# EDGAR Filing Document

**Accession Number:** 0001710607
**File Stem:** 0001193125-26-189856
**Filing Date:** 2026-4
**Character Count:** 255484
**Document Hash:** cd185bf307deecb00caf6a797b9f3d13
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-189856.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001193125-26-189856

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY ETF TRUST
- **CENTRAL INDEX KEY:** 0001710607

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23305
- **FILM NUMBER:** 26911705

**BUSINESS ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111
- **BUSINESS PHONE:** (816) 531-5575

**MAIL ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** American Century ETF Trust
- **DATE OF NAME CHANGE:** 20170628

## Series and Classes Contracts Data

### Avantis Core Fixed Income Fund (Series ID: S000069307)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000221281 | Institutional Class | AVIGX           |
| C000226122 | G Class             | AVBNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Century ETF Trust

- **b. Investment Company Act file number:** 811-23305

- **c. CIK number of Registrant:** 0001710607

- **d. LEI of Registrant:** 5493006IKK34YJD98183

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

  - **Street Address 1:** 4500 Main St

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

  - **Telephone number:** 816-531-5575

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

- **a. Name of Series:** Avantis Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000069307

- **c. LEI of Series:** 549300SLXJ30GLSGV681

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $364253764.66

**Total Liabilities:** $67051786.32

**Net Assets:** $297201978.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 22.000000000000 | **1-Year:** 3323.000000000000 | **5-Year:** 45040.000000000000 | **10-Year:** 60630.000000000000 | **30-Year:** 25725.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221281 | -0.10%               | 0.25%                | 1.41%                |
| Class ID C000226122 | -0.09%               | 0.26%                | 1.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11198.27               | $-835133.32                                |
| Month 2  | $67091.06                | $-252453.21                                |
| Month 3  | $138157.74               | $2193094.95                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** Bloomberg US Aggregate

