    | 0.06%             | 2025-02-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                             | PERPETUAL BONDS                       | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $166078.04    | 0.08%             | 2050-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO  AND  CO                                                            | PERPETUAL BONDS                       | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70021.20     | 0.03%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | PERPETUAL BONDS                       | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $174762.50    | 0.09%             | 2051-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | PERPETUAL BONDS                       | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $154520.09    | 0.08%             | 2031-02-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | PERPETUAL BONDS                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22262.50     | 0.01%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | PERPETUAL BONDS                       | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67518.93     | 0.03%             | 2024-09-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| PUTNAM CASH COLLATERAL POOL LLC                                                 | SHORT TERM INV FUND                   | CUSIP: N/A<br>LEI: 5493005HRIV7IFMKD774       | Long             | STIV             | PF                | US        |   2117626 | NS      | $2117626.00   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PUTNAM SHORT TERM INVESTMENT FUND                                               | SHORT TERM INV FUND                   | CUSIP: 74676P664<br>LEI: 5493003MK0Q7JP8CPP42 | Long             | STIV             | PF                | US        |   5127083 | NS      | $5127083.00   | 2.56%             |  |  |  | No            |                  2 | On Loan: No      |
| GOGREEN INVESTMENTS CORP                                                        | STOCK UNIT                            | CUSIP: G9461B127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17958 | OU      | $188559.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1490000 | PA      | $801864.45    | 0.40%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4350000 | PA      | $3503769.71   | 1.75%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2010000 | PA      | $1650681.14   | 0.82%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $857988.29    | 0.43%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $528162.50    | 0.26%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4710000 | PA      | $4396674.60   | 2.19%             | 2025-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2410000 | PA      | $2026753.51   | 1.01%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1494187.50   | 0.74%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1660000 | PA      | $1351084.38   | 0.67%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $303750.00    | 0.15%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2210000 | PA      | $2021977.35   | 1.01%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3580000 | PA      | $3298634.91   | 1.64%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3530000 | PA      | $3265602.29   | 1.63%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $647662.50    | 0.32%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 976657AH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250962.00    | 0.13%             | 2067-05-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | VAR.RT. CORP. BONDS                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266133.40    | 0.13%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | VAR.RT. CORP. BONDS                   | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    173000 | PA      | $163956.77    | 0.08%             | 2044-03-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    324000 | PA      | $302711.64    | 0.15%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                               | VAR.RT. CORP. BONDS                   | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $113400.00    | 0.06%             | 2077-03-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | VAR.RT. CORP. BONDS                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9183.89      | 0.00%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $144299.94    | 0.07%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | VAR.RT. CORP. BONDS                   | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $39623.42     | 0.02%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | VAR.RT. CORP. BONDS                   | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     97000 | PA      | $90366.94     | 0.05%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66604.59     | 0.03%             | 2047-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60959.37     | 0.03%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                          | VAR.RT. CORP. BONDS                   | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $213522.93    | 0.11%             | 2026-06-05      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK NY                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144873.58    | 0.07%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA  AND  NEW ZEALAND BANKING GROUP LTD                                   | VAR.RT. CORP. BONDS                   | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $146745.30    | 0.07%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK NY                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    225000 | PA      | $164973.10    | 0.08%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | VAR.RT. CORP. BONDS                   | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    220000 | PA      | $161635.74    | 0.08%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | VAR.RT. CORP. BONDS                   | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $512499.86    | 0.26%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | VAR.RT. CORP. BONDS                   | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $171218.63    | 0.09%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK NY                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127182.36    | 0.06%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    440000 | PA      | $364346.64    | 0.18%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                                            | VAR.RT. CORP. BONDS                   | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    260000 | PA      | $240192.72    | 0.12%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | VAR.RT. CORP. BONDS                   | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14661.42     | 0.01%             | 2043-06-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-24

**Name of Applicant:** Putnam Investments Inc

**Signature:** Janet C. Smith

**Name of Signer:** NPORT

**Title:** Principal Financial Officer