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Asian Development Bank                                                                                                        | Asian Development Bank 4.38 03/22/2035                                      | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    250000 | PA      | $258495.56    | 0.09%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Humana Inc                                                                                                                    | Humana Inc 2.15 02/03/2032                                                  | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174645.55    | 0.06%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| International Bank for Reconstruction & Development                                                                           | International Bank for Reconstruction & Development 4.63 01/15/2032         | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262919.14    | 0.09%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| International Business Machines Corp                                                                                          | International Business Machines Corp 5.20 02/10/2035                        | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516330.72    | 0.17%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Paychex Inc                                                                                                                   | Paychex Inc 5.60 04/15/2035                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153840.86    | 0.05%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Schlumberger Holdings Corp                                                                                                    | Schlumberger Holdings Corp 4.85 05/15/2033                                  | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612085.52    | 0.21%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Steel Dynamics Inc                                                                                                            | Steel Dynamics Inc 5.25 05/15/2035                                          | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    475000 | PA      | $488349.98    | 0.16%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Target Corp                                                                                                                   | Target Corp 4.50 09/15/2032                                                 | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562925.23    | 0.19%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Target Corp                                                                                                                   | Target Corp 5.00 04/15/2035                                                 | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513499.29    | 0.17%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Thermo Fisher Scientific Inc                                                                                                  | Thermo Fisher Scientific Inc 5.20 01/31/2034                                | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525680.16    | 0.18%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Toll Brothers Finance Corp                                                                                                    | Toll Brothers Finance Corp 5.60 06/15/2035                                  | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $794095.81    | 0.27%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Visa Inc                                                                                                                      | Visa Inc 4.15 12/14/2035                                                    | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489448.03    | 0.16%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |   4553958 | NS      | $4553957.50   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                                                                | Amazon.com Inc 2.10 05/12/2031                                              | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455524.62    | 0.15%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                                                                | Amazon.com Inc 4.65 11/20/2035                                              | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503051.55    | 0.17%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bemis Co Inc                                                                                                                  | Amcor Flexibles North America Inc 5.10 03/17/2030                           | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569693.07    | 0.19%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                                                                   | Ameren Corp 5.38 03/15/2035                                                 | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490698.08    | 0.17%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                                                                | American Electric Power Co Inc 5.95 11/01/2032                              | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $378496.21    | 0.13%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                                                                   | American Honda Finance Corp 5.05 07/10/2031                                 | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $363031.73    | 0.12%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                                                              | American International Group Inc 5.13 03/27/2033                            | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515597.86    | 0.17%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                                                              | American International Group Inc 5.45 05/07/2035                            | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $730455.08    | 0.25%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                                                           | American Tower Corp 2.90 01/15/2030                                         | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95585.90     | 0.03%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                                                     | Amgen Inc 2.30 02/25/2031                                                   | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459743.89    | 0.15%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                                                                 | Amphenol Corp 4.13 11/15/2030                                               | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502718.31    | 0.17%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                                                              | Anheuser-Busch InBev Finance Inc 4.70 02/01/2036                            | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250740.10    | 0.08%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                                                           | Elevance Health Inc 2.88 09/15/2029                                         | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    675000 | PA      | $649670.16    | 0.22%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                                                                            | Aon Corp / Aon Global Holdings PLC 5.35 02/28/2033                          | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1099125.12   | 0.37%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                                                                  | Apollo Global Management Inc 5.15 08/12/2035                                | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495624.35    | 0.17%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                                                                         | Applied Materials Inc 5.10 10/01/2035                                       | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156183.56    | 0.05%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                                                                     | Archer-Daniels-Midland Co 3.25 03/27/2030                                   | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64284.17     | 0.02%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                                                           | American Tower Corp 4.90 03/15/2030                                         | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    550000 | PA      | $565328.17    | 0.19%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                                                           | American Tower Corp 5.35 03/15/2035                                         | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207747.18    | 0.07%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                                                                   | American Water Capital Corp 5.25 03/01/2035                                 | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156031.47    | 0.05%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                                                                      | Ameriprise Financial Inc 5.20 04/15/2035                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    625000 | PA      | $636324.32    | 0.21%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                                                                     | Archer-Daniels-Midland Co 2.90 03/01/2032                                   | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1023521.87   | 0.34%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                                                                                          | Ares Management Corp 6.38 11/10/2028                                        | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $472266.72    | 0.16%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                                                                     | Arizona Public Service Co 5.70 08/15/2034                                   | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265126.17    | 0.09%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                                                       | Arthur J Gallagher & Co 6.50 02/15/2034                                     | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $386091.78    | 0.13%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                                                                        | Asian Development Bank 2.00 04/24/2026                                      | CUSIP: 045167DN0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $199466.93    | 0.07%             | 2026-04-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                                                                        | Asian Development Bank 2.38 08/10/2027                                      | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |     16000 | PA      | $15766.62     | 0.01%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                                                                        | Asian Development Bank 3.63 08/28/2029                                      | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    100000 | PA      | $100571.87    | 0.03%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                                                                        | Asian Development Bank 4.13 05/30/2030                                      | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    250000 | PA      | $256069.73    | 0.09%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                                                                      | Asian Infrastructure Investment Bank/The 4.50 01/16/2030                    | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |    100000 | PA      | $103646.40    | 0.03%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                                                               | AstraZeneca PLC 6.45 09/15/2037                                             | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1606498.63   | 0.54%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                                                                     | AvalonBay Communities Inc 4.35 12/01/2030                                   | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202028.39    | 0.07%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                                                                     | AvalonBay Communities Inc 3.30 06/01/2029                                   | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73659.09     | 0.02%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                                                                     | AvalonBay Communities Inc 2.45 01/15/2031                                   | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1483489.63   | 0.50%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                                                                  | BHP Billiton Finance USA Ltd 5.30 02/21/2035                                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    775000 | PA      | $813045.40    | 0.27%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                                       | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.49 05/01/2030     | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $813677.98    | 0.27%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                                            | Banco Santander SA 3.80 02/23/2028                                          | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199274.17    | 0.07%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                                            | Banco Santander SA 4.38 04/12/2028                                          | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $604340.32    | 0.20%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                                                          | Bank of America Corp 2.97 02/04/2033                                        | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277403.17    | 0.09%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                                              | Bank of Montreal 2.65 03/08/2027                                            | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $494824.43    | 0.17%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                                              | Bank of Montreal 5.51 06/04/2031                                            | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $159017.04    | 0.05%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                                                       | Bank of Nova Scotia/The 4.85 02/01/2030                                     | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205962.20    | 0.07%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                                                       | Bank of Nova Scotia/The 5.45 08/01/2029                                     | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $628384.60    | 0.21%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                                                                 | Citigroup Inc 4.91 05/24/2033                                               | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102087.85    | 0.03%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                                                                   | Citibank NA 5.57 04/30/2034                                                 | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319104.63    | 0.11%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                                                  | Comcast Corp 4.25 10/15/2030                                                | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211902.67    | 0.07%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                                                                            | Connecticut Light and Power Co/The 4.95 08/15/2034                          | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763989.42    | 0.26%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                                                             | ConocoPhillips Co 6.60 10/01/2037                                           | CUSIP: 20826FBZ8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114583.32    | 0.04%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                                                                      | Constellation Brands Inc 4.90 05/01/2033                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305712.33    | 0.10%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                                                                           | Consumers Energy Co 3.60 08/15/2032                                         | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386436.47    | 0.13%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                                     | Federal Farm Credit Banks Funding Corp 4.38 06/23/2026                      | CUSIP: 3133EPNG6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |    250000 | PA      | $250490.80    | 0.08%             | 2026-06-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                                                               | Federal Home Loan Mortgage Corp 0.80 10/27/2026                             | CUSIP: 3134GW4C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    250000 | PA      | $245490.37    | 0.08%             | 2026-10-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                                                    | G2SF 3.5 3/26 MBS 30yr                                                      | CUSIP: 21H032639<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $704053.25    | 0.24%             | 2055-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                                                    | G2SF 3.5 4/26 MBS 30yr                                                      | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1871225.30   | 0.63%             | 2055-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                                                    | G2SF 3.5 5/26 MBS 30yr                                                      | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $701533.70    | 0.24%             | 2055-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                                                    | G2SF 4.5 3/26 MBS 30yr                                                      | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $494257.82    | 0.17%             | 2055-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   4523233 | NS      | $4523233.19   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 03/05/2026                                 | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2999088.75   | 1.01%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                                                    | G2SF 4.5 4/26 MBS 30yr                                                      | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $740390.63    | 0.25%             | 2055-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                                                    | G2SF 4.5 5/26 MBS 30yr                                                      | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $246601.56    | 0.08%             | 2055-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 04/02/2026                                 | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2492206.95   | 0.84%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 04/09/2026                                 | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4980907.65   | 1.68%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                                                    | G2SF 5 3/26 MBS 30yr                                                        | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2509067.90   | 0.84%             | 2055-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                                                    | G2SF 5 4/26 MBS 30yr                                                        | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $5010909.25   | 1.69%             | 2055-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                                                               | Weyerhaeuser Co 4.00 04/15/2030                                             | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    875000 | PA      | $868225.79    | 0.29%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                                                          | Williams Cos Inc/The 5.60 03/15/2035                                        | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    825000 | PA      | $867420.20    | 0.29%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                                                                   | Wisconsin Electric Power Co 4.60 10/01/2034                                 | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201994.80    | 0.07%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                                                    | Zimmer Biomet Holdings Inc 5.50 02/19/2035                                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251256.87    | 0.08%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                                                    | G2SF 5 5/26 MBS 30yr                                                        | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1000775.60   | 0.34%             | 2055-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                                                    | G2SF 5.5 3/26 MBS 30yr                                                      | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3500000 | PA      | $3545211.85   | 1.19%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                                                    | G2SF 5.5 4/26 MBS 30yr                                                      | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2023804.08   | 0.68%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                                                                            | Council Of Europe Development Bank 4.13 01/24/2029                          | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $101895.51    | 0.03%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                                                                            | Council Of Europe Development Bank 4.50 01/15/2030                          | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $103523.83    | 0.03%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                                                              | Crown Castle Inc 3.30 07/01/2030                                            | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143732.30    | 0.05%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                                                              | Crown Castle Inc 5.60 06/01/2029                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156284.42    | 0.05%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                                                                   | Cummins Inc 5.15 02/20/2034                                                 | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260886.56    | 0.09%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                                                                   | Cummins Inc 4.70 02/15/2031                                                 | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    925000 | PA      | $952151.52    | 0.32%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                                                                   | Cummins Inc 5.30 05/09/2035                                                 | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    825000 | PA      | $865579.76    | 0.29%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                                                                    | DCP Midstream Operating LP 3.25 02/15/2032                                  | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    875000 | PA      | $815177.13    | 0.27%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                                                                 | DTE Energy Co 5.85 06/01/2034                                               | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215188.61    | 0.07%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                                                                 | DTE Energy Co 5.20 04/01/2030                                               | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    825000 | PA      | $858103.69    | 0.29%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                                                               | DTE Electric Co 2.63 03/01/2031                                             | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61942.10     | 0.02%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                                                       | John Deere Capital Corp 3.90 06/07/2032                                     | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    625000 | PA      | $619769.08    | 0.21%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp                                                                                                     | Deere Funding Canada Corp 4.15 10/09/2030                                   | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201297.97    | 0.07%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                                                             | Dell International LLC / EMC Corp 5.75 02/01/2033                           | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159330.69    | 0.05%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                                                             | Dell International LLC / EMC Corp 5.40 04/15/2034                           | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $491922.24    | 0.17%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                                                  | Deutsche Bank AG/New York NY 6.72 01/18/2029                                | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209212.70    | 0.07%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                                                                     | Deutsche Telekom International Finance BV 8.75 06/15/2030                   | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $880214.79    | 0.30%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                                                        | Diamondback Energy Inc 5.55 04/01/2035                                      | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209351.90    | 0.07%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                                                            | Walt Disney Co/The 6.40 12/15/2035                                          | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    225000 | PA      | $256290.62    | 0.09%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                                                    | Capital One Financial Corp 6.70 11/29/2032                                  | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $278298.24    | 0.09%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                                                           | Dominion Energy Inc 5.95 06/15/2035                                         | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107605.48    | 0.04%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                                                                      | EIDP Inc 5.13 05/15/2032                                                    | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155919.51    | 0.05%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                                              | Duke Energy Corp 5.45 06/15/2034                                            | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    650000 | PA      | $683012.29    | 0.23%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                                                     | Duke Energy Carolinas LLC 6.10 06/01/2037                                   | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109680.27    | 0.04%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                                                              | ERP Operating LP 3.00 07/01/2029                                            | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    825000 | PA      | $802244.83    | 0.27%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                                                  | ING Groep NV 6.11 09/11/2034                                                | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $872245.67    | 0.29%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                                                  | ING Groep NV 5.07 03/25/2031                                                | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $257815.49    | 0.09%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                                                            | Ingersoll Rand Inc 5.70 08/14/2033                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267611.28    | 0.09%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                                                            | Ingersoll Rand Inc 5.45 06/15/2034                                          | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    456000 | PA      | $479115.83    | 0.16%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                                                    | Intel Corp 3.90 03/25/2030                                                  | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    725000 | PA      | $717372.21    | 0.24%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                                                               | Inter-American Development Bank 3.13 09/18/2028                             | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49660.52     | 0.02%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                                                               | Inter-American Development Bank 1.13 01/13/2031                             | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133895.01    | 0.05%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                                                               | Inter-American Development Bank 4.00 01/12/2028                             | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353588.96    | 0.12%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                                                 | Intercontinental Exchange Inc 4.35 06/15/2029                               | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    725000 | PA      | $734435.51    | 0.25%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                                                 | Intercontinental Exchange Inc 4.60 03/15/2033                               | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101308.58    | 0.03%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                                                 | Intercontinental Exchange Inc 5.25 06/15/2031                               | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1182669.30   | 0.40%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                                                           | International Bank for Reconstruction & Development 4.00 01/10/2031         | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    156000 | PA      | $159184.31    | 0.05%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                                                              | ERP Operating LP 4.65 09/15/2034                                            | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    575000 | PA      | $576661.09    | 0.19%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                                                                    | Eaton Corp 4.15 03/15/2033                                                  | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898516.88    | 0.30%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                                                                          | Lockheed Martin Corp 4.75 02/15/2034                                        | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308390.70    | 0.10%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                                       | MPLX LP 5.40 04/01/2035                                                     | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    850000 | PA      | $870427.09    | 0.29%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                                                                      | MSCI Inc 5.25 09/01/2035                                                    | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500816.21    | 0.17%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                                                      | Mars Inc 5.00 03/01/2032                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259031.24    | 0.09%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                                                                | Mastercard Inc 4.88 05/09/2034                                              | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1445024.24   | 0.49%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                                                                 | Medtronic Inc 4.38 03/15/2035                                               | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    875000 | PA      | $866641.84    | 0.29%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                                                                     | Invitation Homes Operating Partnership LP 4.15 04/15/2032                   | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    900000 | PA      | $876492.27    | 0.29%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                                                           | JPMorgan Chase & Co 6.40 05/15/2038                                         | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $852997.49    | 0.29%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                                                           | JPMorgan Chase & Co 2.96 01/25/2033                                         | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231939.79    | 0.08%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                                                           | JPMorgan Chase & Co 4.59 04/26/2033                                         | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202150.92    | 0.07%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                                                                      | KLA Corp 4.65 07/15/2032                                                    | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1718253.34   | 0.58%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                                                                 | Medtronic Global Holdings SCA 4.50 03/30/2033                               | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505307.52    | 0.17%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                                                                | Merck & Co Inc 4.15 03/15/2031                                              | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251758.04    | 0.08%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                                                                | Merck & Co Inc 4.75 12/04/2035                                              | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1160913.47   | 0.39%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                                                   | MetLife Inc 5.38 07/15/2033                                                 | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    825000 | PA      | $869982.23    | 0.29%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                                                                     | Mid-America Apartments LP 4.95 03/01/2035                                   | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    775000 | PA      | $786642.17    | 0.26%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                                                            | Mitsubishi UFJ Financial Group Inc 3.68 02/22/2027                          | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $499586.59    | 0.17%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                | Morgan Stanley 7.25 04/01/2032                                              | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231407.81    | 0.08%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                | Morgan Stanley 5.25 04/21/2034                                              | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $725472.56    | 0.24%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                | Morgan Stanley 3.13 07/27/2026                                              | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498369.27    | 0.17%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                                                                        | NXP BV / NXP Funding LLC / NXP USA Inc 5.00 01/15/2033                      | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    120000 | PA      | $122846.43    | 0.04%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                                                    | Nasdaq Inc 5.55 02/15/2034                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    262000 | PA      | $276220.13    | 0.09%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                                                             | National Rural Utilities Cooperative Finance Corp 4.02 11/01/2032           | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494314.01    | 0.17%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                                                             | National Rural Utilities Cooperative Finance Corp 5.00 08/15/2034           | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206495.87    | 0.07%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                                                                    | NetApp Inc 5.50 03/17/2032                                                  | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260675.59    | 0.09%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                                           | NextEra Energy Capital Holdings Inc 5.05 03/15/2030                         | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    550000 | PA      | $570316.43    | 0.19%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                                                                        | Nordic Investment Bank 3.75 05/09/2030                                      | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $201715.77    | 0.07%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                                                                           | Northern Trust Corp 1.95 05/01/2030                                         | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184802.59    | 0.06%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                                                     | ONEOK Inc 6.00 06/15/2035                                                   | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63945.00     | 0.02%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                   | Oracle Corp 6.50 04/15/2038                                                 | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259273.99    | 0.09%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                                                 | Owens Corning 3.88 06/01/2030                                               | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148513.85    | 0.05%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                                                          | PNC Financial Services Group Inc/The 5.37 07/21/2036                        | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1166806.07   | 0.39%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                                                                   | PPL Electric Utilities Corp 4.85 02/15/2034                                 | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102380.09    | 0.03%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                                                                         | PACCAR Financial Corp 4.00 09/26/2029                                       | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503860.57    | 0.17%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                                                   | Pacific Gas and Electric Co 5.55 05/15/2029                                 | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207968.47    | 0.07%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                                                                    | PacifiCorp 6.25 10/15/2037                                                  | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $799831.60    | 0.27%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                                                                   | Paychex Inc 5.35 04/15/2032                                                 | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153903.48    | 0.05%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pentair Finance Sarl                                                                                                          | Pentair Finance Sarl 5.90 07/15/2032                                        | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $429667.84    | 0.14%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte Ltd                                                                                         | Pepsico Singapore Financing I Pte Ltd 4.70 02/16/2034                       | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $509114.45    | 0.17%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                                                    | Pfizer Inc 7.20 03/15/2039                                                  | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $845991.69    | 0.28%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                                                    | Pfizer Inc 4.50 11/15/2032                                                  | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508573.30    | 0.17%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                                                                                           | Barrick Mining Corp 6.45 10/15/2035                                         | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $111856.68    | 0.04%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                                                                            | Plains All American Pipeline LP / PAA Finance Corp 5.70 09/15/2034          | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $862077.83    | 0.29%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                                                                   | Prologis LP 2.25 04/15/2030                                                 | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107749.90    | 0.04%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                                                                   | Textron Inc 5.50 05/15/2035                                                 | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    450000 | PA      | $474574.20    | 0.16%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                                                  | Thermo Fisher Scientific Inc 4.98 08/10/2030                                | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104073.93    | 0.04%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                                                  | Thermo Fisher Scientific Inc 5.40 08/10/2043                                | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230414.85    | 0.08%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                                                  | Broadcom Inc 4.30 11/15/2032                                                | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757653.61    | 0.25%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                                                  | Broadcom Inc 5.15 11/15/2031                                                | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    825000 | PA      | $864065.40    | 0.29%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                                                  | Broadcom Inc 2.45 02/15/2031                                                | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323603.23    | 0.11%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                                                                        | Brookfield Finance Inc 4.35 04/15/2030                                      | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $576327.46    | 0.19%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                                                                     | United Parcel Service Inc 6.20 01/15/2038                                   | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $449730.10    | 0.15%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                                                                     | United Parcel Service Inc 5.15 05/22/2034                                   | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $737307.99    | 0.25%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 6.13 11/15/2027                            | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $261171.88    | 0.09%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 5.25 11/15/2028                            | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $786181.64    | 0.26%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                                                      | AT&T Inc 2.75 06/01/2031                                                    | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111849.67    | 0.04%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                                                           | Abbott Laboratories 4.75 11/30/2036                                         | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1384157.58   | 0.47%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                                                    | AbbVie Inc 4.55 03/15/2035                                                  | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248998.13    | 0.08%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                                                       | Charles Schwab Corp/The 1.95 12/01/2031                                     | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106500.85    | 0.04%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                                                       | Simon Property Group LP 2.20 02/01/2031                                     | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182649.88    | 0.06%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                                                       | Simon Property Group LP 6.25 01/15/2034                                     | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $442967.07    | 0.15%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                                                       | Simon Property Group LP 5.13 10/01/2035                                     | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717168.45    | 0.24%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                                                                            | J M Smucker Co/The 4.25 03/15/2035                                          | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $767876.74    | 0.26%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                                                               | Southern Co/The 3.70 04/30/2030                                             | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147777.12    | 0.05%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                                                                          | Southern Copper Corp 7.50 07/27/2035                                        | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $417335.10    | 0.14%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                                                                | Southwestern Public Service Co 5.30 05/15/2035                              | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    650000 | PA      | $671555.27    | 0.23%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                                                             | State Street Corp 4.83 04/24/2030                                           | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206063.78    | 0.07%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                                                                            | Steel Dynamics Inc 3.25 01/15/2031                                          | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95781.48     | 0.03%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                                                                        | Svensk Exportkredit AB 2.25 03/22/2027                                      | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $197348.44    | 0.07%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                                                                | TD SYNNEX Corp 2.65 08/09/2031                                              | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181164.43    | 0.06%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                                                    | Sysco Corp 5.38 09/21/2035                                                  | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    825000 | PA      | $861885.20    | 0.29%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                                                                          | Waste Management Inc 4.88 02/15/2034                                        | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310787.58    | 0.10%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                                                                          | Waste Management Inc 4.95 03/15/2035                                        | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1157584.53   | 0.39%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                                                              | Wells Fargo & Co 3.35 03/02/2033                                            | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281795.16    | 0.09%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                                                              | Wells Fargo & Co 5.15 04/23/2031                                            | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207085.44    | 0.07%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                                                                       | Astrazeneca Finance LLC 4.90 03/03/2030                                     | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414770.28    | 0.14%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                                                                  | Autodesk Inc 2.85 01/15/2030                                                | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142931.60    | 0.05%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                                                              | Welltower OP LLC 2.80 06/01/2031                                            | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1171688.90   | 0.39%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                                                                  | AutoZone Inc 4.00 04/15/2030                                                | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149411.13    | 0.05%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                                                                     | AvalonBay Communities Inc 5.35 06/01/2034                                   | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210354.08    | 0.07%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                                                             | Kinross Gold Corp 6.25 07/15/2033                                           | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    133000 | PA      | $146327.07    | 0.05%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                                                               | Kreditanstalt fuer Wiederaufbau 3.63 04/01/2026                             | CUSIP: 500769JX3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $99976.47     | 0.03%             | 2026-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                                                               | Kreditanstalt fuer Wiederaufbau 4.75 10/29/2030                             | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $263396.93    | 0.09%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                                                               | Kreditanstalt fuer Wiederaufbau 4.38 02/28/2034                             | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $155761.91    | 0.05%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                                                          | Kraft Heinz Foods Co 5.20 03/15/2032                                        | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155552.81    | 0.05%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                                                              | LPL Holdings Inc 6.75 11/17/2028                                            | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212171.13    | 0.07%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                                                              | LPL Holdings Inc 5.75 06/15/2035                                            | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    675000 | PA      | $689880.44    | 0.23%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                                                              | Lazard Group LLC 6.00 03/15/2031                                            | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    350000 | PA      | $374177.75    | 0.13%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                                                                | Eli Lilly & Co 4.75 02/12/2030                                              | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    650000 | PA      | $672040.82    | 0.23%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                                                                | Eli Lilly & Co 4.90 10/15/2035                                              | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $870864.98    | 0.29%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                                                      | Lloyds Banking Group PLC 4.55 08/16/2028                                    | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $634046.17    | 0.21%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                                                                          | Lockheed Martin Corp 4.50 05/15/2036                                        | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648552.81    | 0.22%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                                                                   | Prologis LP 5.13 01/15/2034                                                 | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155535.94    | 0.05%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                                                                   | Prologis LP 4.75 01/15/2031                                                 | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032016.55   | 0.35%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                                                                   | Prologis LP 5.25 05/15/2035                                                 | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833828.21    | 0.28%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                                                      | Prudential Financial Inc 5.70 12/14/2036                                    | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    575000 | PA      | $608179.78    | 0.20%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                                                      | Prudential Financial Inc 5.20 03/14/2035                                    | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153757.52    | 0.05%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                                                                   | Prudential Funding Asia PLC 3.63 03/24/2032                                 | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $242231.48    | 0.08%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                                                                            | Public Service Electric and Gas Co 4.65 03/15/2033                          | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    625000 | PA      | $632623.34    | 0.21%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                                                              | Welltower OP LLC 4.50 07/01/2030                                            | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407468.01    | 0.14%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                                                                    | Kenvue Inc 4.90 03/22/2033                                                  | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619968.13    | 0.21%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                                                                           | Kimco Realty OP LLC 4.60 02/01/2033                                         | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176943.40    | 0.06%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                                              | Kinder Morgan Energy Partners LP 7.75 03/15/2032                            | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    250000 | PA      | $293050.18    | 0.10%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                                                             | Kinder Morgan Inc 5.30 12/01/2034                                           | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    850000 | PA      | $882117.21    | 0.30%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                                                                           | Public Service Enterprise Group Inc 4.90 03/15/2030                         | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720939.63    | 0.24%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                                                                   | Public Storage Operating Co 2.30 05/01/2031                                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1469233.47   | 0.49%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                                                              | Puget Energy Inc 4.22 03/15/2032                                            | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391159.70    | 0.13%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                                                                | PulteGroup Inc 6.00 02/15/2035                                              | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $542535.39    | 0.18%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                                                                        | Brookfield Finance Inc 2.72 04/15/2031                                      | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $276748.81    | 0.09%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                                                                        | Brookfield Finance Inc 5.33 01/15/2036                                      | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $269624.06    | 0.09%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK Plc / Brookfield Finance Inc                                                                          | Brookfield Finance I UK Plc / Brookfield Finance Inc 2.34 01/30/2032        | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $110524.54    | 0.04%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                                                             | Brown-Forman Corp 4.75 04/15/2033                                           | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512757.28    | 0.17%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                                                                        | Bunge Ltd Finance Corp 2.75 05/14/2031                                      | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93079.20     | 0.03%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                                              | Burlington Northern Santa Fe LLC 5.75 05/01/2040                            | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $482236.25    | 0.16%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                                                             | CBRE Services Inc 2.50 04/01/2031                                           | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365462.82    | 0.12%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                                                             | CBRE Services Inc 5.95 08/15/2034                                           | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    325000 | PA      | $347703.83    | 0.12%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                                                             | CF Industries Inc 5.15 03/15/2034                                           | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140655.72    | 0.05%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                                                               | Cigna Group/The 5.40 03/15/2033                                             | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105265.06    | 0.04%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                                                                 | CME Group Inc 4.40 03/15/2030                                               | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1120773.85   | 0.38%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                                                                      | CSX Corp 6.15 05/01/2037                                                    | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83422.41     | 0.03%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                                                            | Canadian Imperial Bank of Commerce 3.60 04/07/2032                          | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1157452.45   | 0.39%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 0.75 01/31/2028                            | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $761234.38    | 0.26%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.13 02/29/2028                            | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $765406.25    | 0.26%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.63 05/15/2031                            | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1727033.20   | 0.58%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.38 11/15/2031                            | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1106909.18   | 0.37%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.50 11/30/2028                            | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1901875.00   | 0.64%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.38 12/31/2028                            | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1987083.99   | 0.67%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.75 01/31/2029                            | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2005089.85   | 0.67%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                                                                | United States Treasury Note/Bond 1.88 02/15/2032                            | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $543820.31    | 0.18%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                                                                  | Canadian National Railway Co 6.25 08/01/2034                                | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $224080.58    | 0.08%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                                                                  | Canadian National Railway Co 6.38 11/15/2037                                | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $227673.11    | 0.08%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.38 03/31/2029                            | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1940468.76   | 0.65%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.75 08/15/2032                            | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1988314.46   | 0.67%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.88 07/15/2028                            | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1314447.26   | 0.44%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.25 08/15/2035                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $461250.00    | 0.16%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.50 02/15/2033                            | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $690484.38    | 0.23%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.88 06/30/2030                            | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1375000 | PA      | $1389582.52   | 0.47%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.88 08/15/2033                            | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1762919.92   | 0.59%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.63 10/15/2026                            | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $754563.55    | 0.25%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.75 10/31/2032                            | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1504453.13   | 0.51%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.50 11/15/2028                            | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1805273.44   | 0.61%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.88 10/31/2030                            | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $688009.76    | 0.23%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.75 12/31/2030                            | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1620000 | PA      | $1636389.85   | 0.55%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                                                                  | Canadian National Railway Co 4.38 09/18/2034                                | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $647167.59    | 0.22%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                                                                | Canadian Natural Resources Ltd 5.85 02/01/2035                              | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $117771.75    | 0.04%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.00 01/31/2029                            | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1016855.47   | 0.34%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.00 01/31/2031                            | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1531816.41   | 0.52%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.25 02/28/2031                            | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2150000 | PA      | $2220168.95   | 0.75%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.25 02/28/2029                            | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1126640.63   | 0.38%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.75 12/31/2032                            | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $505000.00    | 0.17%             | 2032-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.13 02/15/2036                            | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2280058.61   | 0.77%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.00 07/31/2029                            | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $1069605.47   | 0.36%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.75 08/31/2026                            | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $450187.11    | 0.15%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                                                                 | Universal Health Services Inc 2.65 10/15/2030                               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460393.63    | 0.15%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                                                             | Vale Overseas Ltd 3.75 07/08/2030                                           | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |    750000 | PA      | $728605.80    | 0.25%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                                                                   | Canadian Pacific Railway Co 4.80 03/30/2030                                 | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $180236.68    | 0.06%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                                                    | Capital One Financial Corp 5.27 05/10/2033                                  | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308184.35    | 0.10%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                                                                            | Valero Energy Corp 5.15 02/15/2030                                          | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181422.03    | 0.06%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                                                                  | VeriSign Inc 2.70 06/15/2031                                                | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    450000 | PA      | $409790.16    | 0.14%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                                                                      | Host Hotels & Resorts LP 5.50 04/15/2035                                    | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    850000 | PA      | $867379.97    | 0.29%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                                                                                                | JB Hunt Transport Services Inc 4.90 03/15/2030                              | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771114.80    | 0.26%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                                                                  | VeriSign Inc 5.25 06/01/2032                                                | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256014.95    | 0.09%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                                                    | Verizon Communications Inc 4.50 08/10/2033                                  | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149667.14    | 0.05%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                                                    | Verizon Communications Inc 4.75 01/15/2033                                  | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202889.08    | 0.07%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                                                                          | Verisk Analytics Inc 5.25 03/15/2035                                        | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254164.51    | 0.09%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                                                            | VICI Properties LP 5.63 04/01/2035                                          | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77214.39     | 0.03%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                                                                | Virginia Electric and Power Co 5.00 01/15/2034                              | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255139.44    | 0.09%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                                                      | Visa Inc 2.05 04/15/2030                                                    | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233748.50    | 0.08%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                                                            | Vodafone Group PLC 6.15 02/27/2037                                          | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $694913.75    | 0.23%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                                                             | Hyatt Hotels Corp 5.75 03/30/2032                                           | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158489.21    | 0.05%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                                                       | Bristol-Myers Squibb Co 2.95 03/15/2032                                     | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210541.80    | 0.07%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                                                       | Bristol-Myers Squibb Co 5.10 02/22/2031                                     | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418463.42    | 0.14%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                                                              | Brixmor Operating Partnership LP 5.75 02/15/2035                            | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    450000 | PA      | $477214.38    | 0.16%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                                                              | Brixmor Operating Partnership LP 5.20 04/01/2032                            | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206661.18    | 0.07%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                                                                | European Bank for Reconstruction & Development 4.13 01/25/2029              | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203791.21    | 0.07%             | 2029-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                                                      | European Investment Bank 3.25 11/15/2027                                    | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $249346.63    | 0.08%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                                                      | European Investment Bank 3.63 07/15/2030                                    | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $251313.30    | 0.08%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                                                      | European Investment Bank 4.50 10/16/2028                                    | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $102764.56    | 0.03%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                                                      | European Investment Bank 4.63 02/12/2035                                    | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $263232.94    | 0.09%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                                                           | Constellation Energy Generation LLC 6.25 10/01/2039                         | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220057.70    | 0.07%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                                                   | Exelon Corp 5.13 03/15/2031                                                 | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156348.17    | 0.05%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                                             | Expedia Group Inc 2.95 03/15/2031                                           | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $464796.99    | 0.16%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                                                                     | Export Development Canada 3.88 02/14/2028                                   | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $100823.28    | 0.03%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                                                                     | Export Development Canada 4.13 02/13/2029                                   | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $101971.88    | 0.03%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                                                       | Federal Home Loan Banks 3.25 06/09/2028                                     | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |    250000 | PA      | $249530.26    | 0.08%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                                                       | Federal Home Loan Banks 1.25 12/21/2026                                     | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |    250000 | PA      | $245584.04    | 0.08%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                                                       | Federal Home Loan Banks 4.63 11/17/2026                                     | CUSIP: 3130AXU63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |    250000 | PA      | $251726.76    | 0.08%             | 2026-11-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                                     | Federal Farm Credit Banks Funding Corp 4.50 08/14/2026                      | CUSIP: 3133EPSW6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |    235000 | PA      | $235816.34    | 0.08%             | 2026-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                                                               | Federal Home Loan Mortgage Corp 6.75 03/15/2031                             | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    250000 | PA      | $286861.43    | 0.10%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                         | Federal National Mortgage Association 6.63 11/15/2030                       | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    300000 | PA      | $340206.44    | 0.11%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                                                                          | Federal Realty OP LP 3.50 06/01/2030                                        | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388934.99    | 0.13%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                                                           | Fifth Third Bancorp 6.34 07/27/2029                                         | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210337.80    | 0.07%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| First Industrial LP                                                                                                           | First Industrial LP 5.25 01/15/2031                                         | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257141.43    | 0.09%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                                                                      | Fox Corp 6.50 10/13/2033                                                    | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    450000 | PA      | $494056.98    | 0.17%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                                                             | General Mills Inc 4.95 03/29/2033                                           | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204573.42    | 0.07%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                                                             | General Mills Inc 5.25 01/30/2035                                           | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    850000 | PA      | $873566.22    | 0.29%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                                                              | Georgia Power Co 4.95 05/17/2033                                            | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490743.87    | 0.17%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                         | FNCL 4.5 4/26 MBS 30yr                                                      | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1482220.61   | 0.50%             | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                                                              | Georgia Power Co 4.85 03/15/2031                                            | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    750000 | PA      | $775318.76    | 0.26%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                                                           | Gilead Sciences Inc 5.10 06/15/2035                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035624.02   | 0.35%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                                                                   | GlaxoSmithKline Capital Inc 6.38 05/15/2038                                 | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    686000 | PA      | $782557.94    | 0.26%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                                                                   | GlaxoSmithKline Capital Inc 4.50 04/15/2030                                 | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255721.70    | 0.09%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                         | FNCL 5 3/26 MBS 30yr                                                        | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2009439.64   | 0.68%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                         | FNCL 5 4/26 MBS 30yr                                                        | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $3010761.03   | 1.01%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                                                   | Goldman Sachs Group Inc/The 5.73 04/25/2030                                 | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470223.13    | 0.16%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                                                   | Goldman Sachs Group Inc/The 3.80 03/15/2030                                 | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148588.17    | 0.05%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                         | FNCL 5 5/26 MBS 30yr                                                        | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $501207.57    | 0.17%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                         | FNCL 5.5 3/26 MBS 30yr                                                      | CUSIP: 01F052631<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3500000 | PA      | $3556661.64   | 1.20%             | 2055-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                                                   | Goldman Sachs Group Inc/The 3.10 02/24/2033                                 | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139218.60    | 0.05%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                                                       | HCA Inc 3.63 03/15/2032                                                     | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190625.11    | 0.06%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                         | FNCL 5.5 4/26 MBS 30yr                                                      | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1750000 | PA      | $1776895.26   | 0.60%             | 2055-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                                                             | Allstate Corp/The 5.95 04/01/2036                                           | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    465000 | PA      | $504458.10    | 0.17%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                                                       | HCA Inc 5.50 06/01/2033                                                     | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262128.53    | 0.09%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                                                       | HCA Inc 5.75 03/01/2035                                                     | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $635362.11    | 0.21%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                                                             | Allstate Corp/The 5.25 03/30/2033                                           | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261271.82    | 0.09%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                                                  | Barclays PLC 5.37 02/25/2031                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207642.77    | 0.07%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                             | HSBC Holdings PLC 6.16 03/09/2029                                           | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207976.61    | 0.07%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                                                                | Halliburton Co 4.85 11/15/2035                                              | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    825000 | PA      | $825185.85    | 0.28%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                                                  | Barclays PLC 5.79 02/25/2036                                                | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $419209.67    | 0.14%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                                                    | Biogen Inc 2.25 05/01/2030                                                  | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72373.70     | 0.02%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                                                                  | QUALCOMM Inc 4.75 05/20/2032                                                | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1439543.24   | 0.48%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                                                              | RELX Capital Inc 5.25 03/27/2035                                            | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    625000 | PA      | $643851.16    | 0.22%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                                                    | Biogen Inc 5.05 01/15/2031                                                  | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155726.36    | 0.05%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                                                                                                 | Blackrock Inc 2.40 04/30/2030                                               | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    525000 | PA      | $496014.69    | 0.17%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                                                             | Ralph Lauren Corp 5.00 06/15/2032                                           | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    850000 | PA      | $884881.59    | 0.30%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                                                      | RTX Corp 5.15 02/27/2033                                                    | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261701.59    | 0.09%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                                                                                                 | Blackrock Inc 2.10 02/25/2032                                               | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66921.11     | 0.02%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                                                                        | Boardwalk Pipelines LP 3.60 09/01/2032                                      | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    925000 | PA      | $875283.53    | 0.29%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                                                          | Boston Properties LP 6.75 12/01/2027                                        | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    450000 | PA      | $469729.14    | 0.16%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                                                                | BP Capital Markets America Inc 4.89 09/11/2033                              | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267324.27    | 0.09%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                                                                            | Realty Income Corp 5.13 04/15/2035                                          | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77198.04     | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                                                                            | Realty Income Corp 4.50 02/01/2033                                          | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    900000 | PA      | $902151.26    | 0.30%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                                                                    | RenaissanceRe Holdings Ltd 5.80 04/01/2035                                  | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $525127.54    | 0.18%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                                                                         | Republic Services Inc 5.00 04/01/2034                                       | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311274.50    | 0.10%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                                                                         | Republic Services Inc 5.00 12/15/2033                                       | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1173095.66   | 0.39%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                                                                         | Republic Services Inc 4.75 07/15/2030                                       | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116212.93    | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                                                                | BP Capital Markets America Inc 5.23 11/17/2034                              | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    750000 | PA      | $785323.64    | 0.26%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                                                       | Bristol-Myers Squibb Co 4.13 06/15/2039                                     | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1471539.34   | 0.50%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                                                                     | Rio Tinto Finance USA PLC 4.88 03/14/2030                                   | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $180815.04    | 0.06%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                                          | Royal Bank of Canada 5.00 05/02/2033                                        | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $518719.38    | 0.17%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                                                            | Royalty Pharma PLC 2.20 09/02/2030                                          | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67095.44     | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                                                              | Ryder System Inc 6.60 12/01/2033                                            | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $282343.54    | 0.10%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                                                | S&P Global Inc 2.90 03/01/2032                                              | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558217.82    | 0.19%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                                                | S&P Global Inc 5.25 09/15/2033                                              | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    450000 | PA      | $475415.06    | 0.16%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                                                | S&P Global Inc 4.25 01/15/2031                                              | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    725000 | PA      | $728578.48    | 0.25%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                                                                  | Sabine Pass Liquefaction LLC 4.50 05/15/2030                                | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68777.47     | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                                                                            | Salesforce Inc 1.95 07/15/2031                                              | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444820.17    | 0.15%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                                                                           | Consumers Energy Co 4.63 05/15/2033                                         | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203063.95    | 0.07%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                                                      | Corebridge Financial Inc 3.85 04/05/2029                                    | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494549.48    | 0.17%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                                                      | Corebridge Financial Inc 3.90 04/05/2032                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570135.86    | 0.19%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                                                      | Corebridge Financial Inc 5.75 01/15/2034                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258761.67    | 0.09%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                                                      | Marsh & McLennan Cos Inc 4.75 03/15/2039                                    | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387999.24    | 0.13%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                                                      | Marsh & McLennan Cos Inc 4.85 11/15/2031                                    | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720530.51    | 0.24%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                                                                 | Marriott International Inc/MD 4.63 06/15/2030                               | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76466.05     | 0.03%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                                                                 | Marriott International Inc/MD 5.10 04/15/2032                               | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156312.80    | 0.05%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                                                         | Novartis Capital Corp 4.20 09/18/2034                                       | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248172.85    | 0.08%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                                                                    | Nucor Corp 6.40 12/01/2037                                                  | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $453602.17    | 0.15%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                                                                    | Nucor Corp 5.10 06/01/2035                                                  | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413859.21    | 0.14%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                                                                | Omega Healthcare Investors Inc 3.38 02/01/2031                              | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377683.88    | 0.13%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                                                    | AbbVie Inc 4.88 03/15/2030                                                  | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103422.30    | 0.03%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                                                    | AbbVie Inc 5.20 03/15/2035                                                  | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $782874.19    | 0.26%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                                                                         | Accenture Capital Inc 4.50 10/04/2034                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1162946.81   | 0.39%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.75 06/06/2028   | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $414323.60    | 0.14%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.15 09/30/2030   | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $322115.18    | 0.11%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                                                                 | Affiliated Managers Group Inc 5.50 08/20/2034                               | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666220.81    | 0.22%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                                                                      | African Development Bank 0.88 03/23/2026                                    | CUSIP: 00828EEE5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |    100000 | PA      | $99816.01     | 0.03%             | 2026-03-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                                                                      | African Development Bank 3.50 09/18/2029                                    | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |    100000 | PA      | $100071.33    | 0.03%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                                                                | Air Lease Corp 5.20 07/15/2031                                              | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718791.37    | 0.24%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                                                              | Alabama Power Co 5.10 04/02/2035                                            | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    625000 | PA      | $648055.12    | 0.22%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                                                                           | Alexandria Real Estate Equities Inc 2.00 05/18/2032                         | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215046.33    | 0.07%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                                                                           | Alexandria Real Estate Equities Inc 5.25 05/15/2036                         | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502727.65    | 0.17%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                                                     | FNCI 2 3/26 MBS 15yr                                                        | CUSIP: 01F020430<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $932116.30    | 0.31%             | 2036-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                                                     | FNCI 2 4/26 MBS 15yr                                                        | CUSIP: 01F020448<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $466038.62    | 0.16%             | 2036-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                                                     | FNCI 3.5 3/26 MBS 15yr                                                      | CUSIP: 01F032435<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $1222688.95   | 0.41%             | 2037-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                         | FNCL 3.5 3/26 MBS 30yr                                                      | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2750000 | PA      | $2591915.78   | 0.87%             | 2051-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                         | FNCL 3.5 4/26 MBS 30yr                                                      | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2355212.85   | 0.79%             | 2051-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                                                     | FNCI 4 3/26 MBS 15yr                                                        | CUSIP: 01F040438<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $743698.16    | 0.25%             | 2037-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Dept of Treasury                                                                                                           | FNCI 4 4/26 MBS 15yr                                                        | CUSIP: 01F040446<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $495466.75    | 0.17%             | 2037-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                                                    | Capital One Financial Corp 6.31 06/08/2029                                  | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104681.33    | 0.04%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                                                           | Cardinal Health Inc 5.45 02/15/2034                                         | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $394573.07    | 0.13%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                                                               | Caterpillar Inc 5.20 05/15/2035                                             | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    925000 | PA      | $969383.00    | 0.33%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                                                                       | CenterPoint Energy Houston Electric LLC 6.95 03/15/2033                     | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $137140.50    | 0.05%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON U.S.A. INC                                                                                                            | Chevron USA Inc 6.00 03/01/2041                                             | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    248000 | PA      | $276523.75    | 0.09%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON U.S.A. INC                                                                                                            | Chevron USA Inc 4.82 04/15/2032                                             | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    950000 | PA      | $989026.44    | 0.33%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                                                        | Chubb INA Holdings LLC 6.00 05/11/2037                                      | CUSIP: 171232AQ4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    725000 | PA      | $795468.48    | 0.27%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                                                        | Chubb INA Holdings LLC 4.90 08/15/2035                                      | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1165969.52   | 0.39%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc/Delaware                                                                                                    | Cisco Systems Inc 5.90 02/15/2039                                           | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164107.20    | 0.06%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc/Delaware                                                                                                    | Cisco Systems Inc 5.10 02/24/2035                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1479522.91   | 0.50%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                                                                | Hershey Co/The 4.50 05/04/2033                                              | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509742.45    | 0.17%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                                                            | Home Depot Inc/The 1.38 03/15/2031                                          | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440486.69    | 0.15%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                                                            | Home Depot Inc/The 4.95 06/25/2034                                          | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1163143.52   | 0.39%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                                                            | Home Depot Inc/The 4.65 09/15/2035                                          | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500775.48    | 0.17%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                                                   | Honeywell International Inc 5.00 02/15/2033                                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    450000 | PA      | $469561.86    | 0.16%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                                                   | Honeywell International Inc 4.50 01/15/2034                                 | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502951.25    | 0.17%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                                                   | Honeywell International Inc 4.95 09/01/2031                                 | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    825000 | PA      | $862448.88    | 0.29%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                                                   | Honeywell International Inc 4.75 02/01/2032                                 | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128823.77    | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                                                                      | Host Hotels & Resorts LP 2.90 12/15/2031                                    | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274528.27    | 0.09%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                         | FNCL 4 3/26 MBS 30yr                                                        | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $1215059.64   | 0.41%             | 2055-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                         | FNCL 4 4/26 MBS 30yr                                                        | CUSIP: 01F040644<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6750000 | PA      | $6541546.70   | 2.20%             | 2055-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                                                     | FNCI 4.5 3/26 MBS 15yr                                                      | CUSIP: 01F042434<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2008681.02   | 0.68%             | 2040-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                         | FNCL 4.5 3/26 MBS 30yr                                                      | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5500000 | PA      | $5439965.14   | 1.83%             | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.25 06/30/2028                            | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1238580.08   | 0.42%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.25 08/15/2031                            | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1018131.83   | 0.34%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.13 08/31/2028                            | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1419667.97   | 0.48%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.25 09/30/2028                            | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2084886.72   | 0.70%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                                                                   | San Diego Gas & Electric Co 5.40 04/15/2035                                 | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156372.09    | 0.05%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                                                                    | Schlumberger Holdings Corp 5.00 06/01/2034                                  | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359535.67    | 0.12%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                                                       | Charles Schwab Corp/The 2.30 05/13/2031                                     | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1465676.42   | 0.49%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                                                             | Eaton Capital ULC 4.45 05/09/2030                                           | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1050000 | PA      | $1067795.26   | 0.36%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                                                                           | Emerson Electric Co 5.00 03/15/2035                                         | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207253.47    | 0.07%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                            | Energy Transfer LP 5.25 04/15/2029                                          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    650000 | PA      | $671475.98    | 0.23%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                                             | Enterprise Products Operating LLC 4.85 01/31/2034                           | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306912.03    | 0.10%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.25 11/15/2034                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1027558.59   | 0.35%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.63 02/15/2035                            | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $1002379.88   | 0.34%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                                             | Enterprise Products Operating LLC 5.20 01/15/2036                           | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    850000 | PA      | $876647.70    | 0.29%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                                                              | T-Mobile USA Inc 5.13 05/15/2032                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155857.19    | 0.05%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                                                             | Take-Two Interactive Software Inc 4.00 04/14/2032                           | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390542.12    | 0.13%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                                                                   | Target Corp 7.00 01/15/2038                                                 | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $298064.77    | 0.10%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                                                                          | Telefonica Europe BV 8.25 09/15/2030                                        | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $578081.79    | 0.19%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                                                    | Tennessee Valley Authority 3.88 03/15/2028                                  | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    250000 | PA      | $252703.37    | 0.09%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                                                                         | Texas Instruments Inc 4.90 03/14/2033                                       | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415686.09    | 0.14%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                                                  | Thermo Fisher Scientific Inc 4.20 03/01/2031                                | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503894.91    | 0.17%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                                                  | Thermo Fisher Scientific Inc 4.79 10/07/2035                                | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555204.12    | 0.19%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                                                                         | 3M Co 4.80 03/15/2030                                                       | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205701.10    | 0.07%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                                                     | Toronto-Dominion Bank/The 4.46 06/08/2032                                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $403843.94    | 0.14%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                                                     | Toronto-Dominion Bank/The 4.98 04/05/2027                                   | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $253176.84    | 0.09%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                                                      | Toyota Motor Credit Corp 4.70 01/12/2033                                    | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256068.07    | 0.09%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                                                      | Toyota Motor Credit Corp 4.60 10/10/2031                                    | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    975000 | PA      | $997796.33    | 0.34%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                                                                         | Travelers Cos Inc/The 6.25 06/15/2037                                       | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1401183.45   | 0.47%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                                                         | Truist Financial Corp 5.07 05/20/2031                                       | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258076.06    | 0.09%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                                                         | Truist Financial Corp 4.96 10/23/2036                                       | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269716.61    | 0.09%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                                                                     | Tyco Electronics Group SA 4.50 02/09/2031                                   | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $508982.43    | 0.17%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.25 05/15/2035                            | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $923238.28    | 0.31%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.88 05/31/2027                            | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $753632.81    | 0.25%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                                                                           | Vulcan Materials Co 5.35 12/01/2034                                         | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    475000 | PA      | $496371.25    | 0.17%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                                                                  | WP Carey Inc 4.65 07/15/2030                                                | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    875000 | PA      | $889186.52    | 0.30%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                                                                       | UDR Inc 3.20 01/15/2030                                                     | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    264000 | PA      | $256364.98    | 0.09%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                                                                       | UDR Inc 3.00 08/15/2031                                                     | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    875000 | PA      | $820645.16    | 0.28%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                                                                       | UDR Inc 5.13 09/01/2034                                                     | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204364.64    | 0.07%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                                                         | Uber Technologies Inc 4.80 09/15/2034                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150514.35    | 0.05%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                                                                         | Unilever Capital Corp 4.63 08/12/2034                                       | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1729871.69   | 0.58%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                                                            | Union Pacific Corp 2.80 02/14/2032                                          | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418936.98    | 0.14%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                                                   | Walmart Inc 5.25 09/01/2035                                                 | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427934.05    | 0.14%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                                                   | Walmart Inc 4.90 04/28/2035                                                 | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519005.36    | 0.17%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                                                            | Union Pacific Corp 4.50 01/20/2033                                          | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484972.15    | 0.16%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.75 11/15/2042                            | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $746271.88    | 0.25%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.88 05/15/2043                            | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $842337.89    | 0.28%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.63 02/15/2044                            | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1108544.93   | 0.37%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.13 08/15/2044                            | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1175000 | PA      | $962811.52    | 0.32%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.50 02/15/2045                            | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1211589.85   | 0.41%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.50 02/15/2046                            | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2169140.64   | 0.73%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.13 08/15/2040                            | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1951230.48   | 0.66%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.13 05/15/2040                            | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2150000 | PA      | $1412029.29   | 0.48%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.38 11/15/2040                            | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $638336.91    | 0.21%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.88 02/15/2041                            | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $433371.10    | 0.15%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.75 08/15/2041                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $2305166.03   | 0.78%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.38 02/15/2042                            | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $570512.69    | 0.19%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.50 08/15/2026                            | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    635000 | PA      | $628823.91    | 0.21%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.63 02/15/2029                            | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2055005.86   | 0.69%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 0.88 11/15/2030                            | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $1950824.22   | 0.66%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                                                       | Equitable Financial Life Global Funding 5.00 03/27/2030                     | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153795.59    | 0.05%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                                                                            | Essex Portfolio LP 4.00 03/01/2029                                          | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324460.28    | 0.11%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                                                                            | Essex Portfolio LP 5.38 04/01/2035                                          | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517783.27    | 0.17%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                                                                      | Estee Lauder Cos Inc/The 4.65 05/15/2033                                    | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304890.50    | 0.10%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                                                    | Fiserv Inc 5.45 03/15/2034                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321295.96    | 0.11%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                                                                      | Flex Ltd 4.88 05/12/2030                                                    | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1170129.73   | 0.39%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                                                      | Florida Power & Light Co 5.30 06/15/2034                                    | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105457.95    | 0.04%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                                                       | Duke Energy Florida LLC 6.40 06/15/2038                                     | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    575000 | PA      | $646536.87    | 0.22%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 03/10/2026                                 | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2997585.57   | 1.01%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 03/31/2026                                 | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2991253.68   | 1.01%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 04/07/2026                                 | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4981881.25   | 1.68%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 04/14/2026                                 | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4978350.70   | 1.68%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 04/21/2026                                 | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2984937.51   | 1.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 0.50 02/28/2026                            | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1250000.00   | 0.42%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 0.75 04/30/2026                            | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1841055.99   | 0.62%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 0.75 05/31/2026                            | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1985559.34   | 0.67%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.63 03/31/2026                            | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2001145.76   | 0.67%             | 2026-03-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.88 04/30/2026                            | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $500938.59    | 0.17%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.63 06/30/2026                            | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2006337.44   | 0.68%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                                                                                      | US LONG BOND(CBT) Jun26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         2 | NC      | $1808.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                                                                 | MARKIT CDX.NA.IG.45 12/30                                                   | CUSIP: SP9H0DT34<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   3600000 | OU      | $77027.06     | 0.03%             | 2030-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** American Century ETF Trust

**Signature:** Amy R. Bitter

**Name of Signer:** Amy R. Bitter

**Title:** Assistant Treasurer